TekStaff's Client has a current vacancy for a Quant Developer Duration : 12 months

Job Description Typical Day in Role: • Champions a customer focused culture to deepen client relationships and leverage broader Bank relationships, systems, and knowledge. • Help implement and test US mortgage related products, such as whole loan and non-agency residential mortgage-backed security models (RMBS) for the Bank’s US whole loan trading/RMBS business • Help implement and test quantitative models within the credit asset class. • Provide quantitative support to Front Office Credit trading desks by building customized tools, performing intraday trading support and running ad hoc analysis. • In active collaboration with other stakeholders including but not limited to trading desk, technology support and Trade floor risk management teams to deliver the high-quality outcome regarding new models’ integration and providing quantitative support of the existing businesses. Technology Stack: • Primary development in C++ • Supporting tools include Python and other scripting languages

Candidate Value Proposition: Direct exposure to front-office trading environments Opportunity to contribute to a high-visibility, strategic initiative within Global Banking & Markets (GBM) Competitive compensation and long-term contract potential, with possibility of extension or conversion Unique chance to build and scale a business line from the ground up Work alongside a highly skilled global quantitative team

Candidate Requirements/Must Have Skills:

1. 3+ years of experience as a developer, with some experience in capital markets
2. Programming experience in C++
3. Experience with Python & other scripting tools
4. Experience in derivative pricing and their risks

Nice-To-Have Skills:

1. Experience with other programming languages such as VBA
2. Solid knowledge in Credit derivatives and US MBS cashflow and prepayment modelling is a plus.
3. Experience with Fixed income, Structured Finance and Mortgage space

Soft Skills Required: • Good communication and interpersonal skills and a team player • Ability to work well in a fast-paced environment with changing priorities

Education: Post-secondary education in mathematics, Computer Science, Software Engineering, Physics or other quantitative areas – Quant/mathematical/finance masters are an asset

Candidate Review & Selection – Interview Process 2-3 rounds – in person preferred at 40 Temperance – 45 minutes-1 hour duration - with HM and team members Interview focus: Technical/programming skills Quantitative/mathematical concepts Financial knowledge (credit, derivatives)

Hiring Manager’s availability to interview: ASAP

TekStaff may use artificial intelligence (AI) tools as part of the applicant screening process. However, applications will also be reviewed by a member of our Recruitment team to ensure a fair and thorough assessment.