Quantitative Developer
2 weeks ago
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. The role involves ensuring the theoretical soundness, numerical accuracy, and correct implementation of these models. The successful candidate will have the opportunity to work with one of the Top 5 Banks in Canada. Typical Day in Role: Champion a customer-focused culture to deepen client relationships and leverage broader bank relationships, systems, and knowledge. Develop robust, reliable, and user-friendly front office analytics for pricing, hedging, risk management, and P&L attribution for both intraday and end-of-day. Provide daily and on-demand quantitative support to the business related to valuation, risks, P&L attribution, hedging, etc. Provide subject matter expertise to model stakeholders such as the business, risk management, audit, product control, and technology groups during and after model implementation. Form a close partnership with the business to deliver models and analytics to production end-to-end with limited supervision. Understand how the bank’s risk appetite and culture should influence day-to-day activities and decisions. Ensure effective and efficient operations within respective areas, maintaining adherence to and effectiveness of business controls to meet operational, regulatory, AML/ATF, and conduct risk obligations, including responsibilities under relevant risk management frameworks and guidelines. Champion a high-performance environment and contribute to an inclusive work environment. Must-Have Skills: 3+ years of experience in interest rate derivatives or credit derivatives and their valuation models. Solid background in PDE, Monte Carlo methods, and stochastic calculus. Strong programming skills in Python and C++, C++11 or higher. Good communication and interpersonal skills; a team player. Ability to work effectively in a fast-paced environment with changing priorities. Education: PhD or Master’s Degree in Mathematics, Computer Science, Software Engineering, Physics, or other quantitative fields. We are committed to creating an inclusive environment where all team members and clients feel they belong. We welcome applicants of all abilities and backgrounds, providing an accessible candidate experience. We advocate for diversity and inclusion regardless of race, color, religion, national origin, sex, disability, or age. #J-18808-Ljbffr
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Quantitative Developer
4 days ago
Toronto, Canada TEEMA Solutions Group Full timeThe Quantitative Developer plays a key role in building and optimizing financial models, trading strategies, and risk management solutions. This position requires expertise in programming, algorithmic trading, data analysis, and quantitative finance. The ideal candidate will work closely with traders, quantitative analysts, and risk managers to develop...
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Quantitative Developer
1 week ago
Toronto, Canada TEEMA Solutions Group Full timeThe Quantitative Developer plays a key role in building and optimizing financial models, trading strategies, and risk management solutions. This position requires expertise in programming, algorithmic trading, data analysis, and quantitative finance. The ideal candidate will work closely with traders, quantitative analysts, and risk managers to develop...
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Quantitative Developer
1 week ago
Toronto, Canada TEEMA Solutions Group Full timeThe Quantitative Developer plays a key role in building and optimizing financial models, trading strategies, and risk management solutions. This position requires expertise in programming, algorithmic trading, data analysis, and quantitative finance. The ideal candidate will work closely with traders, quantitative analysts, and risk managers to develop...
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Quantitative Developer
2 weeks ago
Toronto, Canada TEEMA Solutions Group Full timeThe Quantitative Developer plays a key role in building and optimizing financial models, trading strategies, and risk management solutions. This position requires expertise in programming, algorithmic trading, data analysis, and quantitative finance. The ideal candidate will work closely with traders, quantitative analysts, and risk managers to develop...
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Quantitative Developer
2 weeks ago
Toronto, Canada TEEMA Solutions Group Full timeThe Quantitative Developer plays a key role in building and optimizing financial models, trading strategies, and risk management solutions. This position requires expertise in programming, algorithmic trading, data analysis, and quantitative finance. The ideal candidate will work closely with traders, quantitative analysts, and risk managers to develop...
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Quantitative Developer
1 week ago
Toronto, Ontario, Canada TekStaff IT Solutions Full time $80,000 - $120,000 per yearRole: Quantitative DeveloperContract Duration: 12 monthsLocation: Toronto, ON (Hybrid - 4 days/week)Must have skills:Excellent knowledge of pricing theory, statistics, stochastic calculus and numerical techniques used in derivative pricing (PDE/trees, Monte Carlo simulation, optimization) as well as CCR/CVA modeling techniques and parameter calibration...
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Quantitative Developer
4 weeks ago
Toronto, Canada CanDeal Full timeCanDeal 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)...
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Quantitative Developer
4 weeks ago
Toronto, Canada CanDeal Full timeCanDeal 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)...
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Quantitative Developer 56722
2 days ago
Toronto, Canada S.i. Systèmes Full timeQuantitative Developer 56722Start Date: ASAPDuration: 12 months Work Location:- Remote, Onsite, or Hybrid: Onsite - 4 days a week , 1 day from home- Anchor Days (if applicable): Tuesday or Thursday 66 Wellington Street West, Toronto, Ontario Scope of Project: trading models/ risk Summary:Job Description The position reports to Sr. Manager, Model...
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Lead Python Developer for Quantitative Finance
3 weeks ago
Toronto, Canada Galent Full timeLead Python Developer for Quantitative Finance Location: Toronto, ON (Hybrid, 3 days onsite) Role Summary We are seeking a highly skilled Lead Python Developer to join a team building high performance, scalable reporting solutions for fixed income pricing and risk metrics, leveraging Quantitative Finance libraries and integrating with Bloomberg APIs. The...