Thomson Reuters, The Answer Company, delivers truly world-changing insight based on rich content sources. You will have the opportunity to work on cross-asset quantitative libraries which are computing analytics for simple vanilla instruments till complex structured product.
The quantitative analyst will learn the best techniques suited for each instrument in a context of increase of complexity of the analytics such as the production of the XVAs. Thomson Reuters quantitative libraries are integrated in the Analytics platform which provides added value quantitative services to financial entities.
Thomson Reuters has recently announced the expansion of its Canadian operations with the creation of a new technology center in downtown Toronto, Ontario. Toronto is home to an emerging ecosystem of world-class technology talent and the new Technology Center will be the preeminent hub of innovation. Working closely with product managers and financial engineers, within a talented team of quants, you will develop, build, improve and test quantitative models and increase the coverage of instruments to support new markets. The models will need to provide at the same time accurate figures thanks to the latest modelling techniques while ensuring that performance is at best when executed through the Analytics platform. The candidate will have also to face challenges due to new regulation ( Dodd-Frank, FRTB, MiFID II) and tailor the library on his/her domain of expertise.
Roles and Responsibilities:
- Develop new financial models or maintain existing models in C++ (find closed formula or implement models using trees, PDE, Monte Carlo framework)
- Extend the coverage of supported instruments by adding new conventions
- Tailor the interfaces and monitor performance such that new features are properly integrated in the Analytics platform
- Test the models in collaboration of our QA group using TR Market Data
- Propose solutions to product management group for new needs
- Provide functional support to customers or operations support teams
- Monitor publications in quantitative modelling
- Support client requests linked to quantitative modelling
- Self-driven, goal-oriented team player with good communication skills
- University or graduate degree in a quantitative discipline such as Computer Science, Mathematics or Engineering
- At least 2 years of relevant experience as IT Quant on a desk or in a risk management department
- Consistent track record in model implementation ( Tree, Monte Carlo, PDE) on Bond or Equity Market
- Strong object oriented programming skills ( 1-3 years of development experience in C++ or/and C#)
- Knowledge of software delivery process (tests, continuous integration, agile methods, …)
- Ability to work in an international environment with French teams
At Thomson Reuters, we believe what we do matters. We are passionate about our work, inspired by the impact it has on our business and our customers. As a team, we believe in winning as one - collaborating to reach shared goals, and developing through challenging and meaningful experiences. With more than 45,000 employees in more than 100 countries, we work flexibly across boundaries and realize innovations that help shape industries around the world. Making this happen is a dynamic, evolving process, and we count on each employee to be a catalyst in driving our performance - and their own.
As a global business, we rely on diversity of culture and thought to deliver on our goals. To ensure we can do that, we seek talented, qualified employees in all our operations around the world regardless of race, color, sex/gender, including pregnancy, gender identity and expression, national origin, religion, sexual orientation, disability, age, marital status, citizen status, veteran status, or any other protected classification under country or local law. Thomson Reuters is proud to be an Equal Employment Opportunity/Affirmative Action Employer providing a drug-free workplace.
Intrigued by a challenge as large and fascinating as the world itself? Come join us.
To learn more about what we offer, please visit thomsonreuters.com/careers.
More information about Thomson Reuters can be found on thomsonreuters.com.