Quantitative Java Developer, Derivatives – Front Office

Posted 4 years ago

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. Canadian Bank. Location- Toronto.


  • You must be legally entitled to work in Canada prior to submitting an application to this job posting. 
  • M.Sc. Computer & Electrical Engineering or B.Sc. with Master, Mathematical/Quantitative Finance/Financial Engineering.
  • Solid knowledge of models used for derivative pricing.
  • Strong O/O programming (Java preferred, C#/C++ may be considered).
  • Advanced knowledge of products, models and risk characteristics.

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