C++ Quant Developer, Capital Markets:
On behalf of our Banking client, Procom is searching for a C++ Quant Developer, Capital Markets for a 12-month role. This position is a hybrid position with 3 days onsite at our client’s Toronto office.
C++ Quant Developer, Capital Markets - Job Description:
The role supports the U.S. Structured Credit and Mortgage Capital Markets initiative, focusing on expanding capabilities in Collateralized Loan Obligations (CLOs) and asset-backed securities. The project is in Phase 2 and aims to enhance the Bank’s US whole loan trading/RMBS business through new development and model implementation.
C++ Quant Developer, Capital Markets - Responsibilities:
- Help implement and test US mortgage-related products, such as whole loan and non-agency residential mortgage-backed security models (RMBS).
- Help implement and test quantitative models within the credit asset class.
- Provide quantitative support to Front Office Credit trading desks by building customized tools and performing intraday trading support.
- Collaborate actively with stakeholders including trading desk, technology support, and Trade floor risk management teams.
C++ Quant Developer, Capital Markets - Mandatory Skills:
- 3+ years of experience as a developer, with some experience in capital markets.
- Programming experience in C++.
- Experience with Python & other scripting tools.
- Experience in derivative pricing and their risks.
C++ Quant Developer, Capital Markets – Nice-to-Have Skills:
- Experience with other programming languages such as VBA.
- Solid knowledge in Credit derivatives and US MBS cashflow and prepayment modelling.
- Experience with Fixed income, Structured Finance and Mortgage space.
C++ Quant Developer, Capital Markets – Assignment Length:
This is a 12-month contract position with the possibility of extension and conversion to full-time employment.
C++ Quant Developer, Capital Markets - Start Date:
ASAP.
C++ Quant Developer, Capital Markets - Assignment Location:
Toronto, Ontario, Canada. This is a hybrid position requiring a minimum of 3 days onsite per week.
