Develop market risk and market data applications to support derivatives trading business.
- 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.
- 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.