Our client, a leading financial institution in downtown Toronto is looking for a Quantitative Developer with strong C++ programming skills to join their team in developing the XVA library. This is an exciting opportunity to work with front office and utilise your strong modelling skills to create financial models for the derivatives valuation process.
- Work with the current XVA team to develop and extend the XVA Library
- Implement new models and model components for XVA
- Work alongside other key stakeholders in business, IT and Risk to support the integration of the library into the wider XVA platform
- Must have strong C++ (11, 14, 20) programming skills with strong capacity of abstraction and design. Experience with template metaprogramming is essential.
- Knowledge in at least one of the main asset classes such as rates derivatives, FX, commodities, equity derivatives.
- Adherence to coding standards and focused on test driven development
- Experience of development on both Linux and Windows platforms
- Strong communication and interpersonal skills and a team player
- Ability to work well in a fast-paced environment with changing priorities
- Experience with Python preferred
- Education Qualifications: Degree in Software Engineering, Computer Science, Quantitative Finance, Mathematics, Physics, Chemistry or other quantitative disciplines
Please apply with resume in Word format.
- Those candidates legally eligible to work in Canada, need apply.
*Please note: due to a high volume of applicants, only those chosen who best match the skills and experience will be contacted.