Quantitative Analyst

4 weeks ago

Montreal, Quebec, Canada TradingScreen Full time
Quantitative Analyst Job Description

TS Imagine is seeking a highly skilled Quantitative Analyst to join our Models and Quantitative Data team in Montreal. As a Quantitative Analyst, you will be responsible for designing, developing, and testing models and processes to value positions and construct quantitative data.

Key Responsibilities:
  • Design and develop processes for pricing positions and calculating market risk metrics for all asset classes.
  • Write modern, clean, reusable, and well-tested source code in Python that scales and performs well across large distributed systems.
  • Leverage SQL and Snowflake to analyze model inputs or construct model inputs.
Requirements:
  • M.S. in mathematics, physical sciences, or engineering preferred.
  • Excellent quantitative and programming skills with 3-5 years' experience in large-scale Python development and program design as well as data-intensive products.
  • Experience with other programming languages (JavaScript, Perl, C++) is an advantage.
  • Understanding of financial derivatives, market conventions is a must.
  • Experience working on yield curves (OIS, Libor, Cross-currency, etc.), inflation curve, volatility surfaces, interest rate volatility cubes (eventually live/intraday) as well as the data to build them is highly desirable.
  • Knowledge in risk management tools such as VaR, Monte Carlo, scenario analysis and P&L is preferred.
Why TS Imagine:
  • Currently hybrid home-office (at least 3-4 days in the office).
  • 25 Vacation days and 3 Personal days.
  • Annual bonus and salary review.
  • Training budget $1,500.
  • RRSP with 3% company matching.
  • Health insurance.
  • Subvention for public transportation (Opus & Cie).

TS Imagine is a global leader in trading and risk management SaaS-based software. We challenge our employees every day to think creatively and innovate across silos and across platforms. If you are a scientist, engineer, doer, learner, teacher, or excellent teammate, we encourage you to apply for this exciting opportunity.

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