Quantitative Finance Specialist
2 weeks ago
Job Title: Finance Analyst III
Contract Duration: 12 Months, with possible extension and conversion
Work Type: Hybrid, 3 days in office, Tuesday-Thursday
Location: Montreal, QC
Schedule: Monday-Friday, Core Business Hours
Travel Required: No
Language Requirements: Bilingual (French/English)
Job Description:
As a Finance Analyst III, you will contribute to the development and management of quantitative risk models for equity portfolios. This role requires a strong technical background, quantitative skills, and a passion for innovation.
Key Responsibilities:
- Develop and implement quantitative risk models using advanced data science methods.
- Assist in the alpha forecasting process and development of new equity strategies.
- Test and validate models under various scenarios.
- Support client portfolio management and relationship management teams.
- Research and evaluate forecasting models to ensure relevance and effectiveness.
- Monitor economic and market conditions impacting portfolios.
- Understand and manage strategy risks and drivers.
- Collaborate with cross-functional teams to improve systems and processes.
Qualifications:
- Graduate degree (Master's or Ph.D.) in a quantitative field (Finance, Economics, Data Science, Statistics, Mathematics, Physics, Engineering).
- CFA designation or working towards it.
- 5-7 years of experience as a Finance Analyst or similar role.
- Strong quantitative finance background, including asset pricing, empirical finance, or econometrics.
- Proficiency in Python and related packages.
- Strong SQL and relational database skills.
- Solid understanding of applied statistics and linear algebra.
- 2+ years of experience in a quantitative investment research or data science role (preferred).
- Knowledge of MATLAB and experience working with unstructured data (nice to have).
- Familiarity with BARRA, APT, multi-factor equity or risk modeling, and risk management metrics (nice to have).
About the Company
Top 10 bank in Canada and North America offering comprehensive financial solutions. Providing retail, commercial, wealth management, and wholesale banking services, we help clients thrive in today's evolving market.
Keywords: Finance Analyst III, quantitative risk models, equity portfolios, data science, Python, SQL, CFA, asset pricing, empirical finance, econometrics, risk management, investment research, modeling, data analysis, financial analysis, financial modeling, quantitative finance, financial engineering
Job ID: 24-13202
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