Salary: $130000 - $200000 per annum, Benefits: Exceptional Bonus
Location: Toronto < ON < Canada
Job Type: Permanent, Full time
Company: Selby Jennings QRF
Posted on: 15 Jan 14
.
One of the largest banks in Canada is looking to add Front Office Quants to multiple asset classes including Interest Rates, Equity, and FX. Due to the bank out performing the market and their projections in 2013, they will be adding both junior and Senior Front Office Quants to these expanding and cutting edge groups.
Responsibilities of the Front Office Quant Analyst role:
-Working predominantly FX exotics products, equity and interest rates.
-Will be working with models to ensure correct pricing of Exotic products, which will mainly be FX EQ and IR products.
-Developing and building own models, expected to be used on a global basis.
-Working closely with this banks’ extraordinary trading floor; supporting and ensuring that operations run effectively.
-Conducting risk analysis, discussing scenarios with traders and ensuring resolutions.
-Delivering stochastic models and dynamic hedging to exotic and derivative traders.
Requirements for the Front Office Quant Analyst role:
-Some industry experience is desired but not necessarily essential.
-PhD in Mathematics or mathematical related subject.
-Strong programming skills in C++, VBA, Matlab. Java
-Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis.
Apply
0 comments:
Post a Comment