Quantitative Researcher

NumerixS Technologies (NumerixS Quant); Vancouver; On-site; CAD 144,000 - 176,000; Full time

Benefits offered by this job

Annual bonus eligibility based on performance

Extended healthcare coverage

Dental and vision care

$1,000 per year Health Spending Account

RRSP matching up to 9%

Job summary

NumerixS Technologies (NumerixS Quant) in Vancouver is searching for a PhD graduate to join their data-driven team in the algorithmic trading industry. The ideal candidate should have strong programming skills in Python and a background in mathematics or physics. Responsibilities include driving projects to improve trading strategies, coding for trading systems, and analyzing data sets. The position offers relocation assistance, annual performance bonuses, and extended healthcare coverage.

Qualifications

• PhD or Master's in a quantitative field.
• Experience in statistics and mathematical modeling.
• Strong coding ability in Python.

Responsibilities

• Drive projects to enhance trading strategy.
• Automate aspects of the trading system.
• Analyze data sets for investment signals.

Skills

Analytical skills

Attention to detail

Programming in Python

Statistical expertise

Education

PhD in mathematics, physics, or related fields

Advanced Degree/Masters in quantitative disciplines

Tools

Python

C++

R

kdb+

Unix environment

Job description

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 PhD graduate with experience in an academic or post-do research workplace looking to apply their capabilities to the real world. Our approach is to train successful candidates about our industry, markets and products, as such we are looking for people seeking their initial foray in the financial markets.

About You

You are motivated by intellectual challenges, curiosity, and solving problems. You are performance and results driven. You continuously seek to understand new and better approaches to analyze and interpret ‘dirty’ data to improve investment results. You enjoy coding. You love to see your work put into practice. For individuals currently living outside of Vancouver, we offer relocation assistance.

What You’ll Do

• Drive projects to completion that will contribute to an existing trading strategy
• Write code to automate every aspect of the trading system
• Code in Python and use relational time-series databases (kdb+)
• Analyze ‘dirty’ data sets to identify possible investment signals
• Develop predictive quantities to improve existing trading strategy
• Take charge of your own projects, while collaborating with your colleagues and with the portfolio manager

What You Bring

• Mandatory: PhD and Advanced Degree/Masters in in mathematics, physics, hard sciences or related fields in quantitative disciplines.
• Highly analytical, keen attention to detail
• Innate curiosity and an exceptional critical thinker who is results-oriented
• Ability to implement your ideas in code
• Programming experience in Python
• Demonstrated expertise in statistics and mathematical modeling
• 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 Have

• Experience participating in national or international math, physics or computer science competitions is strongly preferred
• Strong experience with C++, R and kdb+ and working in a Unix environment
• Legally entitled to work in Canada (however for exceptional candidates we can provide immigration assistance)

What We Offer

• 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)*
• *After 90 day waiting period; not eligible for internships

Compensation Range: CA$160K