C++ / Equity Derivatives Quantitative Developer
Job Description

C++/Equity Derivatives Quantitative Developer

On behalf of our client in the Banking Sector, PROCOM is looking for a C++/Equity Derivatives Quantitative Developer.

C++/Equity Derivatives Quantitative Developer - Job Description

  • Developing and implementing new, and maintaining and/or enhancing existing equity derivatives and related cross-asset models including total return swaps
  • One of the main contributions of the role will be the implementation of robust and scalable pricing and risk models ls that leverage and extend the existing GOAL infrastructure in an efficient manner
  • Apply development skills to collaborate with CFSP and GELP quants to design, implement, test, and roll out equity derivative and cross-asset models in the C++ GOAL analytics environment
  • Support the CFG business by assisting CFG traders in understanding GOAL models and how to book trades into GOAL and helping them in model testing
  • Support the preparation of CFG’s GOAL model documentation and validation submissions
  • Review and comply with Firm Policies applicable to CFG business activities
  • Escalate operational risk loss events, control deficiencies and risks that you identify to your line manager and the relevant risk and control functions on a timely basis

C++/Equity Derivatives Quantitative Developer – Mandatory Skills

  • Master’s degree in computer science; PhD preferred
  • Graduate work in computer science or finance, or advanced certifications in finance are a strong plus
  • At least 10 years’ experience in C++ development in finance or risk
  • Knowledge of equity and equity derivative products (trading usage, valuation, and risk measurement) required

C++/Equity Derivatives Quantitative Developer – Nice to Have Skills

  • Knowledge of the Sophis equity derivatives system a strong plus
  • Market risk experience a strong plus
  • Experience developing in Python a strong plus
  • Experience in SQL programming and Unix / shell scripting is strongly preferred
  • Experience developing in R a plus

C++/Equity Derivatives Quantitative Developer - Assignment Start Date

ASAP – 6 months to start

C++/Equity Derivatives Quantitative Developer - Assignment Location

Downtown Toronto



Job Requirements

 

Company Overview

For 35 years, Procom has been pushing the envelope in North American IT staffing solutions. Driven by a senior management team of seasoned recruitment professionals, we have offices in 14 locations in the US and Canada and service all major IT markets.

When we started out in 1978, tech jobs were just being integrated into the workplace. We have been a part of shaping the landscape of IT in Canada ever since, placing IT consultants in major businesses in all sectors, including banking, telecommunications, and retail.

Through all the peaks and valleys of the IT industry, we have consistently done one thing: helping IT professionals discover the next chapter in their career.



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