Investment group in Toronto is looking for an experienced Quant modeler with C++ to head up Research and Development team pricing variable annuities products.

You will be using mathematical analysis skills to build models from scratch and improve existing models as they are designed. The team executes and manages risk for clients and this front office role has come about through continued expansion. As you will be heading up a small group, management experience is a plus, and must be entrepreneurial to contribute effectively to the growth.

Requirements:

3+ years quantitative modeling experience

Strong Derivatives knowledge a must, understanding of variable annuities

Experience in high performance computing

Masters or Ph.D. in statistics, computer science, engineering, operations research, applied math, physics

Excellent C++ programming skills

If you are interested in applying your math and technical skills in a profitable team with a good deal of money behind their model development, send your resume to Dara at Huxley Associates today for immediate consideration.

To apply: Please send your resume in Word format to DARA at Quants.USA@huxley.com

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