Job Description
🚨 Hiring: Quant Developer – Front Office / Structured Credit 🚨
We’re looking for a Quant Developer to support a high-visibility U.S. Structured Credit and Mortgage Capital Markets initiative with a front-office quantitative team.
This is a great opportunity for someone who enjoys working close to trading desks, building quantitative tools, and supporting complex financial products across credit, derivatives, structured finance, and mortgage analytics.
📍 Location: Toronto – Hybrid, 3 days/week onsite
⏳ Contract: 12 months, with potential extension/conversion
💼 Role: Quant Developer
What you’ll be working on:
• Supporting front-office credit trading desks with quantitative tools and analysis
• Implementing and testing models for credit and mortgage-related products
• Working on structured credit products, CLOs, asset-backed securities, RMBS, whole loans, and agency/non-agency mortgage products
• Collaborating with trading, risk, technology, and quantitative teams
• Building solutions primarily in C++, with support from Python and scripting tools
Must-have experience:
• 3+ years of development experience, ideally with capital markets exposure
• Strong hands-on C++ programming skills
• Experience with Python and scripting tools
• Understanding of derivative pricing and risk
• Strong quantitative, mathematical, or financial engineering foundation
Nice to have:
• Credit derivatives experience
• U.S. MBS cashflow or prepayment modelling
• Fixed income, structured finance, or mortgage product knowledge
• VBA or other programming language exposure
The strongest candidate will bring both technical depth and financial product knowledge — someone who can code, understand models, and communicate effectively with front-office stakeholders.
📩 Interested or know someone strong?
Please DM me or send your resume to garyv@corgta.com with the subject line “Quant Developer – Toronto”.
🚫 No third-party vendors or agencies, please.
