VP - Derivatives Quant Modeler | Toronto, CA | Hybrid

Selby Jennings; Toronto; Hybrid; CAD 150,000 - 200,000; Full time

Job summary

A leading investment bank is seeking a VP - Derivatives Quant Modeler for its Toronto office. The successful candidate will contribute to developing quantitative models and analytics, collaborating closely with trading desks and other teams. Ideal candidates will hold advanced degrees in quantitative fields and possess extensive experience with C++ and Python.

Qualifications

• Minimum 3+ years in quantitative analytics or software development role.
• Experience in implementing and applying monte carlo or PDE frameworks.
• Extensive proficiency with C++ and Python.

Responsibilities

• Collaborate on C++ libraries for derivative pricing and valuation models.
• Maintain existing models and provide updates.
• Support front office trading desks with tools and analytics.

Skills

C++

Python

Quantitative Analytics

Stochastic Modeling

Monte Carlo

PDE Framework

Education

PhD or Masters in Mathematics, Statistics, or Physics

Job description

VP - Derivatives Quant Modeler

Selby Jennings Toronto, Canada Apply now Posted 23 hours ago Hybrid Job Permanent CAD150000 - CAD200000 per year

Our client is a leading investment bank with offices globally, looking to expand into their Toronto office by bringing on a VP - Derivatives Quant Modeler for their quantitative modeling and analytics team. The firm focuses on offering a wide range of capital markets products and services and the team is looking for someone to assist in the development and support of financial engineering and analytic solutions.

The ideal candidate comes with past experiences building out C++ model libraries, within rates, FX, commodities, and credit products. They're looking for someone to hit the ground running from day one, contributing to meaningful projects that will help grow the business.

Some of the key responsibilities will include:

• Collaborate on the implementation and maintenance of C++ libraries for derivative pricing and valuation models
• Maintain existing models and provide updates in accordance with latest market practices
• Directly support the front office trading desks in developing tools, PnL explains, and other add hock analytics support
• Collaborate cross functionally with other teams such as sales desks, tech, risk to work on the deployment of the models

They're looking for:

• An advanced degree, PhD or Masters, in a quantitative field from a top university (mathematics, statistics, or physics preferred)
• Minimum of 3+ years in a quantitative analytics or software development role
• Understanding of stochastic modeling and curve construction
• Experience in implementing and applying monte carlo or PDE framework to mathematical problems
• Extensive proficiency with C++ and python

Apply now to become an integral member of an innovative Quantitative team and make a significant impact within a leading investment bank! Submit your application through the link below.

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