Quant Developer – C++, Python, Derivative Pricing

Job Description

Location: Hybrid | Downtown, Toronto

Duration: 12 Months

Our client, a leading financial institution in Downtown Toronto, is looking for a Quant Developer - C++, Python, Derivative Pricing to help implement and test quantitative models within the credit asset class. The successful candidate will have the opportunity to work with one of the Top 5 Banks in Canada.

Typical Day in Role

• Champions a customer focused culture to deepen client relationships and leverage broader Bank relationships, systems, and knowledge.
• Help implement and test US mortgage related products, such as whole loan and non-agency residential mortgage-backed security models (RMBS) for the Bank’s US whole loan trading/RMBS business.
• Help implement and test quantitative models within the credit asset class.
• Provide quantitative support to Front Office Credit trading desks by building customized tools, pe...