Job Description
Role and Responsibilities:
- Develop and improve quantitative models to establish trading signals that would support fundamental analysis on equity, credit, FX, volatility, and fixed income markets using listed and OTC derivatives
- Assist in developing systems, tools, and procedures to monitor open derivatives positions in the portfolio
- Conduct quantitative research on different investment ideas as required
- Act as a resource person for the investment team as necessary
- All other tasks required by the position.
Qualifications
- Master’s degree in finance, mathematics, actuarial science, or other related field
- Excellent understanding of derivative products
- At ease at manipulating large amount of data and understanding sophisticated investment models
- At ease with advanced mathematics
- Good programming skills, ideally with Python and SQL
- CFA, FRM and/or actuarial professional designation is an asset Strong skills with MS Excel (including VBA) and other MS Office applications
- Knowledge of Bloomberg, financial libraries and other investment database and systems
- Excellent verbal and written communication skills in both French and English
- Rigorous, disciplined and well organized (efficient, high quality, well structured work)
- Team worker
- Ability to solve complex problems
- Strong analytical skills with a sense for detail
- Autonomous and dynamic
- Ability to keep his/her knowledge up to date and aware of the latest developments and trends in portfolio management
Skills:
- Excellent skills in communication and teamwork
- Pro-active and strong sense of initiative
- Ability and curiosity to stay up to date and aware of the latest trends in technology
- Bilingual (French and English)
Job ID: 126737