Position Title: Quantitative Engineer Duration: 9 months (Possibility of Extension) Working hours: Standard 9 to 5 Working Location: Toronto, ON M5K 2A1 (Hybrid: 3 to 4 days in office)
Summary:
Bank’s Capital Markets is a leading, full-service financial services provider. We offer corporate and investment banking, treasury management, as well as research and advisory services to clients around the world.
As a Quantitative Engineer, you will have the opportunity to work on the bank's derivatives source system, playing a critical role in programming and supporting analytics, and building the future.
Collaborate closely with our trading desks, quants, and downstream groups, and contribute to automating, testing, and monitoring tools.
Responsibilities: Programming and Support:
Develop, program, and maintain analytics within the bank's derivatives source system.
Provide booking and diagnostic support for integrated models.
Automation and Improvement:
Collaborate with teammates to automate release, testing, and monitoring tools.
Enhance system robustness and capabilities alongside your team.
Stakeholder Collaboration:
Work closely with trading desks and quantitative analysts on valuation and downstream feeds.
Ensure accurate capture of information by collaborating with downstream groups.
Must have:
A university degree in a technical field such as mathematics, physics, engineering, or statistics.
3-5 years of experience in a similar role.
Experience with database (MySQL).
Solid knowledge of a C# - definitely a MUST
Familiarity with numerical analysis in a relevant field.
Nice to have:
Familiarity with equities and/or equity derivatives trading is helpful.
Experience working on large code bases and familiarity with design patterns.
Experience with distributed computing.
Expert-level knowledge in C++ or C#.
Experience with financial models.
Experience with scripting languages.
Banking/Financial industry experience.
Applicant Notices & Disclaimers
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At SPECTRAFORCE, we are committed to maintaining a workplace that ensures fair compensation and wage transparency in adherence with all applicable state and local laws. This position’s starting pay is: $ 94.10/daily.
