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Python Developer + Pricing

Jay Analytix
3 days ago
Contract
On-site
Montreal, Quebec, Canada

Role Overview

We are seeking a Python Developer with experience in pricing models and banking systems to build, enhance, and support applications used for valuation, risk analysis, and trading. The role involves working closely with front-office, risk, and quantitative teams to deliver scalable and accurate financial solutions.

Key Responsibilities

  • Develop and maintain pricing libraries for financial instruments such as Derivative (finance), bonds, and structured products
  • Implement pricing models (e.g., Black-Scholes Model) using Python
  • Build tools for valuation, P&L calculations, and risk analytics
  • Work with traders, quants, and risk teams to understand business requirements
  • Process and validate market data (interest rates, volatility, curves)
  • Optimize performance of pricing engines and analytics workflows
  • Ensure accuracy, consistency, and auditability of financial calculations
  • Develop APIs and services for integration with trading and risk platforms