Senior Quantitative Modeling Developer – CCR & Monte Carlo

A leading financial services firm in Toronto is seeking a Sr. Quantitative Modeling Developer to enhance a front-office Counter party Credit Risk (CCR) platform. The ideal candidate will have over 7 years of experience in quantitative modeling and Monte Carlo simulations, focusing on derivative pricing and exposure measurement. The role involves real-world calibration of simulation models and requires strong technical capabilities and the ability to thrive in fast-paced environments.

Remote work options may be available.

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