• Develop and apply an understanding of the types of quantitative methods and analyses the team uses for financial markets securities and derivatives valuation to design and implement a literate programming framework 

• Review model documents and conduct test runs of derivatives pricing models

• Increase the team’s ability to effectively innovate and collaborate by enabling interactive analysis of computational modules and creating a knowledge base   

• Develop analytics capabilities to actively monitor performance, and identify trends to enable strategic trading decisions 

• Devise and deploy one or more possible relevant use cases (such as a particular pricing model or component computational method) and demonstrate how your chosen platform and design will allow team-members to interactively test and improve models and provide a low-maintenance, ‘living’ methodological reference library 

• Contribute to the transfer of knowledge within the team 

Requirements

• Currently enrolled in a Master-level Financial Engineering 

• Strong programming and computational skills (Python, C/C# for example) 

• Previous internship experience 

• Strong analytical and research skills 

• Autonomous self-starter 

• Innovative, design thinker 

• Proficiency in English and French (or willingness to learn) (frequent interactions in English with PSP employees based in our offices in Hong Kong, London and New York, and interactions in French with employees in our local offices in Montreal and Ottawa) 

• Candidates must have the right to work in Canada for the period specified to be considered for this position.  No support to obtain the right to work will be provided.