Quantitative Developer

4 weeks ago

Toronto ON, Canada CanDeal Full time

Why join the CanDeal Team?

CanDeal is a leading provider of electronic marketplaces and data services for Canadian dollar fixed income securities and derivatives. Its Markets Division provides access to a deep pool of liquidity for Canadian government, agency, provincial and corporate bonds, as well as money market instruments and interest rate swaps. CanDeal Data & Analytics (DNA) delivers data products and other services that support business, trading and technology needs for participants in the Canadian capital markets. CanDeal Solutions provides innovative products and services that serve the needs of the financial industry.

CanDeal is a growing and entrepreneurial organization with a solid foundation in the Canadian fixed income markets and an ownership group which includes: BMO Nesbitt Burns Inc., CIBC World Markets Inc., National Bank Financial Inc., RBC Dominion Securities Inc., Scotia Capital Inc., TD Securities Inc. and TSX Inc.

This is an exciting time to join a growing organization led by visionary leaders who are helping to shape their industry’s future.

PRIMARY RESPONSIBILITIES

CanDeal Data & Analytics (DNA) follows a FinTech model of fast paced agile development. The challenge of this role is to bring safety and surety to our Term CORRA applications, while still maintaining DNA’s signature agility and responsiveness.

In consultation with the Lead Developer, code changes to the Term CORRA software and supporting test harness, primarily using Python, QuantLib. Write unit tests for all code changes, following the specifications provided by the Product Owner and Quantitative Experts.

Work with the Product Owner and stakeholders from Benchmark Administration to develop a live dashboard to monitor day-to-day production of Term CORRA. Optionally work with our Quantitative Experts to develop a “FedWatch” like tool for Term CORRA.

Work with senior Quantitative Experts to construct and carry out regression tests of the Term CORRA software as required to support a quarterly release cycle.

Work with the technology team at our external partner the TMX to integrate and validate changes in the TMX market data feeds and diagnostics.

Work with the Calculation Agent, Product Owner and Project Manager to organize and manage JIRA tickets in the Term CORRA backlog.

Keep up to date with technology changes and best practices in the Python language, QuantLib, Airflow and other technology components in the Term CORRA ecosystem.

QUALIFICATIONS

Education & Experience

  • Bachelor’s degree or equivalent in Computer Science, Mathematics or Engineering
  • 5-7 years of work experience as a programmer, ideally with increasing responsibility in a small team working on a mission critical application.

Knowledge, Skills & Abilities

Experience programming in Python (preferred), Java or C++.

Extensive expertise using QuantLib in financial applications.

Understanding of fixed income pricing, yield curve fitting and optimization problems. Domain expertise in interest rate futures valuable.

Experience with applications programming related to Term SOFR, CME FedWatch or Term CORRA particularly valuable.

Experience working with highly regulated systems, such as an index or benchmark, is valuable.

Ability to work collaboratively with Quantitative Experts, business stakeholders and other developers.

Key Qualities for Success

  • Self-motivated and driven.
  • Highly attentive to detail and committed to quality.
  • Enthusiastic, service-oriented.

DECISION MAKING

  • Determines priority / sequence of own work, based on objectives assigned by management.

Interested in being a part of CanDeal? We look forward to your application

If you are interested in this opportunity please send your resume to: peopleandculture@candeal.com

Please inform us if you require any accommodations during the hiring process. Please note that only those candidates selected for an interview will be contacted.

  • Quantitative Developer

    4 weeks ago

    Toronto, Canada CanDeal Full time

    Why join the CanDeal Team? CanDeal is a leading provider of electronic marketplaces and data services for Canadian dollar fixed income securities and derivatives. Its Markets Division provides access to a deep pool of liquidity for Canadian government, agency, provincial and corporate bonds, as well as money market instruments and interest rate swaps....

  • Quantitative Developer

    4 weeks ago

    Toronto, Canada Finance Professionals Inc. Full time

    JOB DESCRIPTION Location: Hybrid (Downtown, Toronto) Duration: 1-year Our client, a leading financial institution in Downtown Toronto, is looking for a Quantitative Developer to develop valuation models for interest rate derivatives, credit derivatives, and MBS, ensuring the theoretical soundness, numerical accuracy, and implementation correctness of these...

  • Quantitative Developer

    4 weeks ago

    Toronto, Ontario, Canada CanDeal Full time

    Why join the CanDeal Team? CanDeal is a leading provider of electronic marketplaces and data services for Canadian dollar fixed income securities and derivatives. Its Markets Division provides access to a deep pool of liquidity for Canadian government, agency, provincial and corporate bonds, as well as money market instruments and interest rate swaps....

  • Quantitative Developer

    1 week ago

    Toronto, Ontario, Canada CanDeal Full time

    Why join the CanDeal Team? CanDeal is a leading provider of electronic marketplaces and data services for Canadian dollar fixed income securities and derivatives. Its Markets Division provides access to a deep pool of liquidity for Canadian government, agency, provincial and corporate bonds, as well as money market instruments and interest rate swaps....

  • Quantitative Developer

    2 weeks ago

    Toronto, Ontario, Canada CanDeal Full time

    Why join the CanDeal Team? CanDeal is a leading provider of electronic marketplaces and data services for Canadian dollar fixed income securities and derivatives. Its Markets Division provides access to a deep pool of liquidity for Canadian government, agency, provincial and corporate bonds, as well as money market instruments and interest rate swaps....

  • Quantitative Developer

    3 weeks ago

    Toronto, Canada CanDeal Full time

    CanDeal is a leading provider of electronic marketplaces and data services for Canadian dollar fixed income securities and derivatives. Its Markets Division provides access to a deep pool of liquidity for Canadian government, agency, provincial and corporate bonds, as well as money market instruments and interest rate swaps. CanDeal Data & Analytics (DNA)...

  • Quantitative Developer

    3 weeks ago

    Toronto, Canada CanDeal Full time

    CanDeal is a leading provider of electronic marketplaces and data services for Canadian dollar fixed income securities and derivatives. Its Markets Division provides access to a deep pool of liquidity for Canadian government, agency, provincial and corporate bonds, as well as money market instruments and interest rate swaps. CanDeal Data & Analytics (DNA)...

  • Quantitative Developer

    4 weeks ago

    Toronto, Canada CanDeal Full time

    Why join the CanDeal Team? CanDeal is a leading provider of electronic marketplaces and data services for Canadian dollar fixed income securities and derivatives. Its Markets Division provides access to a deep pool of liquidity for Canadian government, agency, provincial and corporate bonds, as well as money market instruments and interest rate swaps....

  • Quantitative Developer

    4 weeks ago

    Toronto, Canada CanDeal Full time

    Why join the CanDeal Team? CanDeal is a leading provider of electronic marketplaces and data services for Canadian dollar fixed income securities and derivatives. Its Markets Division provides access to a deep pool of liquidity for Canadian government, agency, provincial and corporate bonds, as well as money market instruments and interest rate swaps....

  • Quantitative Developer

    4 weeks ago

    Toronto, Canada CanDeal Full time

    Why join the CanDeal Team? CanDeal is a leading provider of electronic marketplaces and data services for Canadian dollar fixed income securities and derivatives. Its Markets Division provides access to a deep pool of liquidity for Canadian government, agency, provincial and corporate bonds, as well as money market instruments and interest rate swaps....

  • Quantitative Developer

    4 weeks ago

    Old Toronto, Canada Finance Professionals Inc. Full time

    JOB DESCRIPTIONLocation: Hybrid (Downtown, Toronto)Duration: 1-yearOur client, a leading financial institution in Downtown Toronto, is looking for a Quantitative Developer to develop valuation models for interest rate derivatives, credit derivatives, and MBS, ensuring the theoretical soundness, numerical accuracy, and implementation correctness of these...

  • Quantitative Risk Systems Developer

    20 hours ago

    Toronto, Ontario, Canada Botsford Associates Full time

    About Botsford Associates">We are a leading risk technology firm, dedicated to providing innovative solutions for Market Risk management. Our team is passionate about leveraging cutting-edge technologies to drive business growth and minimize risk.Job Description:As a Quantitative Risk Systems Developer, you will play a key role in designing and developing...

  • Quantitative Index Developer

    4 days ago

    Toronto, Ontario, Canada Solactive AG Full time

    Job OverviewDo you have a background in finance, a knack for programming, and a desire to work in a stimulating environment? This role offers the opportunity to work on a wide range of responsibilities, including index development, programming, and client support. The ideal candidate is passionate about the intersection of finance and technology and thrives...

  • Quantitative Analyst, Quantitative Risk

    1 week ago

    Toronto, Canada CIBC Full time

    We’re building a relationship-oriented bank for the modern world. We need talented, passionate professionals who are dedicated to doing what’s right for our clients. At CIBC, we embrace your strengths and your ambitions, so you are empowered at work. Our team members have what they need to make a meaningful impact and are truly valued for who they are...

  • Quantitative Developer Senior

    5 days ago

    Old Toronto, Canada Bank of Montreal Full time

    Bank of Montreal is a leading financial services provider offering corporate and investment banking, treasury management, as well as research and advisory services to clients worldwide. Our team at BMO Capital Markets requires a skilled Quantitative Developer to work on our bank derivatives source system.Key Responsibilities:Programming and Support:Develop...

  • Quantitative Analyst

    6 days ago

    Toronto, Canada MUFG Full time

    **Quantitative Analyst, Quantitative Risk Control** **Summary**: **Accountabilities**: Model Validation - Independently validate quantitative models in global trading, market risk and pricing, and compliance - Assessment of model conceptual soundness, evaluation of data and assumptions, testing model computational accuracy, and performing outcomes analysis...

  • Quantitative Researcher

    5 days ago

    Toronto, Ontario, Canada Connor, Clark & Lunn Private Capital Ltd. (CC&L) Full time

    At Connor, Clark & Lunn Private Capital, we are committed to delivering exceptional investment performance through a collaborative and innovative approach. As a Quantitative Research Analyst, you will play a key role in driving new investment insights by researching and developing systematic macro signals.Key Responsibilities:Design and implement advanced...

  • Vice President, Quantitative Developer

    5 days ago

    Old Toronto, Canada Bank of Montreal Full time

    Vice President, Quantitative Developer (C#)Apply locations Toronto, ON, CAN time type Full time posted on Posted 3 Days Ago job requisition id R240032214Application Deadline: 02/12/2025Address: 100 King Street WestJob Family Group: Data Analytics & ReportingBMO Capital Markets is a leading, full-service financial services provider. We offer corporate and...

  • Quantitative Research Analyst

    7 days ago

    Toronto, Canada Royal Bank of Canada Full time

    **Job Summary** The Quantitative Investments team employs a systematic quantitative approach to the management of equity strategies implemented via mutual funds, hedge funds, segregated accounts and ETFs. The team takes a multi-factor approach to building and managing investment solutions. The models are data-driven and grounded in sound fundamental and...

  • Quantitative Modeling Expert

    3 days ago

    Toronto, Ontario, Canada TD Bank Full time

    Job OverviewThe Market Risk and Model Development group within Risk Management at TD Bank is seeking a highly skilled Quantitative Modeling Expert to join their team. As a key member of the Model Development (MD) group, you will be responsible for developing and implementing quantitative models related to market risk, credit risk, and operational risk in...