Develop market risk and market data applications to support derivatives trading business. Canadian Bank. Location – Toronto.
- 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.
- Ph.D. or Master in Quantitative discipline – such as Financial Mathematics, Applied Mathematics, Computer Sc., MQF, MMF, MFE, etc.
- Hands-on methodology development and calibration experience, excellent object-oriented programming, Java preferred.
- Previous market risk modeling experience related to currency risk, equity risk, inflation risk, commodity and interest rate risk.
- Ability to conceptualize complex and highly technical issues and communicate them effectively.