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CDPQ is you!
/ Carry out projects with potential returns and economic benefits for Quebecers
/ Collaborate on dynamic teams with high-level professionals committed to shared objectives
/ Take on stimulating challenges that reflect your abilities and talent
/ Pursue your professional development in an inspiring workplace, with state-of-the-art technology and bet environmental practices
Reporting to the Managing Director, Quantitative Analyst - Fixed Income, the incumbent is part of a team of quantitative analysts.
They develop models and decision support tools for the needs of a management team involved in the Fixed Income market.
The Fixed Income Quantitative Analysis team provides quantitative solutions and decision-support tools to management teams in the Fixed Income specialty portfolio. Our analyses therefore cover mainly interest rate and credit product activities.
*The position level may vary depending on the selected candidate's qualifications. RESPONSIBILITIES
Develop and suggest market analysis and management models and software tools
Design and maintain interest rate and credit markets analyses
Provide quantitative solutions to various analytical questions in the interest rate and credit markets
Create tools to facilitate decision-making and improve efficiency in Fixed Income portfolios
Analyze complex situations to evaluate the best resolution method
Document the tools developed
Provide training on these tools to Fixed Income team members. REQUIREMENTS
Master's or PhD degree in a quantitative field
Experience in IT development (Matlab, Python, R, C#, .Net, etc.)
Proven experience in a comparable position in a recognized institution
Experience applying modern machine learning and statistical methods to large data sets. KNOWLEDGE AND SKILLS REQUIRED
Good understanding of financial engineering and interest rate and credit markets
Good knowledge of data analysis and modeling techniques
Ability to find innovative solutions to complex problems
Good knowledge of databases (Sybase, SQL Server, etc.)
Good understanding of statistical-analysis concepts
Knowledge of computer tools used in the financial markets: FinCad, Bloomberg
Good knowledge of financial mathematics and skilled at applying theoretical models
Good oral and written communication skills in French and English
Good knowledge of interest rate financial instruments
Collaboration and teamwork
Autonomy and a sense of initiative
Financial culture and creativity.
Only candidates selected for an interview will be contacted.
CDPQ wants to offer equal employment opportunities to everyone . It encourages women, visible and ethnic minorities, aboriginal people and people with disabilities to apply. CDPQ is also committed to further incorporating diversity into the organization and making it a source of enrichment and pride for all its employees.