Front Office Equity Derivatives Quant

The Global Head of Quant Research at a leading investment bank is looking for a Front Office Quant to join their team in Toronto. This person must have strong derivative knowledge (equities or fixed income only). This person must have C++ experience in a professional setting.Key Responsibilities:Develop, implement, and maintain valuation models for derivative products.Develops robust front office analytics for pricing, hedging, risk management and P&L attributionUtilize advanced techniques such as PDEs, Monte Carlo simulations, and stochastic calculus to enhance modeling capabilities.Required Qualifications:PhD or Master's Degree in Mathematics, Computer Science, Software Engineering, Physics, or other quantitative fields.4+ years of derivatives experience, structured notes, and valuation modeling.Proficient in C++ (C++11 or higher) - experience with Python is a plusSolid foundation in PDEs, Monte Carlo methods, and stochastic calculus.Strong communication skills.

Created: 2025-01-09