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Associate – Quant Engineering and Development

Associate – Quant Engineering and Development

CompanyTD Bank
LocationToronto, ON, Canada
Salary$100000 – $135000
TypeFull-Time
DegreesBachelor’s
Experience LevelJunior, Mid Level

Requirements

  • 1-3 years work experience in derivatives operation and pricing with exposure to one or more of equity, FX, commodity, interest rate or credit derivatives.
  • Solid background in mathematics, statistics and finance preferably at the graduate level
  • An understanding of the pricing theory of equity derivatives
  • Proficiency in Python, Microsoft Excel and spreadsheet-based analysis
  • Exposure or experience with Bloomberg, Reuters, Sophis and Calypso systems preferable

Responsibilities

  • Supporting and facilitating daily front office operation in collaboration with trading teams
  • Investigating system discrepancies for vanilla and exotic derivatives products
  • Maintaining data integrity of our book of record system (Sophis)
  • Support the trading desks and their activities on daily basis
  • Assist in testing in system releases
  • Fully documenting all newly developed processes.

Preferred Qualifications

  • Exposure or experience with Bloomberg, Reuters, Sophis and Calypso systems preferable