Job Description
We are seeking a senior Scientific Programmer to join the team. This role will be responsible for the development and implementation of financial asset pricing models, risk management models and portfolio optimization models in addition to managing data and processes to estimate and report on risk exposures in portfolios.
The primary responsibilities of the role are:
- Model development and stress testing
- Instrument valuation and pricing across all Equities and Fixed Income products (Exchange Traded and OTC)
- Maintenance of existing models
- Risk analysis and management
- Development of code for pricing models and risk models in Java
- Contribute to the development of Stress Testing methodologies
- Assist and contribute to key projects in the organization
Who we’re looking for:
- 5+ years in a scientific programming role
- Experience working on a trading floor with a large investment bank
- Must have a Ph.D. in mathematics, statistics, computer science or a related field
- Must have a M.S./Ph.D. degree in quantitative finance or quantitative mathematics
- Strong understanding of derivatives, structured products, risk management, portfolio optimization
- Exceptional knowledge of equities and rates products
- Strong coding experience in Java
- Excellent stakeholder engagement skills
- Publications
Job Types: Full-time, Fixed term contract
Contract length: 24 months
Salary: $63,560.78-$138,161.94 per year
Benefits:
Flexible Language Requirement:
Schedule:
- 8 hour shift
- Monday to Friday
Supplemental pay types:
Ability to commute/relocate:
- Markham, ON: reliably commute or plan to relocate before starting work (required)
Education:
- Doctoral Degree (required)
Experience:
- Java: 5 years (required)
- Data modeling: 10 years (required)
- quantitative finance: 5 years (required)
Language:
Willingness to travel:
Work Location: In person
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