C++ Quantitative Developer (Quant)

TradingScreen; Montreal; Hybrid; CAD 80,000 - 120,000; Full time

Job summary

Join a forward-thinking company as a C++ Quantitative Developer, where you will design and develop innovative models to value positions and calculate market risk across diverse asset classes. This role offers the opportunity to work with cutting-edge technology in a hybrid environment, collaborating with a talented team to tackle complex financial problems. With a commitment to creativity and innovation, this position promises personal and professional growth, supported by a robust training budget and generous benefits. If you're passionate about finance and technology, this is the perfect opportunity for you.

Benefits

25 vacation days

3 personal days

Annual bonus

Salary review

Training budget of $1,500

RRSP with 3% company match

Health insurance

Public transportation subsidy

Qualifications

• 3-5 years’ experience in large-scale C++ development.
• Understanding of financial derivatives and market conventions.

Responsibilities

• Design and develop models for pricing positions across asset classes.
• Write reusable, well-tested C++ code for high-performance systems.

Skills

C++

Python

SQL

Numerical Methods

Statistics

Linear Algebra

Partial Differential Equations

Probability Theory

Education

M.S. or PhD in Mathematics

M.S. or PhD in Physical Sciences

M.S. or PhD in Engineering

Tools

Snowflake

Grid Computing Platforms

Job description

C++ Quantitative Developer (Quant)

at TS Imagine Montreal

About the job

TS Imagine, a global leader in trading and risk management SaaS-based software, is seeking a C++ Quantitative Developer to join our growing Models and Quantitative Data team in Montreal!

As a C++ Quantitative Developer, you will discover, design, develop, and test models to value positions and construct quantitative data (curves, volatility cubes, correlation matrices, etc.) or calculate market risk (VaR, greeks, etc.) in real-time across all asset classes including Crypto. Our risk models are used by some of the largest, most prestigious financial institutions worldwide, ranging from global investment banks to multi-strategy hedge funds.

Who will love this job

• A scientist – comfortable with numerical methods, linear algebra, partial differential equations, probability theory, and statistics
• An engineer – passionate about computer science, system performance, clean code, and architecture with an owner mentality
• A doer – enthusiastic about new challenges, willing to accept a broad spectrum of responsibilities, and committed to high-quality results
• A learner – eager to tackle complex problems in finance and step outside comfort zones
• A teacher – willing to share ideas and bring personal expertise to the team
• An excellent teammate – possessing technical and personal qualities suited for a cutting-edge software environment

What you’ll do

1. Design and develop models for pricing positions and calculating market risk metrics across all asset classes (equity, credit, FX, fixed income, commodities, crypto, and derivatives)
2. Write modern, clean, reusable, well-tested C++ code that scales and performs well on high-performance distributed systems (based on our grid computing platform)
3. Use Python, SQL, and Snowflake to analyze and construct model inputs
4. Create documentation to support model validation when needed

What you should have

1. M.S. or PhD in mathematics, physical sciences, or engineering preferred
2. 3-5 years’ experience in large-scale C++ development, with strong programming and data-intensive product skills
3. Experience with other languages (Python, Java) is a plus
4. Understanding of financial derivatives, market conventions, and their implementation
5. Experience with yield curves, inflation curves, volatility surfaces, and related data
6. Experience developing risk management tools such as VaR, Monte Carlo simulations, scenario analysis, and P&L is desirable

Why TS Imagine / Benefits

• Hybrid work model (3-4 days in-office)
• 25 vacation days and 3 personal days
• Annual bonus and salary review
• Training budget of $1,500
• RRSP with 3% company match
• Health insurance
• Public transportation subsidy (Opus & Cie)

About TS Imagine

Formed from the merger of TradingScreen and Imagine Software, TS Imagine offers integrated trading, portfolio, and real-time risk solutions for capital markets. With nearly 400 employees across 10 offices worldwide, we serve around 500 buy-side and sell-side institutions globally, including hedge funds, asset managers, pension funds, and financial institutions.

We foster a culture of creativity and innovation, encouraging employees to think beyond silos and platforms.

Join us!

Apply for this Job

1. Required First Name
2. Last Name
3. Email
4. Resume / CV (pdf, doc, docx, txt, rtf)
5. Cover Letter (pdf, doc, docx, txt, rtf)
6. Are you authorized to work in Canada?

Additional questions

• Are you on a closed work permit with another employer?
• Are you waiting for permanent residency in Canada? Please specify the province.
• Are you based in Montréal?

Please contact our support team for assistance.