Quantitative Developer
- Toronto, ON, Canada
Full-time
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Job details
- Job type
- Full-time
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- Posting language
- English
- Posted
Original job description
Location: Toronto, ON
Work Model: Hybrid – 4 days per week in-office
Compensation: Competitive base salary commensurate with experience, with flexibility for top talent, plus a high-performance discretionary bonus
About the Role
Our financial services client is seeking two Quantitative Developers to join its Quantitative Research & Development (QRD) team. The team develops quantitative models, pricing frameworks, and technology solutions that support Financial Markets.
This is a quant-first position with hands-on development responsibilities. The ideal candidate will have a strong quantitative and mathematical foundation combined with the ability to develop and implement practical solutions.
The team values candidates with quantitative expertise who can strengthen their software development skills over time. Candidates with strong quantitative backgrounds and C or C++ development experience may also be considered.
Key Responsibilities
- Develop and implement quantitative models and analytics for derivatives and other financial products.
- Build and maintain applications supporting pricing, valuation, trading, and risk management.
- Translate quantitative and business requirements into technical solutions.
- Contribute to trading systems, including market data, trade capture, booking, and risk functionality.
- Test, validate, document, deploy, and support production applications.
- Investigate pricing and risk discrepancies across systems.
- Improve application performance, reliability, automation, and data quality.
- Collaborate with quantitative analysts, traders, risk managers, and developers.
- Participate in new product and business initiatives across Capital Markets.
Required Qualifications & Technical Skills
- Master's or PhD in a quantitative discipline such as: Financial Engineering; Mathematics; Physics; Computer Science; Engineering
- Strong quantitative knowledge, including areas such as: Probability; Statistics; Calculus; Linear algebra; Numerical methods; Stochastic processes
- Hands-on programming experience with the ability to implement quantitative solutions.
- Understanding of derivatives, pricing, valuation, risk sensitivities, and financial products.
- Strong analytical, mathematical, and problem-solving capabilities.
- Ability to understand and implement quantitative models in practical financial applications.
- Interest in working across both quantitative and technical disciplines.
- Financial-industry or academic quantitative experience is strongly preferred.
- Experience with financial markets, trading, pricing, valuation, or risk applications is highly valuable.
More about this job
Responsibilities
Develop quantitative models and applications for pricing, valuation, trading, and risk management, and contribute to trading systems and new Capital Markets initiatives. Test, deploy, and support production applications while investigating discrepancies and improving performance, reliability, automation, and data quality in collaboration with cross-functional teams.
Requirements
A master's or PhD in a quantitative discipline, strong mathematical and quantitative knowledge, and hands-on programming experience are required. Candidates should understand derivatives, pricing, valuation, and risk sensitivities; financial-industry or academic quantitative experience is strongly preferred.
Skills
- Quantitative Modeling
- Derivatives Pricing
- Probability
- Statistics
- Calculus
- Linear Algebra
- Numerical Methods
- Stochastic Processes
- Programming
- Financial Markets
- Valuation
- Risk Management
- Trading Systems
- Application Development
- Problem-Solving
Visa sponsorship
Not detected in the job text
Categories
- Finance & Accounting
- Software
- Technology
- Data & Analytics
- Science & Research
Keywords
- Quantitative Research & Development
- Quantitative Models
- Financial Engineering
- Mathematics
- Physics
- Computer Science
- Engineering
- Probability
- Statistics
- Calculus
- Linear Algebra
- Numerical Methods
- Stochastic Processes
- Derivatives
- Pricing
- Valuation
- Risk Sensitivities
- Financial Markets
- Trading Systems
- Market Data
- Trade Capture
- Risk Management
- C
- C++
- Production Applications
- Data Quality
- Automation