VP of Quantitative Development/Analysis (Trade Floor) recruitment
This role, reporting to the Head of Quant (Fixed Income and Currency) and sitting on the trade floor, will be responsible for the following:
* Development and implementation of miscellaneous tools to support trading and risk management activities.
* Gathering new requirements from the trading desk and managing delivery of solutions through quantitative libraries and associated IT systems.
* Maintenance and improvement of existing pricing tools and operational framework.
* Providing general day-to-day quantitative support to trading desk.
* Carrying out special projects related to pricing models, trades and risk management.
* Assisting with the pricing of new products and feasibility of modeling approaches.
The successful candidate must possess the following:
* Masters and/or Doctorate in a highly numerate field (eg. Mathematics, Physics, Engineering).
* Knowledge of derivatives and financial products for trading, pricing and risk management.
* Knowledge of risk management systems and IT.
* Expert level programming skills in C++.
* Experience in Trade Desk Support.
If you are interested in this opportunity, please contact Peter Greer at Michael Page International on +1 (416) 306 3914 or pgreer@michaelpage.ca