Quantitative Analyst

at TS Imagine Montreal

About the job

TS Imagine, a global leader in trading and risk management SaaS-based software, is seeking a Quantitative Analyst with Python development skills to join our growing Models and Quantitative Data team in our Montreal office!

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. Our risk system is used by some of the largest, most prestigious financial institutions around the world, ranging from global investment banks to multi‑strategy hedge funds.

Who will love this job

• A scientist – you are comfortable with numerical methods, linear algebra, partial differential equ...