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Fixed Income Quantiative Analyst l Investment Bank l Toronto

  • Job type: Permanent
  • Location: Toronto, Ontario
  • Salary: US$90000 - US$200000 per annum + Front Office Quant Team Bonus
  • Job reference: 188921/002_1533669080
  • Sector: Selby Jennings, Quantitative Finance
  • Date posted: 07/08/2018

Fixed Income Quantitative Analyst

A Global Investment Bank in the Toronto area has just gotten approval for additional headcount to grow out their global Fixed Income business line. This tremendous growth is due to the bank bringing on board a seasoned Fixed Income quant manager that has lead and helped grow globally respected Fixed Income Quant teams at very competitive investment banks in the past. As a result he is actively looking to hire two interest rate/FX quants to his team in Toronto. He is ideally targeting one fresh PhD graduate and one experienced (3-6 years) Interest Rates quant to join his team.

Responsibilities for Fixed Income Quantitative Analyst

  • Develop a wide away of Interest Derivative pricing and analytical models ranging from Interest Rates FRA and Bermudian Swaptions, to Futures and options
  • Implement and maintain the Fixed Income derivative pricing models in C++ for Fx Futures and Swaps
  • Use Monte Carlo simulations to build out robust models for the Eurodollar Option
  • Support the traders as a Desk Strat on application development, risk management, and analytical tools

Qualification for Fixed Income Quantitative Analyst

  • 3-6 years of applied experience working on a front office Fixed Income quant team or relevant experience with fixed income pricing models
  • Ph.D. in a Quantitative Discipline (Physics, Mathematics, Statistics, Computer Science, etc.)
  • Expertise in C++ programming
  • Expertise in Monte Carlo Simulation, Stochastic Calculus, and Partial Differential Equations
  • Perfect written and verbal communication

If you are looking to be part of this highly driven, expanding team please apply and we will reach out to discuss in further detail.

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