Quantitative Developer

Burke Recruiting Inc.; Vancouver; Remote; CAD 117,000 - 152,000; Full time

Job summary

Burke Recruiting Inc. in Vancouver, BC, seeks a Quantitative Developer to bridge advanced mathematical modeling and production-quality software, working remotely for top-tier institutional clients.

The role emphasizes implementing low-latency algorithms in Python and C#, backtesting with Monte Carlo methods, and aligning risk frameworks with Basel III in a high-performance environment.

Qualifications

• Strong background as a Quantitative Developer with expertise in quantitative methodologies.
• Proficient in Python, C#, NumPy, and NoSQL databases.
• Knowledge of Basel III or high-frequency trading systems.
• Experience with low-latency, Monte Carlo simulations.
• Analytical and mathematical problem-solving abilities.

Responsibilities

• Build & Implement Models: Translate advanced quantitative methodologies and financial models into production-ready, low-latency code.
• Backtest & Validate: Run rigorous Monte Carlo simulations, stress testing, and backtesting frameworks to validate trading and risk strategies.
• Risk Framework Engineering: Align systems with Basel III regulatory standards and complex financial risk management requirements.
• System Optimization: Develop and refine algorithms in Python and C# to support high-frequency trading (HFT) and low-latency execution environments.
• Data Architecture: Manage large-scale quantitative financial datasets utilizing NoSQL databases and scientific computing libraries (NumPy).

Skills

Python

C#

NumPy

NoSQL databases

Quantitative modeling

Monte Carlo

Tools

NoSQL databases

Job description

Title: Quantitative Developer | Location: Vancouver, BC (Remote)

Estimated Rate: $85 - $110 / hour | Job Type: 6-18 months

About the Opportunity Our client, a premier global enterprise services firm, is seeking experienced Quantitative Developers to join an exclusive, high-priority talent network supporting major quantitative engineering and risk management initiatives. In this role, you will bridge the gap between complex mathematical modeling and high-performance software engineering. Working remotely from Vancouver, you will design, implement, and optimize robust algorithms and financial models for top-tier institutional clients.

What You’ll Be Doing

• Build & Implement Models: Translate advanced quantitative methodologies and financial models into production-ready, low-latency code.
• Backtest & Validate: Run rigorous Monte Carlo simulations, stress testing, and backtesting frameworks to validate trading and risk strategies.
• Risk Framework Engineering: Align systems with Basel III regulatory standards and complex financial risk management requirements.
• System Optimization: Develop and refine algorithms in Python and C# to support high-frequency trading (HFT) and low-latency execution environments.
• Data Architecture: Manage large-scale quantitative financial datasets utilizing NoSQL databases and scientific computing libraries (NumPy).

Qualifications

• Core Expertise: Strong background as a Quantitative Developer with demonstrated expertise in quantitative methodologies (required).
• Technical Stack: Hands-on proficiency in Python, C#, NumPy, and modern NoSQL databases.
• Financial Domain Knowledge: Solid understanding of financial modeling, risk management, Basel III framework, or high-frequency trading systems.
• Performance Engineering: Prior experience working on low-latency systems, algorithmic execution, or complex Monte Carlo simulation models.
• Problem-Solving: Exceptional analytical, mathematical, and algorithmic reasoning skills.

What’s In It for You

• Tier-1 Exposure: Access to high-profile quantitative projects across enterprise institutional networks.
• Full Remote Flexibility: Work 100% remotely based out of Vancouver, BC.
• Competitive Compensation: High-market hourly contract rates aligned with senior-level quantitative talent.
• Autonomy & Impact: High-autonomy engagement building mission-critical financial engineering tools.