Quant jobs

jobs 1 to 10 of 935

Associate, XVA / Counterparty Credit Risk Quant   $120,000

BMO Financial Group Toronto ON ...quantitative, analytical, and development activities for counterparty credit risk trading in Global Markets. The mandate is to provide traders, marketers, BMO CM senior management and our external control groups (Risk Reporting, Risk Oversight, Valuation Product Control, etc.) with the models, analytics, reports, market data and information to effectively price, execute and hedge new transactions and to understand, monitor and manage existing risk. Tasks include:. Developing new mathematical... 3 hours ago

Modelling / Forecasting Senior Analyst (Quants)- 4151   $76,800 - $115,200

TD Bank Group TOP EMPLOYER Toronto ON ...quantitative discipline: MSc, MMF or PhD. Expert knowledge of pricing theory, stochastic calculus and numerical techniques used in derivative pricing (PDE/trees, Monte Carlo simulation, optimization) as well as CCR/xVA modeling techniques and parameter calibration techniques. Proficient in relevant programming languages such as Python or C/C++ is required. Ability to write comprehensive technical documents is required. Excellent quantitative skills with background in one of the following areas... 17 hours ago

Senior Manager, Advanced Analytics (Quants)- 4150  

TD Bank Group TOP EMPLOYER Toronto ON ...quantitative skills with background in one of the following areas: mathematics, physics, engineering, computational finance, statistics. Fast learner who grasps complex concepts and techniques quickly and works independently under tight deadlines. Good time management skills with minimal supervision. Graduate degree in a quantitative discipline: MSc, MMF or PhD Who We Are: TD is one of the world's leading global financial institutions and is the fifth largest bank in North America by... 17 hours ago

Senior Manager, Advanced Analytics (Quants)  

TD Bank Group TOP EMPLOYER Toronto ON ...quantitative professionals to validate Financial Crime Risk Management (FCRM) models for Trading Surveillance and Insider Risk Management. Work with team to develop an effective and efficient validation testing plan based on design of different FRCM models and complete validation in time to support various business initiatives and regulators requirements. Supervise team's validation work to ensure capture all material critical model limitations and execution / implementation accuracy of the... 4 days ago

Senior Manager, Advanced Analytics (Quants)  

TD Bank Group TOP EMPLOYER Toronto ON ...quantitative models and statistical analysis. Canadian P C and/or Canadian Wealth experience or associated finance support considered beneficial. Data analytics competencies supported by experience in traversing large data sets to perform analytics/drive business insights. Experience with Stress Testing Knowledge of PPNR requirements. Advanced knowledge of quantitative forecasting models, financial analysis techniques and methodologies. Proven ability to employ complex analytical tools and... 11 days ago

Associate, XVA / Counterparty Credit Risk Quant   $120,000

BMO Financial Group Toronto ON ...quantitative, analytical, and development activities for counterparty credit risk trading in Global Markets. The mandate is to provide traders, marketers, BMO CM senior management and our external control groups (Risk Reporting, Risk Oversight, Valuation Product Control, etc.) with the models, analytics, reports, market data and information to effectively price, execute and hedge new transactions and to understand, monitor and manage existing risk. Tasks include:. Developing new mathematical... 12 days ago

Intern, Quant Developer | Winter Term  

Picton Mahoney Asset Management Toronto ON ...Quant Developer to join the quantitative team for the winter co-op term. This will be an opportunity to work and learn with an extremely motivated group of people on exciting projects that will routinely challenge your imagination and intellect. If you believe that you are a true techie at heart and feel empowered working on innovative technology that makes a difference, this could be the role for you! What you will be doing: . Enhance, maintain and develop internal applications using .NET... 12 days ago

Senior Consultant / Manager, Financial Risk Management (Quant)  

KPMG LLP Toronto ON ...quantitative profile, specialized in credit risk modeling to join our Financial Risk Management Advisory team within our Toronto office. The candidate will offer advisory services in credit risk modeling and validation and will be working on a wide variety of projects with banks, credit unions, insurers, and investment funds. What you will do You will work closely with the Partner responsible for the Financial Risk Management practice on advisory projects and contribute to business development... 13 days ago

Modelling / Forecasting Senior Analyst (Quants)   $76,800 - $115,200

TD Bank Group TOP EMPLOYER Toronto ON ...quantitative finance or strong interests in financial markets and associated modeling techniques. Must be a team player with a focus on getting projects done effectively and efficiently. Good written and verbal communication skills is a definite asset. Prior knowledge or experience in quantitative finance and counterparty credit risk is an asset but not required Who We Are: TD is one of the world's leading global financial institutions and is the fifth largest bank in North America by... 14+ days ago

Modelling / Forecasting Senior Analyst (Quants)   $73,000 - $109,400

TD Bank Group TOP EMPLOYER Toronto ON ...quantitative and qualitative models used across the US and Canadian non-retail businesses. The position reports to the Senior Manager, Non-Retail Model Validation group within MV. Detailed accountability includes:. Design testing strategies (e.g., sensitivity analysis, backtesting, scenario forecast, and quantitative / qualitative benchmark) to comprehensively assess the model performance and identify / recommend improvements. Validate non-retail models in line with internal standards and... 14+ days ago
. . .  ›