Quantitative Analyst

Job Title:
Quantitative Analyst
Location:
Toronto, ON (Onsite)
Duration: + Months

Daily Responsibilities:
This role will be involved in designing, implementing, testing, and rolling out the rate and spread product models in the current and future analytical environment, with a heavy emphasis on the securitized products. The daily work also includes assisting the traders, risk managers, and product controllers to understand the models and interpret the outputs, preparing the model documentation and validation submissions, as well as tracking the model performance.

Must Have

Skills:

or Master’s degree in one of quantitative areas such as mathematics, statistics, physics or computer science

- years of relevant industry experience

Solid knowledge of financial instruments and derivatives, such as securitized products, bonds, IR swaps, futures, and options, as well as related pricing and risk management models

Excellent analytical skills

A fast and self-motivated learner who takes the ownership of the projects and deadlines

Proficient in at least one of the programming languages such as Python (preferred), C++, and

C.

Knowledge on QRM, Poly Paths and Intex is a plus.

Nice to have

Skills:

Broad knowledge of financial markets and regulations is good to have.

Experience in asset liability management is helpful.

Mindlance is an equal opportunity employer. We are committed to inclusive, equitable, barrier-free recruitment and selection processes, and work environment in accordance with the Accessibility for Ontarians with Disabilities Act (AODA). We will be happy to work with applicants requesting accommodation at any stage of the hiring process.