Posted 1 month ago
Python Developer + Pricing
MontrealOn-siteContract
AI Summary
Develops and maintains Python-based pricing libraries and models for financial instruments, supporting valuation, risk analysis, and trading workflows.
About this role
Role Overview
We are seeking a Python Developer with experience in pricing models and banking systems to build, enhance, and support applications used for valuation, risk analysis, and trading. The role involves working closely with front-office, risk, and quantitative teams to deliver scalable and accurate financial solutions.
Key Responsibilities
- Develop and maintain pricing libraries for financial instruments such as Derivative (finance), bonds, and structured products
- Implement pricing models (e.g., Black-Scholes Model) using Python
- Build tools for valuation, P&L calculations, and risk analytics
- Work with traders, quants, and risk teams to understand business requirements
- Process and validate market data (interest rates, volatility, curves)
- Optimize performance of pricing engines and analytics workflows
- Ensure accuracy, consistency, and auditability of financial calculations
- Develop APIs and services for integration with trading and risk platforms
Skills
APIsBlack-Scholes ModelBondsCurvesDerivativesFinancial InstrumentsInterest RatesMarket DataP&L CalculationsPricing LibrariesPythonRisk AnalyticsRisk PlatformsStructured ProductsTrading PlatformsValuationVolatility
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