What are the responsibilities and job description for the Front Office Derivatives Quant position at Selby Jennings?
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.
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