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Analyst/Senior Associate/Manager/Sr Manager - Equity Derivatives, Financial Engineering & Model

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Date Posted: Dec 5, 2018

Reference Code: 35584-en_US

Job Type:  Permanent 
Primary Location: Toronto, Ontario, Canada 
All Available Locations: Toronto 

External Posting Description


Even the best-managed ventures are vulnerable to external influences-that’s where Deloitte’s Financial Advisory experts step in. As a member of our Financial Advisory team, you’ll help small start-ups to massive multinationals face financial issues with informed confidence. Using your deep technical skills and leveraging our global network of experts, you’ll provide financial advice to companies in every industry, and in every situation. The result? Our clients will be better placed to take control and receive the best solutions to their complex challenges.

Click here to find out more about our Financial Advisory services.

A career in Financial Advisory will offer you the opportunity to:

• Work in a fast growing and challenging environment with like-minded people who are eminent in their respective technical field.
• Develop solutions through debate and discussion, in our teams and with clients.
• Continue your professional development to reinforce and expand your chosen career path.
• Work with high profile clients on a variety of Canadian and international engagements.

As an Analyst/ Senior Associate/Manager  you will:

• Build complex derivatives (e.g. swaps, swaptions, structured notes, etc.) valuation models;
• Carry out various complex financial analyses including derivatives valuation;
• Develop and / or validate different quantitative risk models according to best market practices;
• Be involved in different risk management consulting projects for our clients;
• Cultivate relationships with clients and possess a strong knowledge in leveraging prevalent methodologies;
• Employ a structured approach to project management to ensure complete client satisfaction and project profitability;
• Develop your expertise in a specialization and your reputation as a business advisor;
• Contribute to practice growth and development.


External Posting Qualifications

• Minimum 1-7 years of relevant experience in either a model development or model vetting function;
• Graduate degree in a quantitative discipline such as PhD or Master Degree in Financial Engineering, Statistics, Econometrics or other relevant post graduate degree;
• Solid programming skills (e.g. MATLAB/SAS/R/Visual Basic/C++) and knowledge of database management tools (SQL, SAS, etc.);
• Knowledge of financial products (e.g options, swaps, etc.) and its modeling and calibration in both risk–neutral and real world with emphasis on equity derivative products;
• Knowledge of industry systems and applications as Bloomberg,  Reuters, and FINCAD is an asset;
• Knowledge of quantitative methodologies in credit / operational / market risks (e.g. Basel parameters, Stress Testing, VaR, FRTB, CCR, CVA, etc.) and Economic Capital;
• Knowledge in time series analysis and ability to work with large data sets;
• Familiarity with US / CA regulatory requirements (DFAST, CCAR, and Basel accords) is an asset
• Relevant professional designation (i.e. FRM, PRM, CFA) is beneficial, though not required;
• Capacity to work under deadline pressures;
• Good verbal and written communication skills;
• Strong commitment to professional and client service excellence;
• Canadian travel required, occasional international travel. Candidates must be able to enter the USA to work on client assignments


Your role as a manager at Deloitte:


  • Embrace and live the firm’s purpose – to make an impact that matters – by pushing yourself and your team to identify solutions to challenges that are most important for our clients, people, and society
  • Develop high-performing people and teams through challenging and meaningful opportunities
  • Deliver exceptional client service by maximizing results and driving high performance from people, while also fostering collaboration across businesses and borders
  • Influence clients, teams and individuals positively, leading by example and establishing confident relationships
  • Understand key objectives for clients and Deloitte, and align people to them to set appropriate priorities and direction


Why Deloitte?

Launch your career with The One Firm where you can make a greater impact than you ever thought possible. With endless opportunities at every turn, and a culture built to support and drive our people to be the very best they can be, Deloitte is The One Firm for you to learn, grow, create, and lead.

At Deloitte, we understand that everyone, and their career goals, are different. As a firm, we help create the conditions and opportunities that will enable our people to thrive – both professionally and personally. We do this by making three commitments to our people:

  • You will lead at every level: We grow the world’s best leaders so you can achieve the impact you seek, faster.
  • You can work your way: We give you the means to work how you want, and we have innovative spaces and the mindset to help you be wildly successful.
  • You will feel included and inspired: We create a deep sense of belonging where you can bring your whole self to work.

Apply now and let us show you how to push your career to the next level at Deloitte. The One Firm. For You.

Deloitte is an inclusive employer dedicated to building a diverse workforce.  We encourage applications from all qualified candidates and will accommodate applicants’ needs under the respective provincial human rights codes throughout all stages of the recruitment and selection process. Please advise the Recruiter to ensure your accessibility needs are accommodated throughout this process.  Information received relating to accommodation will be addressed confidentially.

We thank all applicants in advance for their interest; however, only those candidates selected for an interview will be contacted



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