Senior Quantitative Analyst* - Fixed Income Senior Quantitative Analyst* - Fixed Income …

Caisse de dépôt et placement du Québec
in Montreal, QC, Canada
Permanent, Full time
Last application, 29 Nov 21
Caisse de dépôt et placement du Québec
in Montreal, QC, Canada
Permanent, Full time
Last application, 29 Nov 21
See job description for details
CDPQ is you!

/ Carry out projects with potential returns and economic benefits for Quebecers

/ Collaborate on dynamic teams with high-level professionals committed to shared objectives

/ Take on stimulating challenges that reflect your abilities and talent

/ Pursue your professional development in an inspiring workplace, with state-of-the-art technology and bet environmental practices

Job Description
Reporting to the Managing Director, Quantitative Analyst - Fixed Income, the incumbent is part of a team of quantitative analysts.

They develop models and decision support tools for the needs of a management team involved in the Fixed Income market.

The Fixed Income Quantitative Analysis team provides quantitative solutions and decision-support tools to management teams in the Fixed Income specialty portfolio. Our analyses therefore cover mainly interest rate and credit product activities.

*The position level may vary depending on the selected candidate's qualifications.


Develop and suggest market analysis and management models and software tools

Design and maintain interest rate and credit markets analyses

Provide quantitative solutions to various analytical questions in the interest rate and credit markets

Create tools to facilitate decision-making and improve efficiency in Fixed Income portfolios

Analyze complex situations to evaluate the best resolution method

Document the tools developed

Provide training on these tools to Fixed Income team members.


Master's or PhD degree in a quantitative field

Experience in IT development (Matlab, Python, R, C#, .Net, etc.)

Proven experience in a comparable position in a recognized institution

Experience applying modern machine learning and statistical methods to large data sets.


Good understanding of financial engineering and interest rate and credit markets

Good knowledge of data analysis and modeling techniques

Programming skills

Ability to find innovative solutions to complex problems

Good knowledge of databases (Sybase, SQL Server, etc.)

Good understanding of statistical-analysis concepts

Knowledge of computer tools used in the financial markets: FinCad, Bloomberg

Good knowledge of financial mathematics and skilled at applying theoretical models

Good oral and written communication skills in French and English

Good knowledge of interest rate financial instruments


Collaboration and teamwork

Autonomy and a sense of initiative

Financial culture and creativity.

Only candidates selected for an interview will be contacted.

CDPQ wants to offer equal employment opportunities to everyone . It encourages women, visible and ethnic minorities, aboriginal people and people with disabilities to apply. CDPQ is also committed to further incorporating diversity into the organization and making it a source of enrichment and pride for all its employees.
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