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Senior Quantitative Developer

Virtusa

Mississauga

On-site

CAD 90,000 - 130,000

Full time

25 days ago

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Job summary

A leading investment bank is seeking a Senior Quantitative Developer to join their Foreign Exchange Technology team at Virtusa. The successful candidate will be responsible for developing robust low-latency systems that facilitate FX trading and analytics. This role requires collaboration with quantitative analysts and traders to implement and optimize statistical models, ensuring high-performance and reliability in production environments. Candidates with a strong technical background in C++, Python, or Java, along with a solid understanding of quantitative finance principles, are encouraged to apply.

Qualifications

  • 3 to 10 years of quantitative development experience, preferably in FX.
  • Experience with low-latency systems and parallel computing.
  • Strong foundation in numerical methods and statistical techniques.

Responsibilities

  • Develop and maintain high-performance pricing and risk engines for FX.
  • Optimize algorithms for low-latency trading systems.
  • Collaborate with traders and analysts to enhance tools for FX analytics.

Skills

C++
Python
Java
Statistical modeling
Machine learning
Parallel computing
Problem solving
Analytical thinking
Communication

Education

Master or PhD in Computer Science, Finance, Mathematics, Physics

Job description

Join to apply for the Senior Quantitative Developer role at Virtusa.

We are seeking a highly skilled and motivated Quant Developer to join our Foreign Exchange (FX) Technology team within the Global Markets division of a leading investment bank. The ideal candidate will work at the intersection of quantitative research and high performance technology, building robust, low latency systems that power FX trading and analytics. You will collaborate closely with quantitative analysts, traders, and technologists to implement and optimize statistical models that drive our FX business.

Responsibilities include:

  • Collaborate with quantitative researchers to translate statistical models into efficient and reliable production code.
  • Develop and maintain high-performance pricing, risk, and analytics engines for FX spot, forwards, swaps, and options.
  • Design and implement low-latency, scalable infrastructure for real-time data processing and trading strategy execution.
  • Optimize algorithms for speed and robustness across a variety of market conditions and asset types.
  • Ensure rigorous testing, documentation, and version control in all production code.
  • Partner with trading desks and quantitative teams to understand evolving business needs and enhance model capabilities accordingly.
  • Contribute to architectural and strategic discussions on platform evolution and design.
  • Design, develop, and optimize performant code for FX trading applications based on statistical and machine learning models.
  • Implement and maintain high-frequency and low-latency trading systems that align with business objectives and regulatory requirements.
  • Collaborate closely with quantitative analysts, traders, and risk managers to translate complex mathematical models into robust software solutions.
  • Develop tools for pricing, forecasting, and risk analytics in FX markets using advanced statistical techniques.
  • Ensure software reliability, scalability, and fault tolerance in production environments.
  • Conduct rigorous testing, debugging, and performance profiling to guarantee the accuracy and efficiency of all implementations.
  • Stay ahead of emerging technologies and trends in FX trading and apply relevant advancements to improve existing systems.

Qualifications:

  • Strong programming skills in C++, Python, or Java, with a focus on performance and reliability of low latency solutions.
  • Deep understanding of numerical methods, probability theory, statistical modelling, machine learning, and numerical techniques.
  • Experience with parallel computing, low-latency systems, or real-time data feeds (e.g., Market data handling).
  • Familiarity with FX products (spot, forwards, NDFs, options) and pricing models.
  • Strong grasp of computer science fundamentals including data structures, algorithms, and multithreading.
  • Advanced degree (Master or PhD) in Computer Science, Finance, Mathematics, Physics, or a related quantitative field.

Experience:

  • 3 to 10 years of experience in quantitative development, preferably in FX or broader FICC trading environments.
  • Experience working in a front office or research aligned quant dev role at a bank, hedge fund, or trading firm.
  • Proven experience in developing performant code for trading systems, preferably in FX or similar financial markets.
  • Exposure to quantitative finance concepts, including derivatives pricing, portfolio optimization, and market risk analytics.
  • Experience with distributed systems and cloud-based architectures.

Soft Skills:

  • Excellent problem solving and analytical thinking skills.
  • Strong communication skills to interface with traders, quants, and technology teams.

Additional details:

  • Seniority level: Associate
  • Employment type: Full-time
  • Job function: Finance and Sales
  • Industries: IT Services and IT Consulting

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