Enough about us, let’s talk about you

You are someone with:

1 to 5 years of relevant experience spent within Capital Markets and/or Market Risk, on model development or model validation/vetting team at a major financial institution

Solid academic background with a PhD or Master’s Degree in Mathematical Finance, Financial Engineering or other relevant post graduate degree (Engineering, Mathematics, Physics, Statistics)

Knowledge of financial products (e.g., options, swaps, etc.) and their modeling and calibration in both risk–neutral and real world across a wide range of products, including interest rate, foreign exchange, equity, commodity and credit derivatives;

Solid programming skills (e.g., Python/MATLAB/Visual Basic/C++/C#);

Canadian travel may be required and occasional international travel. Candidates may be required to enter the USA to work on client assignments.

Knowledge of quantitative methodologies in market risks (e.g.VaR, FRTB, CCR, XVA, etc.) and Economic

Capital is an asset;

Experience with numerically solving PDEs, employing binomial trees and Monte Carlo methods is an asset.