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Manager, Quantitative Models Development
$68,746–$105,746 year
Hybrid · Toronto, Ontario, Canada
Job Summary
Manager, Quantitative Models Development leads the design and enhancement of valuation and risk-analytics models used across business units. Responsibilities include collaborating with downstream users to develop valuation models and risk analytics tools, maintaining hedge accounting attribution tools, identifying process improvements, automating analytical tools, monitoring tool performance, ensuring data integrity in the hedge accounting system, and troubleshooting to ensure accuracy and reliability of hedge attribution results. The role requires an advanced degree (Master’s required) in a quantitative field and 3–5 years of modeling experience, with strong quantitative finance knowledge and proficiency in C++, Python, SQL, VB/VBA, or Matlab. Excellent communication and the ability to work under tight deadlines are essential. Location: Toronto, Ontario, hybrid work arrangement. The posting emphasizes a flexible, inclusive environment and equal opportunity employment.
Required Qualifications
- Advanced degree or professional designation in Finance, Computer Science, Mathematics, Engineering, Statistics, or Actuarial Science (Master’s degree required, PhD preferred)
- Three to five years of experience in modeling or relevant model development within the financial services industry
- Strong foundation in quantitative finance and derivative valuation theory, with familiarity in market conventions and the pricing of fixed income, interest rate, and equity derivative investments
- Proficiency in an advanced programming language (e.g., C++, VB/VBA, Python, SQL, Matlab, etc.)
- Effective oral and written communication skills
- Self-motivated and proactive in analyzing problems, researching and developing solutions, and executing implementation
Desired Qualifications
- Advanced degree or professional designation in Finance, Computer Science, Mathematics, Engineering, Statistics, or Actuarial Science (Master’s degree required, PhD preferred)
- Three to five years of experience in modeling or relevant model development within the financial services industry
- Proficiency in an advanced programming language (e.g., C++, VB/VBA, Python, SQL, Matlab, etc.)
- Strong foundation in quantitative finance and derivative valuation theory, with familiarity in market conventions and the pricing of fixed income, interest rate, and equity derivative investments
- Excellent verbal and written communication skills
- Ability to work with a sense of urgency and meet tight deadlines
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