Quantitative Engineer

Job Description

Quantitative Engineer:
On behalf of our Banking client, Procom is searching for a Quantitative Engineer for a 9-month role. This position is a hybrid position with 3 to 4 days onsite at our client’s Toronto office.

Quantitative Engineer - Job Description:
Join the Quantitative Engineering team at Global Markets to work on an OSFI-related project. As a Quantitative Engineer, you will contribute to the bank derivatives source system by programming and supporting analytics, collaborating with trading desks and quantitative analysts, and enhancing system capabilities.

Quantitative Engineer - Responsibilities:
• Develop, program, and maintain analytics within the bank derivatives source system.
• Provide booking and diagnostic support for integrated models.
• Collaborate with teammates to automate release, testing, and monitoring tools.
• Enhance system robustness and capabilities alongside your team.
• Work closely with trading desks and quantitative analysts on valuation and downstream feeds.
• Ensure accurate capture of information by collaborating with downstream groups.

Quantitative Engineer - Mandatory Skills:
• A university degree in a technical field such as mathematics, physics, engineering, or statistics.
• 3-5 years experience in a similar role.
• Experience with database (MySQL).
• Solid knowledge of C#.
• Familiarity with numerical analysis in a relevant field.

Quantitative Engineer – Nice-to-Have Skills:
• Familiarity with equities and/or equity derivatives trading is helpful.
• Experience working on large code bases and familiarity with design patterns.
• Experience with distributed computing.
• Expert-level knowledge in C++ or C#.
• Experience with financial models.

Quantitative Engineer – Assignment Length:
This is a 9-month contract position with the possibility of extension.

Quantitative Engineer - Start Date:
ASAP.

Quantitative Engineer - Assignment Location:
Toronto, Ontario, Canada. This is a hybrid role with 3 to 4 days in the office.

This employer uses both human and technology-assisted tools to support candidate screening and assessment. Final hiring decisions are made by people.