Exciting and dynamic financial software company seeks Financial Engineers! recruitment

Headquartered out of Toronto, Canada and currently utilising some of the top talent from investment banks and financial software firms, they are looking to make several additional hires ideally based in Toronto but also open to NY for outstanding candidates, to help them achieve their ambitious goals.

Experience levels required vary and they are willing to look at candidates from fresh PhD graduates to quants with established reputations and 10 years experience. As they have a large budget to expand they have the ability to pay compensation that will be attractive to the top candidates available right now. Due to their recent acquisition this represents a unique opportunity that will offer you the entrepreneurial environment to express yourself with the added security of working for a huge multinational company.

Responsibilities:

The financial engineering team is involved in nearly all aspects of product definition, development, delivery and support. This team is very “hands-on” and requires team members that will be flexible in their thinking and in their day-to-day activities. Financial engineers are responsible primarily for:

-  Modeling definitions for a wide range of asset classes

-  Definition and documentation of new system functionality

-  Testing the software to ensure accurate results of the analyses

Other duties will include creating custom demos of our software on client portfolios, and assisting clients to resolve issues with software installation, use, instrument modeling and pricing validation.

Required Skills:

-  Strong Quantitative Background: The successful candidate will have a strong quantitative background (e.g. mathematics, physics, engineering, statistics), with good math skills at the undergraduate level.

- Software Development: Experience with designing, writing and debugging code is essential, as the candidate will assist in the design, debugging and validation of software components ranging from data loaders to reports to simulations and pricing models. Close work with our development team is often required.

-  Problem Solving:The successful candidate will be a clear, focused, logical thinker with attention to detail and enthusiasm for learning and problem solving.

-  Independence: He/she should be able to work and learn independently, and to research available or possible solutions as needed. The candidate will also work as part of a team, and frequently, one-on-one with programmers or other financial engineers.

-  Excellent Communications: The candidate will require good communication and interpersonal skills, calm under pressure, and the ability to manage many tasks simultaneously.

Preference will be given to candidates who also posses some or all of the following:

-  M.Sc. or PH.D in quantitative discipline (stats, math, physics, engineering), with good math ability at undergraduate level

-  Expertise in Microsoft Excel

-  Familiarity with at least one programming language; C++, C#, C or VBA an asset

-  Some financial theory: exposure to pricing theory and/or some derivative products and how they are valued

The chosen candidate will be rewarded with a flexible, dynamic and entrepreneurial working environment and a competitive base salary + a discretionary bonus.

If you would like to apply for the above role(s) please send your most up to date resume in word format to quantexotic@selbyjennings.com or please call +442070194137 to discuss in further detail.