Quantitative Developer

NumerixS Quant • Vancouver, BC

1d • CA$120,000 - CA$120,000 • Onsite

About The Position

We are a data-driven company with a collegial atmosphere looking for team members who can do great work for application in the algorithmic trading industry. Our ideal candidate is a Masters or PhD graduate, with at least 1 years’ experience in industry, academic or post-doc research workplace who has demonstrated an ability to drive projects to completion. While C++ is a mandatory requirement for this role, we are not looking for coders or pure computer science graduates. We are looking for people with critical thinking and research skills who also have a level of C++ competency and can move projects to completion.

Requirements

• Masters or Ph.D. in mathematics, physics or related fields in quantitative disciplines (including if you will be graduating with a Ph.D. within the next 12 months)
• 1 year of C++ experience and C++ competency
• Highly analytical, keen attention to detail
• Experience with real time Linux
• Strong analysis and design skills and knowledge of C++ data structures
• Innate curiosity and an exceptional critical thinker who is result-oriented
• Ability to implement your ideas in code
• Programming experience in Python and C++
• Demonstrated expertise in statistics and mathematical modelling
• Strong communications skills (both verbal and written)
• Thrive in a performance-based environment
• Require excellence of yourself and in the work you produce

Nice To Haves

• Experience participating in national or international math, physics or computer science competitions is strongly preferred
• Experience with Python, R, kdb+, and working in Unix environment
• Knowledge of financial system data vendor including live market data

Responsibilities

• Drive projects to completion that will contribute to an existing trading strategy
• Design, build, test and support robust C++ applications in particular for live data feed processing
• Write code to automate every aspect of the trading system
• Build and maintain pre and post trade tooling
• Design and build applications for data feed processing
• Code in C++, Python and use relational time-series databases (kdb+)
• Analyze ‘dirty’ data sets to identify possible investment signals
• Take charge of your own projects, while collaborating with your colleagues and with the portfolio manager

Benefits

• Annual bonus eligibility based on performance
• Extended healthcare coverage
• Dental and vision care
• $1,000 per year Health Spending Account (for physiotherapy, massage therapy, and other eligible expenses)
• RRSP matching up to 9% (maximum annual contribution of $13,250)
• Relocation assistance

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level