Job Role : Risk Methodology Specialist

Duration : 1 Year of contract

Location : Toronto, ON

• Develop pricing models for derivatives such as swaps, swaptions, CDS, and equity options.
• Implement and validate quantitative models using Python.
• Compute and analyze market risk metrics including Greeks (Delta, Gamma, Vega, etc.).
• Perform Value at Risk (VaR) calculations using appropriate statistical methods.
• Conduct sensitivity...