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Associate – Quant Engineering and Development
Company | TD Bank |
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Location | Toronto, ON, Canada |
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Salary | $100000 – $135000 |
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Type | Full-Time |
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Degrees | Bachelor’s |
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Experience Level | Junior, Mid Level |
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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