Manager, Trading Risk Models and Methodology recruitment
-Development and implementation of pricing models and risk models based on business requirements gathered from the trading desk and risk management counterparts
-Research and development of market and trading credit risk methodologies, with more focus on trading credit (Interest Rates Derivatives, CVA, Counterparty Credit, etc.), while maintaining existing policies
-Documentation of models and methodologies for the management and business partners; Ensure that all documents are appropriately and accurately updated on the database
Requirements:
-Masters or PhD in Mathematical Finance or in the relevant quantitative field
-Strong C++ programming skills; Matlab and VBA/Excel is a strong asset
-Sound business knowledge around financial products and derivatives
-Technical knowledge of derivatives pricing and risk models and methodologies
-Effective communication skills (both verbal/written); presentation skills
-Team player with ability to work independently
-Attention to detail
-Eligible to work in Canada