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