The Team:

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Our Portfolio Valuations business is an industry leading independent valuation service, providing valuations and analytics on a wide range of derivatives from vanilla to the most complex structures, across all asset classes.

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The Impact:

‍If you have a strong background in a quantitative discipline and are passionate about the financial markets and derivatives, come and join our global team helping to drive an established business forward to the next level.

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What’s in it for you:

• Be part of a global team including a strong group of experienced quants, software engineers and product development specialists.
• Gain an understanding of practical approaches in quantitative finance.
• Opportunities to work on challenging projects which provide solutions to complex pricing requirements.
• A dynamic, client-focused environment that fosters a culture of constant learning.

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Responsibilities:

• The candidate will work with other experienced product development specialists to support existing clients, focusing on complex queries and new product development, primarily for credit and interest rates derivatives.
• Creating quality control and other tools in Python and helping to integrate these into overall workflow
• Collaborate closely with the quantitative analytics and software development teams to implement and test new methodologies and features.

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What We’re Looking For:

• Undergraduate or graduate degree in quantitative discipline (Mathematics, Applied Mathematics, Statistics, Physics, Engineering)
• 3 years work experience in Financial services, Financial Technology or Bank with demonstrable experience in derivatives or quantitative finance
• Background or experience in computer science and knowledge of Python and Java an asset
• Background or experience in capital markets an asset
• Background or experience with financial mathematics, pricing theory, etc. an asset
• Eager to learn new concepts and technologies to resolve complex issues
• Teamwork, thriving in an agile environment working collaboratively and providing daily feedback to your team

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