Salary Mid-Point: $80,000
Location: Toronto ON
Job Type: Permanent

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.

If you are qualified and interested in this position please send your resume in WORD format today to Toronto@ifgpr.com