The Team:
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.
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.
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.
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.
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
