Apply to the Senior Quantitative Analyst position
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JOB DESCRIPTION
Location: Hybrid (Downtown, Toronto)
Duration: 12 months
Our client a leading financial institution in Downtown Toronto, is looking for a Senior Quantitative Analyst to be involved in designing, implementing, testing, and rolling out the rate and spread product models in the current and future analytical environment, with a heavy emphasis on the securitized products. The successful candidate will have the opportunity to work with one of the Top 5 Banks in Canada.
Typical Day in role:
The daily work also includes assisting the traders, risk managers, and product controllers to understand the models and interpret the outputs, preparing the model documentation and validation submissions, as well as tracking the model performance.
Must-Have Skills:
- 5-9 years of relevant industry experience
- Solid knowledge of financial instruments and derivatives, such as securitized products, bonds, IR swaps, futures, and options, as well as related pricing and risk management models
- Excellent analytical skills
- A fast and self-motivated learner who takes ownership of the projects and deadlines
Nice-To-Have Skills:
- Broad knowledge of financial markets and regulations
- Experience in asset liability management
Education:
Ph.D or Master’s degree in one of quantitative areas such as mathematics, statistics, physics or computer science
Finance professional is committed to creating an inclusive environment where all team members and clients feel like they belong. We seek applicants with a wide range of abilities and we provide an accessible candidate experience. We advocate for you and welcome anyone regardless of race, color, religion, national origin, sex, physical or mental disability, or age.