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 attribution
Utilize 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 plus
Solid foundation in PDEs, Monte Carlo methods, and stochastic calculus.