Quantitative Developer

NumerixS Quant; Vancouver; On-site; CAD 80,000 - 120,000; 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 Quant in Vancouver is seeking a skilled candidate with a Masters or PhD for a role in algorithmic trading. The ideal applicant has at least 1 year of C++ experience, strong analytical skills, and a keen attention to detail. You will drive projects to completion, design and support C++ applications, and analyze complex data sets. The company provides relocation assistance for candidates outside Vancouver and offers an annual bonus and comprehensive healthcare coverage.

Qualifications

• 1 year of C++ experience and competency.
• Strong expertise in statistics and mathematical modeling.
• Experience with real-time Linux.

Responsibilities

• Drive projects to completion that will contribute to an existing trading strategy.
• Design, build, test and support robust C++ applications.
• Analyze ‘dirty’ data sets to identify possible investment signals.

Skills

C++ competency

Python programming

Critical thinking

Attention to detail

Analytical skills

Education

Masters or Ph.D. in mathematics, physics or related fields

Tools

Linux

kdb+

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 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.

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
• 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

What You Bring

• 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 Have

• 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

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