Quantitative Researcher

NumerixS Quant; Vancouver; On-site; CAD 120,000 - 180,000; Full time

Benefits offered by this job

Annual bonus eligibility

Extended healthcare

Dental and vision care

Health Spending Account

RRSP matching

Job summary

NumerixS Quant in Vancouver seeks a PhD-level quantitative researcher to apply advanced mathematics and statistics to real-world trading, focusing on algorithmic development and signal generation.

You will work on Python-based data analysis, time-series modeling (kdb+), and collaboration with portfolio management to improve investment results. Relocation assistance available for those outside Vancouver.

Qualifications

• PhD or advanced degree in mathematics, physics, hard sciences or related quantitative field.
• Highly analytical with attention to detail and curiosity.
• Strong ability to implement ideas in code and translate data into actionable signals.
• Experience with Python and statistics for investment applications.

Responsibilities

• Drive projects to completion contributing to trading strategies.
• Code automation for trading system components.
• Develop data-driven signals from dirty data and time-series.
• Collaborate with portfolio manager and team leaders.

Skills

Python

Statistics

Mathematical modeling

Data analysis

Communications

Education

PhD in quantitative field

Tools

C++

R

kdb+

Unix

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-doc 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