Yield Curve Analyst in Toronto, Canada
Construction and design of yield curves to analyze fixed income asset classes.
Build analytics and tools using numerical methods applied to finance.
Requirements of the Candidate include:
PhD in a quantitative field.
Just finished my masters, and have a bit of code sitting around which I used in my thesis in case anyone wants it. Everything is in Matlab.
I was working on a project trying various structural bond pricing models to price corporate bonds, and implemented the Merton 1974, Longstaff and...