Manager - Product Control and Quantitative Models
International Financial Group
Toronto, Ontario
3d ago

Our client is looking to add a Manager to their Product Control team. The primary focus of this position is building mathematical models to value fixed income products and the XVA (CVA, DVA, KVA, etc) book of business.

In addition to this, the group is responsible for the attestation of the PnL, month end close and quarterly reporting for the fixed income business.

Qualifications

  • Degree, preferably Master's Degree in Mathematics or Quantitative Finance,
  • 1-4 years experience building models to value fixed income products,
  • Knowledge of XVAs,
  • Strong technical skills including Excel (VBA), Python, R and Matlab.
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