Friday, 15 March 2013

Job with TD Securities (Senior Quantitative Analyst)


POSITION:                Senior Quantitative Analyst

REPORTS TO:            Jie Chen
HIRING CONTACT:  Tania Dacre-Ord
LEVEL:                         9
COST CENTRE:          9486                          

LOCATION:              Toronto, ON

The Front Office Quantitative Engineering and Development (QED) team, provides trading floor quantitative and technical support, mainly through the development of pricing models and hedging tools based on the C++ programming language via an Excel interface.  The group covers business lines in equity, foreign exchange, commodity, credit and interest rate-related securities.


TD Securities provides a wide range of capital market products and services to corporate, government, and institutional clients who choose us for our knowledge, innovation, and experience in the following key areas of finance: Investment and Corporate Banking, Capital Markets, Interest Rate, Currency, Derivative and Structured Products. TD Securities works with clients around the world, and our services include the underwriting and distribution of new debt and equity issues, providing advice on strategic acquisitions and divestitures, and executing daily trading and investment needs.

Qualitative, quantitative and social skills are important. A strong command of written and spoken English is required, as well as demonstrable expertise in the following areas:
·       Modeling and pricing of equity, FX, commodity, interest rate or credit derivatives
·       Strong knowledge of programming using C++ (C# and Visual Basic experience desirable)
·       Strong knowledge of Microsoft Excel and spreadsheet-based analysis
·       Some experience with Bloomberg, Reuters, Murex and Calypso systems preferable
·       Good team player with excellent mathematical, verbal and written communication skills.

Key Accountabilities/Responsibilities 
The specific tasks will include, but are not limited to, the following:
·       Designing and implementing quantitative models within equity, FX, commodity, interest rate or credit derivatives to support the needs of TD Securities globally
·       Developing C++ quant analytics library across all asset classes  
·       Support the trading desks and their activities on a daily basis
·       Performing literature research to ensure that models are current and conform to market standards
·       Fully documenting all newly developed software.

·       Graduate degree in Computer Science, Mathematics, Engineering or Physics
·       0-3 years work experience in derivatives modelling and pricing with exposure to one or more of: equity, FX, commodity, interest rate or credit derivatives.

Please submit CV to

TD Securities, as part of TD Bank Group, values and is committed to, diversity in its workforce.

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