Quant Developer - C++, Python, Derivative Pricing
FP Inc. • toronto, Canada
Role Description
An Initial AI Screening will be conducted for this role.
Contract Duration:
12 months
Typical Day in Role:
Champions a customer focused culture to deepen client relationships and leverage broader Bank relationships, systems, and knowledge.
Help implement and test US mortgage related products, such as whole loan and non-agency residential mortgage-backed security models (RMBS) for the Bank’s US whole loan trading/RMBS business
Help implement and test quantitative models within the credit asset class.
Provide quantitative support to Front Office Credit trading desks by building customized tools, performing intraday trading support and running ad hoc analysis.
In active collaboration with other stakeholders including but not limited to trading desk, technology support and Trade floor risk management teams to deliver the high-quality outcome regarding new models’ integration and providing quantitative support of the ex...
Contract Duration:
12 months
Typical Day in Role:
Champions a customer focused culture to deepen client relationships and leverage broader Bank relationships, systems, and knowledge.
Help implement and test US mortgage related products, such as whole loan and non-agency residential mortgage-backed security models (RMBS) for the Bank’s US whole loan trading/RMBS business
Help implement and test quantitative models within the credit asset class.
Provide quantitative support to Front Office Credit trading desks by building customized tools, performing intraday trading support and running ad hoc analysis.
In active collaboration with other stakeholders including but not limited to trading desk, technology support and Trade floor risk management teams to deliver the high-quality outcome regarding new models’ integration and providing quantitative support of the ex...