Shape quantitative models in a hybrid role as a Quant Developer with a leading financial institution in Downtown Toronto. Focus on credit derivatives and US mortgage products during your 12-month contract.
This position requires a seasoned developer with over 3 years of experience, particularly in capital markets. Engage actively in implementing and testing innovative solutions that support Front Office Credit trading desks by devising custom tools and conducting analyses needed for US whole loan and RMBS business support. Collaboration with various stakeholders ensures high-quality model integration and ongoing quantitative assistance.
Key Responsibilities: • Implement US mortgage-related product models • Test quantitative models for the credit asset class • Provide quantitative support for Front Office trading desks • Collaborate with trading and risk management teams • Develop tools using C++ and Python for trading support
Requirements: • 3+ years of development experience in capital markets • Proficiency in C++ programming • Knowledge of Python and scripting tools • Understanding of derivative pricing and risks • Mathematical or quantitative degree preferred
Advance your career in quantitative finance by applying your expertise in C++ and Python to real-world financial challenges. #J-18808-Ljbffr