Job Summary
Quantitative Analyst (59794833)
Location: Mississauga, ON Category: Content/Document Management
Job Type: Temporary/Contract Reference: CA_EN_6_17450_59794833
Posted: December 01,2017 Salary: N/A

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Modis, on behalf of our client is looking for a Quantitative Analyst
Quantitative Analyst (59794833)
Contract Duration: (18 months)
Location: Toronto, ON
• Research industry best practices and enhance valuation models to handle negative interest rates for interest rate derivatives and retail products with embedded behavior optionality.
• Conduct in-depth review and enhance pricing models for the assets and liabilities in the Banking Book for margin hedges and fund transfer pricing under the new Basel requirements.
• Develop desktop tools for Front Office to support their trading and hedging activities.
• Write detailed technical documentation outlining test results, model assumptions, and computational methods for each project;
• Understand and comply with client policies, regulatory and compliance requirements.
Required Qualifications/Experience
• 2-4+ years’ experience as a Quantitative Analyst within the financial industry
• Knowledge of financial derivatives/modeling, pricing theory, market and credit risk management methodologies
• Solid understanding of fixed income products
• Working experience in Treasury (i.e. interest rate modelling, risk of retail products)
• Solid experience with C++/C# and VBA programming  
• Advanced MS Office: Excel (Pivot tables, V-look ups), Word, PowerPoint
• Master’s degree in one of: Finance, economics, mathematics and statistics
Please note that Candidates must be legally eligible to work in Canada. Your resume will not be forwarded to any of our clients without your explicit permission. We thank all applicants, but only suitable applicants with the above qualifications clearly identified in their resumes will be contacted. Modis Canada is an Equal Opportunity Employer.
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