Director, Quantitative Developer (C#)

Description

The company is a full-service financial services provider offering corporate and investment banking, treasury management, and research and advisory services to clients worldwide.

This role sits in the Quantitative Engineering team at the company Global Markets, which works on the derivatives counterparty credit risk and credit value adjustment system. You will work with trading desks, quants, and downstream groups.

Job family: Capital Markets Sales & Service. Location: 100 King Street West. Application deadline: 12/30/2026.

Responsibilities

• Build, program, and maintain analytics in the bank's derivatives source system.
• Provide booking and diagnostic support for integrated models.
• Work with teammates to automate release, testing, and monitoring tools.
• Help improve the robustness and capabilities of the system with your team.
• Work with trading desks and quantitative analysts on valuation and downstream feeds.
• Make sure information is captured accurately by coordinating with downstream groups.

Requirements

• Required: a university degree in a technical field such as mathematics, physics, engineering, or statistics.
• Required: expert-level knowledge of C.
• Required: experience with financial models.
• Required: familiarity with numerical analysis in a relevant field.
• Required: experience with scripting languages.
• Desirable: experience with scripting languages, with PowerShell preferred.
• Desirable: familiarity with equities and/or equity derivatives trading, which is helpful.
• Desirable: experience working on large code bases and familiarity with design patterns.
• Desirable: XVA or CCR experience.
• Desirable: experience with databases.
• Desirable: experience with distributed computing.

Conditions

Base salary is $175,000 CAD per year, salaried.

Pay is set by the company's pay range and type for this role, and varies with location, skills, experience, education, and qualifications. The role may include a commission structure; for commission roles, the listed salary is the expected first-year target.

Part-time pay is pro-rated based on regularly worked hours.

Total compensation may include performance-based incentives and discretionary bonuses, along with other perks and rewards.

The company is committed to an inclusive, equitable, and accessible workplace, and accommodations are available on request during selection.

Benefits

• Health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans.
• Performance-based incentives and discretionary bonuses may be part of total compensation.