Quantitative Analyst

Montreal

Offre publiée le 2024-07-09

emergiTEL

Job Title : Bilingual Junior and Senior Quantitative AnalystLocation : Montreal (3 days onsite, 2 days remote)We are currently seeking both a Bilingual Junior and Senior Quantitative Analyst for one of our clients in Montreal.

As a Quantitative Analyst, you will play a crucial role in validating pricing models used by product lines, implementing alternative pricing models, studying model risk, and contributing to the design, specifications, and implementation of reserve methodologies for model risk.

Responsibilities : Model Validation : Validate pricing models used by product lines.Model Implementation : Implement alternative pricing models.

Model Risk Analysis : Study model risk and propose mitigating strategies.Methodology Design : Contribute to the design, specifications, and implementation of reserve methodologies for model risk.

Product Involvement : Actively participate in all products and new activities.Skills Required : Educational Background : Must have a degree in Financial Mathematics or Applied Mathematics.

Language Skills : Must be bilingual (French and English).Mathematical Proficiency : Expertise in probability theory, stochastic processes, statistics, partial differential equations, and numerical methods.

Quantitative Analysis : Good understanding of option pricing theory and quantitative models for pricing and hedging derivatives.

Analytical Skills : Strong analytical and problem-solving abilities.Programming Skills : Proficiency in programming languages such as C / C++ and Python.

Derivatives Knowledge : Strong understanding of quantitative models for pricing and hedging derivatives.Derivative Valuation Models : Must have relevant experience with derivative valuation models, specifically in the Applied Mathematics domain.

Interest Rate Derivatives : Strong experience in Interest Rates Derivatives pricing models.If you possess these skills and are seeking an exciting opportunity to contribute to a dynamic team, we encourage you to apply.

8 hours ago