Quantitative Engineer

Position Title: Quantitative Engineer
Duration: 9 months (Possibility of Extension)
Working hours: Standard 9 to 5
Working Location: Toronto, ON M5K 2A1 (Hybrid: 3 to 4 days in office)

Summary:

• Bank’s Capital Markets is a leading, full-service financial services provider. We offer corporate and investment banking, treasury management, as well as research and advisory services to clients around the world.
• As a Quantitative Engineer, you will have the opportunity to work on the bank's derivatives source system, playing a critical role in programming and supporting analytics, and building the future.
• Collaborate closely with our trading desks, quants, and downstream groups, and contribute to automating, testing, and monitoring tools.

Responsibilities:
Programming and Support:

• Develop, program, and maintain analytics within the bank's derivatives source system.
• Provide booking and diagnostic support for integrated models.

Automation and Improvement:

• Collaborate with teammates to automate release, testing, and monitoring tools.
• Enhance system robustness and capabilities alongside your team.

Stakeholder Collaboration:

• Work closely with trading desks and quantitative analysts on valuation and downstream feeds.
• Ensure accurate capture of information by collaborating with downstream groups.

Must have:

• A university degree in a technical field such as mathematics, physics, engineering, or statistics.
• 3-5 years of experience in a similar role.
• Experience with database (MySQL).
• Solid knowledge of a C# - definitely a MUST
• Familiarity with numerical analysis in a relevant field.

Nice to have:

• Familiarity with equities and/or equity derivatives trading is helpful.
• Experience working on large code bases and familiarity with design patterns.
• Experience with distributed computing.
• Expert-level knowledge in C++ or C#.
• Experience with financial models.
• Experience with scripting languages.
• Banking/Financial industry experience.

Applicant Notices & Disclaimers

• For information on benefits, equal opportunity employment, and location-specific applicant notices, click here

At SPECTRAFORCE, we are committed to maintaining a workplace that ensures fair compensation and wage transparency in adherence with all applicable state and local laws. The pay rate for this position is C$94.10/daily.