Head of Quantitative Modeling and Analytics

Want to work with the #1 Best Company to Work for as voted by Linkedin in March 2018?!.  Our client, a leading Bank in Toronto, is hiring TOP QUANTITATIVE resources to work on leading-edge programs!  Eagle is currently recruiting candidates for our client’s exclusive networking event where you will hear first -hand how the Bank is changing customer experience and how Banking is moving forward at a lightening pace.  

The exclusive, invite only opportunity with allow you to get in front of IT hiring executives with one of Canada's leading and most innovative banks. Working in an Agile environment where you can be your authentic self, you'll have the power to make decisions and drive transformation.

What You'll Get:

  • A seat at the table at one of Canada's leading financial institutions
  • The opportunity to be part of an innovative lab where no two days are ever the same
  • Exceptional work environment
  • Competitive compensation packages
  • Plenty of opportunity for advancement

What the Role Is:

Head of Quant Modeling and Analytics – This key role at the Bank will have you accountable for all Modeling needs across the Bank’s Treasury Department to ensure consistent strategy and execution aligned to new business strategy!!

Key factors of this leading role are:

  • Responsible for interest rate modeling, SABR, CMS, and path-dependent products
  • Lead in business analysis to address Global Capital Markets requirements
  • Establish and/or follow established testing procedures, standards and processes in Capital Markets
  • Have strong business acumen and able to drive/initiate projects to increase profitability of the Capital Markets desks
  • Have an understanding of multiple asset classes – the most important being Fixed Income/Rates Modelling  then FX Options, Credit and finally Equity Derivatives
  • Possess In-depth understanding of numerical methods for modelling Derivative products pricing and risk
  • Possess a strong understanding of portfolio level valuation adjustments such as Liquidity, Funding, CVA, MVA
  • Lead in knowledge transfer within the team, and business units globally
  • Develop and maintain relationships with Client(s), Relationship Managers and Project Managers
  • Work effectively as a team, supporting other team members in achieving project/ business objectives and providing client services
  • Have the ability to lead by example as a Quant/technician
  • Provide people management leadership by hiring the best talent, setting goals, developing staff, managing employee performance and compensation decisions, promoting teamwork and handling any/all disciplinary actions, as required
  • Be a great ambassador for the firm at industry conferences and events
  • Support a positive work environment that promotes customer service, quality, innovation and teamwork and ensure timely communication of issues/ points of interest

What You'll Bring:

TOP candidates will bring their creative ideas and enthusiasm along with core Quants experience.   The client is looking for candidates that have a “start-up” mentality.  Like any start-up, your ability to roll up your sleeves and be a team play are critical to your success.  Due to the size of the program and the team, candidates must have the ability to work with geographically distributed teams.

Given the depth of this role, candidates will have at least 7 years of related experience such as front office derivatives quant experience in investment banks, interest rate or FX options or commodity derivatives.  A Bachelor’s degree is a must, and if you have your PhD... even better!

This is one of many full-time opportunities with an organization consistently ranked as one of Canada's most sought-after employers. They are only interested in hiring the best people and diversity is a top priority (as an example, women make up nearly 40% of its technology leadership team). All interested technology professionals who meet the requirements are invited to apply.

Successful applicants will be forwarded directly to the client, who will contact you with an exclusive invitation to an IT networking and hiring event in Toronto. You'll have the opportunity to meet and hear from senior technology executives and discuss specific opportunities.

Don’t miss out on this opportunity, apply online today!

  • Posted On: April 03, 2018
  • Job Type: Permanent
  • Job ID: 54441
  • Location: Toronto/GTA ON