Finance Professionals Inc.

Quant Developer – C++, Python, Derivative Pricing

📍 toronto, on, Canada ⏰ Full-time

Description

Job Description Location:

Hybrid | Downtown, Toronto

Duration:

12 Months

Our client, a leading financial institution in Downtown Toronto, is looking for a Quant Developer - C++, Python, Derivative Pricing to help implement and test quantitative models within the credit asset class. The successful candidate will have the opportunity to work with one of the Top 5 Banks in Canada.

Typical Day in Role

Champions a customer focused culture to deepen client relationships and leverage broader Bank relationships, systems, and knowledge.

Help implement and test US mortgage related products, such as whole loan and non-agency residential mortgage-backed security models (RMBS) for the Bank’s US whole loan trading/RMBS business.

Help implement and test quantitative models within the credit asset class.

Provide quantitative support to Front Office Credit trading desks by building customized tools, performing intraday tra...
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