Investment group in Toronto looking for Quant Modeler with C++ skills to execute and manage risk in Variable Annuities and head up Research and Development team.

This team is looking for a specialist in quantitative risk and experience with Variable Annuities is preferred. You will have the opportunity to head up a team and apply your math and technical skills in the financial markets. You will be responsible for designing quantitative models such as asset/liability pricing. You will apply your math skills- knowledge of stochastic calculus, numerical analysis and Monte Carlo is important.

Requirements:

- 3-5 yrs in Quantitative finance

- Managerial / team lead experience strongly preferred

- strong mathematical skills and understanding of derivatives

- Skilled in C++

- Ph.D. in applied math, physics, engineering, computer science, statistics

Send your resume in Word Doc format to Dara at Huxley Associates today!

quant, modeler, quantitative, analyst, pricing, desk quant, C++, variable

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

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