Senior Quantitative Analyst recruitment
About the company
Our client is a leading Canadian financial institution
Job description
The position is a highly quantitative modeling role, assisting on day to day pricing and hedging issues. The position consists of working in the front office team of quantitative analyst pricing the latest commodities products for the traders. The group seeks hands on candidates who have significant experience in any of Commodity classes (metals/energy/agricultural) with at least 3 years of financial industry experience.
Who we are looking for
The ideal incumbent will possess:
• Excellent financial modeling and exceptional academic background in scientific field.
• Quantitative Ph.D. degree in a quantitative field (e.g., mathematics, physics, engineering, finance, mathematical finance) or similar quantitative fields.
• Strong numerical programming skills in C/C++
• Deep knowledge of financial modeling and excellent problem solving skills.
• Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis.
• Must have experience with pricing Commodity Derivative products
• Minimum of 3 yrs of experience in a front office Quant Analyst role.
• Coding experience, preferably C/C++, with emphasis on numerical methods