Winter Co-op - Quantitative Analyst

Quantitative Analyst Co-op, Derivative and Asset Modeling

The Derivative and Asset Modelingteam is responsible for developing quantitative models and applications for asset and derivative valuation, as well as risk analytics. Theteam’s mandate includes supporting the Global Asset and Liability Management, US, Canadian and Asia Portfolio Management and Trading, Derivatives Strategy (Front Office), and Global Investment Strategy.

• Support the development and enhancement of valuation curves, derivative and asset models, and pricing tools.
• Assist in the ongoing monitoring, review, and performance assessment of models and curves.
• Support the maintenance of internally developed tools, the curve database, and the model inventory.
• Contribute to ad hoc initiatives and special projects across model development, validation, and implementation activities.
• Support market data research, analysis, and validation efforts.

• Advanced degree or professional designation in Math, Finance, Physics, Engineering, Statistics, Actuarial Science, etc. (students in master’s programs at minimum)
• Solid understanding in quantitative finance and contingent claim theory, and be familiar with the pricing of fixed income, interest rate and equity derivative investments.
• Strong knowledge and programming experience in Python, C/C++, MATLAB, VB/VBA, etc. Object-oriented programming experience is preferred.
• Sophisticated knowledge and experience in stochastic modeling as well as other numerical techniques, particularly, optimization techniques.
• Hands‑on self‑starter who can analyze a problem, research and develop a solution and follow through on the implementation.
• Demonstrated ability to conceptualize solutions to complex technical issues.
• Sense of urgency and ability to work within tight deadlines
• Ability to communicate effectively (oral and written) and build strong working relationships
• Proactive, dependable and detail‑oriented team player

$56,550.00 CAD - $72,150.00 CAD

The actual salary will vary depending on local market conditions, geography and relevant job‑related factors such as knowledge, skills, qualifications, experience, and education/training. The annual salary will be pro‑rated based on the length of the work‑term.

The role being advertised is an existing vacancy.

We use data and analytics technologies, such as artificial intelligence (AI), and automated processing tools, to analyze and process the information you provide to us or third parties in the application process. For more information, please refer to our personal information collection statement.

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