Senior Quantitative Analyst

Quantitative Analyst, Alpha Research Team

Duration 12+ Months- potential for extension; 37.5 hours per week

Location : Toronto- Hybrid, currently 2.5 days on-site per week

Describe your department – size, structure, team culture : The team has 5-10 members including full-time and contingent workers. We report into QTS and focus on both supporting specific business operations and engaging in complex enterprise-wide initiatives. The team culture is collaborative but competitive. The members enjoy high degree of autonomy but also are expected to take ownership of the projects and deadlines.

Daily Responsibilities :

This role will 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 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.

Program / Technology / Software Knowledge :

Proficient in at least one of the programming languages such as Python (preferred), C++, and C#.

Knowledge on QRM, PolyPaths and Intex is a plus.

Must‑have Skills / Experiences and / or Education, Certifications, Qualifications, Designations :

• Ph.D or Master’s degree in one of quantitative areas such as mathematics, statistics, physics or computer science
• 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 the ownership of the projects and deadlines

Nice‑to‑have Skills / Experience and / or Education, Certifications, Qualifications, Designations :

Seniority level : Mid-Senior level

Employment type : Contract

Job function : Information Technology; Industries : Banking and Financial Services

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