Position: Quantitative Analyst
Company: Weem
Category: Python
Experience required: 3y
English level: upper

We invite you to join the team of an American company. As a Quantitative Analyst, you will have a broad scope of responsibility that includes the design, development and test of models or processes to value positions and construct quantitative data (curves, volatility cubes, correlation matrices, etc.) or calculate market risk (VaR, greeks, etc.) in real-time across all asset classes including Crypto.

What You’ll Do:
-Design and development of processes used for pricing positions and calculating market risk metrices for all asset classes (equity, credit, FX, fixed income, commodities, crypto, and their derivatives)
- Write modern, clean, reusable, well tested source code in Python that scales and performs well across large distributed systems
- Leverage SQL and Snowflake to analyze the model inputs or construct model inputs

What Knowledge You Should Have:
- Experience working on yield curves,
- Understanding of financial derivatives, market conventions is a must
- Risk management tools such as VaR, Monte Carlo, scenario analysis and P&L is preferred
- 3-5 years’ experience in large-scale Python development, (exp with Java Script, Perl, C++ is an advantage) 
 
We offer:
-Strong work ethic and highly motivated
-Hybrid office
-Location or relocation - Montreal, Canada
- 25 Vacation days and 3 Personal days
- Annual bonus and salary review
- Health insurance