Top Benefits
About the role
TekStaff's Client has a current vacancy for a Quant Developer Duration : 12 months
Job Description 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 existing businesses. Technology Stack:
- Primary development in C++
- Supporting tools include Python and other scripting languages
Candidate Value Proposition: Direct exposure to front-office trading environments Opportunity to contribute to a high-visibility, strategic initiative within Global Banking & Markets (GBM) Competitive compensation and long-term contract potential, with possibility of extension or conversion Unique chance to build and scale a business line from the ground up Work alongside a highly skilled global quantitative team
Candidate Requirements/Must Have Skills:
- 3+ years of experience as a developer, with some experience in capital markets
- Programming experience in C++
- Experience with Python & other scripting tools
- Experience in derivative pricing and their risks
Nice-To-Have Skills:
- Experience with other programming languages such as VBA
- Solid knowledge in Credit derivatives and US MBS cashflow and prepayment modelling is a plus.
- Experience with Fixed income, Structured Finance and Mortgage space
Soft Skills Required:
- Good communication and interpersonal skills and a team player
- Ability to work well in a fast-paced environment with changing priorities
Education: Post-secondary education in mathematics, Computer Science, Software Engineering, Physics or other quantitative areas – Quant/mathematical/finance masters are an asset
Candidate Review & Selection – Interview Process 2-3 rounds – in person preferred at 40 Temperance – 45 minutes-1 hour duration - with HM and team members Interview focus: Technical/programming skills Quantitative/mathematical concepts Financial knowledge (credit, derivatives)
Hiring Manager’s availability to interview: ASAP
TekStaff may use artificial intelligence (AI) tools as part of the applicant screening process. However, applications will also be reviewed by a member of our Recruitment team to ensure a fair and thorough assessment.
Not the right fit? Search for Quantitative Developer jobs in Toronto, Ontario, Canada
About TekStaff IT Solutions
Just over 15 years ago TekStaff IT Solutions Inc was founded based on the need for a localized, professional staffing firm in the Greater Toronto Area. After gaining much recognition, and achieving a solid reputation, TekStaff has become a leading supplier of placement services. Today, we are acknowledged as a top leader in Canadian recruiting and have crossed borders securing contracts throughout the United States. We remain focused on developing long-term relationships with client companies and professionals looking for employment. At TekStaff, we are proud of our contributions to the business and IT industry and excited to continue assisting individuals with leveraging their careers. TekStaff family thrives in an environment of teamwork and growth. Our client-focused, professional culture focuses on continuous learning and collaboration and provides opportunities for personal and professional development. We value and encourage collegiality and work-life balance. TekStaff IT Solutions Inc. is an equal opportunity employer committed to diversity in the workplace. In addition, TekStaff IT Solutions Inc. is committed to providing accommodations for people with disabilities during the recruitment and selection process. In the event you require any accommodations, please advise us in advance and we will work with you to meet your needs.
Similar Jobs
Top Benefits
About the role
TekStaff's Client has a current vacancy for a Quant Developer Duration : 12 months
Job Description 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 existing businesses. Technology Stack:
- Primary development in C++
- Supporting tools include Python and other scripting languages
Candidate Value Proposition: Direct exposure to front-office trading environments Opportunity to contribute to a high-visibility, strategic initiative within Global Banking & Markets (GBM) Competitive compensation and long-term contract potential, with possibility of extension or conversion Unique chance to build and scale a business line from the ground up Work alongside a highly skilled global quantitative team
Candidate Requirements/Must Have Skills:
- 3+ years of experience as a developer, with some experience in capital markets
- Programming experience in C++
- Experience with Python & other scripting tools
- Experience in derivative pricing and their risks
Nice-To-Have Skills:
- Experience with other programming languages such as VBA
- Solid knowledge in Credit derivatives and US MBS cashflow and prepayment modelling is a plus.
- Experience with Fixed income, Structured Finance and Mortgage space
Soft Skills Required:
- Good communication and interpersonal skills and a team player
- Ability to work well in a fast-paced environment with changing priorities
Education: Post-secondary education in mathematics, Computer Science, Software Engineering, Physics or other quantitative areas – Quant/mathematical/finance masters are an asset
Candidate Review & Selection – Interview Process 2-3 rounds – in person preferred at 40 Temperance – 45 minutes-1 hour duration - with HM and team members Interview focus: Technical/programming skills Quantitative/mathematical concepts Financial knowledge (credit, derivatives)
Hiring Manager’s availability to interview: ASAP
TekStaff may use artificial intelligence (AI) tools as part of the applicant screening process. However, applications will also be reviewed by a member of our Recruitment team to ensure a fair and thorough assessment.
Not the right fit? Search for Quantitative Developer jobs in Toronto, Ontario, Canada
About TekStaff IT Solutions
Just over 15 years ago TekStaff IT Solutions Inc was founded based on the need for a localized, professional staffing firm in the Greater Toronto Area. After gaining much recognition, and achieving a solid reputation, TekStaff has become a leading supplier of placement services. Today, we are acknowledged as a top leader in Canadian recruiting and have crossed borders securing contracts throughout the United States. We remain focused on developing long-term relationships with client companies and professionals looking for employment. At TekStaff, we are proud of our contributions to the business and IT industry and excited to continue assisting individuals with leveraging their careers. TekStaff family thrives in an environment of teamwork and growth. Our client-focused, professional culture focuses on continuous learning and collaboration and provides opportunities for personal and professional development. We value and encourage collegiality and work-life balance. TekStaff IT Solutions Inc. is an equal opportunity employer committed to diversity in the workplace. In addition, TekStaff IT Solutions Inc. is committed to providing accommodations for people with disabilities during the recruitment and selection process. In the event you require any accommodations, please advise us in advance and we will work with you to meet your needs.