Financial modeling and implementation of models for pricing of FX, IR, CVA, and/or Equity derivative instruments.
- 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, etc.
- Solid knowledge of pricing models with demonstrated modeling abilities.
- Strong O/O programming (Java, C# or C++). Willing and able to transition to Java in the longer term.
- Excellent communication skills and desire to work in a fast-paced, diverse projects environment.