Lead Python Developer for Quantitative Finance

Location: Toronto, ON (Hybrid, 3 days onsite)

Role Summary

We are seeking a highly skilled Lead Python Developer to join a team building high performance, scalable reporting solutions for fixed income pricing and risk metrics, leveraging Quantitative Finance libraries and integrating with Bloomberg APIs. The ideal candidate will bring deep technical expertise in Python and financial computation frameworks.

Key Responsibilities

• Design and implement Python based modules of quant finance (Quantlib) software libraries for bond pricing, yield curve modeling, and risk analytics.
• Develop and maintain reusable components for Quantlib financial metrics.
• Integrate with Bloomberg APIs and other market data sources to retrieve and validate pricing inputs.
• Implement and optimize Quantitative Finance libraries (e.g., QuantLib, PyQL, finmath) for high accuracy...