May 2021 - September 2021
You will be responsible for a variety of quantitative software development activities that will support the in-house cross asset class derivatives model library as well as related infrastructure. You will gain exposure to financial markets, more specifically, derivatives in different asset classes. Our team covers a vast range of products including Foreign Exchange markets, Interest Rates, Equity, Credit, Weather and Insurance derivatives. The Model Development team supports many different groups in the pension fund including Capital Markets, Risk Management, and Finance/Operations.
Who you'll work with
You will mainly interact with three financial engineers – a Director, Senior Principal, and a Principal . There will be opportunities to collaborate with other colleagues across the fund – in Capital Markets or Public Markets Risk teams.
What you'll do
Contribute to the development of required infrastructure for financial and derivative analytics
Support the integration of new derivative products and valuation models into existing systems
Provide quantitative support to front office model users
Develop Excel models for front office users, including pricing templates
What you'll need
Strong programming skills in one or more of: C++/C#/Python
Strong analytical and quantitative skills and in-depth, innovative, critical analysis
Interest in the financial markets
Preferred knowledge of mathematical finance and numerical methods
Preferred programming skills in R/MATLAB
Preferred knowledge of machine learning
Preferred background in IT
Strong attention to detail and accuracy
Excellent communication skills (oral and written)
Ability to work independently as well as to perform effectively in a team oriented environment
Must be enrolled in 3rd / 4th year or related Masters’ program
You must be enrolled in a co-op program or returning back to your studies after the work term is completed
What we're offering
Numerous opportunities for professional growth and development through lunch and learns and online learning through Degreed which offers thousands of courses on a variety of different subjects
Student led team building events on a monthly basis
Discount programs including Edvantage and Perkopolis
At Ontario Teachers', we are a globally minded organization and take pride ensuring that the people we hire and the culture we create reflects and celebrates diversity of thought, background and experience.
If you require an accommodation for the application, recruitment or interview process, please let us know and we will work with you to meet your needs.
How to apply
Are you ready to pursue new challenges and take your career to the next level? Submit your application online at www.otpp.com/careers and apply to requisition #3172. The following documents are required to be uploaded with your application:
Copy of your transcripts
**Once your resume is uploaded, you may use the ‘upload’ button to attach more documents such as those required and outlined above.
You will also be invited to complete a pre-recorded digital interview as part of your application. This portion of your application will take approximately 10 minutes to complete.
The deadline to apply for this role is January 29th, 2021.
Please note that as part of our eligibility criteria it is required you are available to begin on or before May 3rd, 2021 for on-boarding and training purposes.
We thank you for applying, however, only those selected for a personal interview will be contacted. Note that candidates must be legally entitled to work in the country where this role is located.
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