Job Description

We are seeking an experienced Quantitative Engineer with a strong background in Capital Markets, specifically within derivatives and quantitative analytics, to support the delivery of a regulatory-driven initiative. The successful candidate will work closely with trading desks, quantitative analysts, and technology teams to develop, enhance, and support analytical systems within a complex financial environment.

This role is ideal for a detail-oriented and technically strong professional who thrives in collaborative settings and is comfortable working with large-scale systems, numerical models, and regulatory requirements within the financial services sector.

Location: Toronto, ON (Hybrid – 3–4 days in office)
Contract Length: 9 Months (Extension Possible)
Hours: 9 AM–5 PM EST
Pay: T4: CAD 100.45 / IC: CAD 115

RESPONSIBILITIES

• Develop, program, and maintain analytics within the derivatives source system to support trading and risk functions.
• Provide booking and diagnostic support for integrated quantitative models, ensuring accuracy and stability.
• Collaborate with team members to automate release processes, testing frameworks, and monitoring tools.
• Enhance system robustness, performance, and scalability through continuous improvement initiatives.
• Work closely with trading desks and quantitative analysts on valuation processes and downstream data feeds.
• Ensure accurate capture and flow of data by partnering with downstream systems and stakeholders.
• Support regulatory-driven initiatives by contributing to system enhancements aligned with compliance requirements.
• Prepare clear and concise technical documentation and contribute to knowledge sharing within the team.

QUALIFICATIONS

• 3–5 years of experience in a quantitative engineering or similar role within financial services.
• Strong background in Capital Markets, particularly in derivatives, trading systems, or quantitative analytics.
• Proficiency in C# (required) with experience developing within large-scale codebases.
• Experience working with databases such as MySQL.
• Solid understanding of numerical analysis and its application in financial models.
• Strong understanding of SDLC methodologies and experience working in collaborative development environments.
• Excellent problem-solving, analytical, and communication skills.
• Ability to work effectively with cross-functional stakeholders including trading, quant, and technology teams.

Preferred

• Familiarity with equities and/or equity derivatives trading.
• Experience working with large, complex codebases and applying design patterns.
• Exposure to distributed computing environments.
• Experience with financial models and quantitative analytics.
• Knowledge of scripting languages.
• Prior experience within banking or financial institutions.

Education

• University degree in Mathematics, Physics, Engineering, Statistics, or a related technical discipline.

We are an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, disability status, or other non-merit factor. We are committed to creating a diverse and inclusive environment for all employees.