Job Type: Co-op/Intern
Work Model: Hybrid
Reference code: 130112
Primary Location: Toronto, ON
All Available Locations: Toronto, ON

ENOUGH ABOUT US, LET’S TALK ABOUT YOU

In this role, the expected qualifications are:

• Working towards completing a master or PhD degree in Physics, Mathemetics, Finance, Mathematical Finance, Quantitative Finance, Financial Engineering, Statistics, Econometrics, Computer Science, Actuarial Science or any other relevant programs
• Knowledge in the following areas would be an asset:
• Regulatory requirement of the OSFI
• Market risk
• Credit risk
• Treasury and liquidity risk
• Anti-money-laundry and Fraud Risk
• AI/ML modeling
• Actuarial and AXIS modeling
• Financial Engineering, complex financial products and exotic derivatives
• GIPS standards and guidance
• Enrolled in relevant professional designation (i.e. FRM, PRM, CFA, ASA, FSA) is beneficial, though not required
• Strong communication skills (written and verbal), including experience in conducting research, synthesizing data, writing reports and preparing presentations, working in pressure of deadlines
• Knowledge about Bloomberg/Reuters, and FINCAD
• Good programming skills (e.g. SAS/R/VBA/SQL/C++/Python/Pathwise/AXIS) and knowledge of database tools

OUR PURPOSE

At Deloitte, our Purpose is to make an impact that matters. We exist to inspire and help our people, organizations, communities, and countries to thrive by building a better future. Our work underpins a prosperous society where people can find meaning and opportunity. It builds consumer and business confidence, empowers organizations to find imaginative ways of deploying capital, enables fair, trusted, and functioning social and economic institutions, and allows our friends, families, and communities to enjoy the quality of life that comes with a sustainable future. And as the largest 100% Canadian-owned and operated professional services firm in our country, we are proud to work alongside our clients to make a positive impact for all Canadians.
By living our Purpose, we will make an impact that matters.
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A career in Financial Engineering & Analytics will offer you the opportunity to work in a fast growing and challenging environment with like-minded people who are eminent in financial risk management,

In this role, the expected qualifications are:

• Working towards completing a master or PhD degree in Physics, Mathemetics, Finance, Mathematical Finance, Quantitative Finance, Financial Engineering, Statistics, Econometrics, Computer Science, Actuarial Science or any other relevant programs
• Knowledge in the following areas would be an asset:
• Regulatory requirement of the OSFI
• Market risk
• Credit risk
• Treasury and liquidity risk
• Anti-money-laundry and Fraud Risk
• AI/ML modeling
• Actuarial and AXIS modeling
• Financial Engineering, complex financial products and exotic derivatives
• GIPS standards and guidance
• Enrolled in relevant professional designation (i.e. FRM, PRM, CFA, ASA, FSA) is beneficial, though not required
• Strong communication skills (written and verbal), including experience in conducting research, synthesizing data, writing reports and preparing presentations, working in pressure of deadlines
• Knowledge about Bloomberg/Reuters, and FINCAD
• Good programming skills (e.g. SAS/R/VBA/SQL/C++/Python/Pathwise/AXIS) and knowledge of database tool