Quantitative Risk Analyst

Job Role : Risk Methodology Specialist

Duration : 1 Year of contract

Location : Toronto, ON

• Develop pricing models for derivatives such as swaps, swaptions, CDS, and equity options.
• Implement and validate quantitative models using Python.
• Compute and analyze market risk metrics including Greeks (Delta, Gamma, Vega, etc.).
• Perform Value at Risk (VaR) calculations using appropriate statistical methods.
• Conduct sensitivity analysis and stress testing across multiple asset classes.
• Support model validation and ensure accuracy of pricing and risk frameworks.
• Collaborate with traders, risk managers, and technology teams on model implementation.
• Automate risk reporting and build reusable quantitative libraries/tools.
• Communicate analytical findings and model outputs clearly to stakeholders.
• Stay updated on financial markets, derivatives theory, and risk management techniques.

We use AI in our Hiring processes

Mindlance is an equal-opportunity employer. We are committed to inclusive, equitable, barrier-free recruitment and selection processes, and a work environment in accordance with the Accessibility for Ontarians with Disabilities Act (AODA). We will be happy to work with applicants requesting accommodation at any stage of the hiring process