Job Archives

Please note: You must be legally entitled to work in Canada prior to submitting an application to this job posting.  Current openings (full-time permanent) for specialists in Basel Analytics in the areas of Economic Capital, A-IRB, ICAAP, BCAR, IFRS-9, etc. Please submit your resume for consideration.  

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The Role: French-English speaking Manager is required to lead teams of Senior Quantitative Analysts on financial derivative modeling projects, cross-asset derivative instruments in a consulting environment. Location: Toronto. Requirements: You must be legally entitled to work in Canada prior to submitting an application to this job posting. You are bilingual in French and English – […]

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Posted 1 year ago

The Role: Based in Toronto, Canada. You must be legally entitled to work in Canada prior to submitting an application to this job posting. Actively participate in the design and implementation of the IFRS-9 end-to-end processes with a focus on risk. Collaborate with key stakeholders in the IFRS-9 project, including Finance, Project Management, Model Validation, […]

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The Role: Support the development of data infrastructure required for IFRS-9, Economic Capital and BCAR Production Validation. Contribute to A-IRB model development and model validation activities. Build IFRS-9 and Economic Capital models that meet both internal and regulatory requirements. Develop code in SAS for ECL, Economic Capital and RWA calculation, analysis and reporting. Operate production processes to […]

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The Role: Develop market risk and market data applications to support derivatives trading business.   Requirements: You must be legally entitled to work in Canada prior to submitting an application to this job posting.  Strong financial engineering background with demonstrated quantitative skills is required. Hands-on methodology development and calibration experience, excellent object-oriented programming, Java preferred. […]

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The Role: Develop Counterparty Credit Risk models to support global derivatives trading business. Requirements: You must be legally entitled to work in Canada prior to submitting an application to this job posting.  Ph.D. in Quantitative Finance, Mathematics, Physics, Computer Science or Engineering with demonstrated front office experience in Counterparty Credit Risk modeling.

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The Role: Financial derivatives (FX, IR, EQ) modeling, pricing, and market risk model validation in a consulting environment. Requirements: You must be legally entitled to work in Canada prior to submitting an application to this job posting.  MQF, MMF or M.Sc. Financial Engineering with 2 years’ relevant experience in derivatives modeling. Superior quantitative skills and […]

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The Role: Financial modeling and implementation of models for pricing of FX, IR, CVA, and/or Equity derivative instruments. Requirements: You must be legally entitled to work in Canada prior to submitting an application to this job posting.  Ph.D. in a quantitative discipline such as Financial Mathematics, Applied Mathematics, Physics, Electrical &  Computer Engineering, Computer Science, […]

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The Role: Provide support to Java and C# Developers for trading floor production support and new projects related to systems, upgrades, security, automation, systems configuration and installations in Linux and Windows environments. Requirements: You must be legally entitled to work in Canada prior to submitting an application to this job posting.  Demonstrated experience working in […]

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The Role: Financial modeling and implementation thereof for pricing of derivative instruments (including exotics) for existing and new products. Development of new analytics libraries and integration of models into existing libraries and trading systems. Explore new markets and develop models as the need arises. Requirements: You must be legally entitled to work in Canada prior […]

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Posted 2 years ago

The Role: Object-oriented (O/O) programming in Core Java, parallel computing, developing concurrencies and scalable architecture. Pricing and risk management applications for trading floor. Direct involvement in diverse projects. Design and develop in Core Java high performance, real-time solutions across multi-asset classes for trading systems with a key focus on pricing and risk management applications. Requirements: […]

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