Sr. quantitative engineer to work on the bank derivatives source system - 88420

Position Title: Quantitative Engineer

Line of business: Quantitative Engineering team - Global Markets

Duration: 9 months (Possibility of Extension)

Location: Downtown Toronto - Hybrid (3 to 4 days in office)

Reason why opened: New project

Project: OSFI related project

As a Quantitative Engineer, you will have the opportunity to work on the bank derivatives source system, playing a critical role in programming and supporting analytics, and building the future. Collaborate closely with our trading desks, quants, and downstream groups, and contribute to automating, testing, and monitoring tools.

Key Responsibilities:

Programming and Support:

• Develop, program, and maintain analytics within the bank derivatives source system.
• Provide booking and diagnostic support for integrated models.

Automation and Improvement:

• Collaborate with teammates to automate release, testing, and monitoring tools.
• Enhance system robustness and capabilities alongside your team.

Stakeholder Collaboration:

• Work closely with trading desks and quantitative analysts on valuation and downstream feeds.
• Ensure accurate capture of information by collaborating with downstream groups.

MUST HAVE:

• 3-5 years experience in similar role
• Experience with database (MySQL)
• Solid knowledge of a C# - definitely a MUST
• Familiarity with numerical analysis in a relevant field.
• A university degree in a technical field such as mathematics, physics, engineering, or statistics.

NICE TO HAVE:

• Familiarity with equities and/or equity derivatives trading is helpful.
• Experience working on large code bases and familiarity with design patterns.
• Experience with distributed computing.
• Experience with financial models.
• Experience with scripting languages
• Banking/Financial industry experience

Interview process: All via Teams

Interview dates: Week of Apr 27th

How many rounds: 3 rounds (1 general knowledge & 2 technical assessments)

Disclaimer:

AI may be used in evaluating candidates.

This posting is for an existing vacancy. Apply