Senior Quant Developer: Fixed-Income Valuation & Risk Analytics

Nexus Systems Group Inc.; Toronto; On-site; CAD 100,000 - 130,000; Full time

Job summary

A financial services firm in Toronto seeks an experienced analyst/developer to develop valuation models for fixed-income products and interest rate derivatives. The ideal candidate will have over 10 years of experience and deep expertise in quantitative analytics, including proficiency in Python and Unix. This role involves daily quantitative support and requires a PhD or Master’s in a quantitative field, fostering a customer-focused and high-performance culture.

Qualifications

• 10+ years of progressive experience as an analyst/developer or similar capacity.
• 3+ years’ experience in interest rate derivatives or fixed-income products and their valuation models.
• Fluent with Python, Unix Script, and Excel spreadsheets.

Responsibilities

• Develop valuation models for fixed-income products and interest rate derivatives.
• Provide daily and on-demand quantitative support related to valuation and risks.
• Develop robust front-office analytics for pricing, hedging, and risk management.

Skills

Analytical skills

Python

Unix Script

Excel

Interest rate derivatives

Education

PhD or Master’s Degree in Mathematics, Computer Science, Software Engineering, or Physics

Job description

A financial services firm in Toronto seeks an experienced analyst/developer to develop valuation models for fixed-income products and interest rate derivatives. The ideal candidate will have over 10 years of experience and deep expertise in quantitative analytics, including proficiency in Python and Unix. This role involves daily quantitative support and requires a PhD or Master’s in a quantitative field, fostering a customer-focused and high-performance culture.