Senior Quantitative Engineer – Portfolio & Trading AI

Socket.dev; Toronto; On-site; CAD 120,000 - 190,000; Full time

Benefits offered by this job

Total Rewards program

Bonuses

Stock options

Job summary

RBC is seeking a software engineer to build logic-intensive components for a digital wealth management platform in Toronto. You’ll work on Monte Carlo simulations, portfolio optimization, and trading algorithms, delivering Python-based APIs and services that support complex financial models.

You will design and test scalable applications, extract data for model development, and collaborate across teams to implement cutting-edge quantitative methods in a fast-paced environment.

Qualifications

• 5+ years of software development in a quantitative finance area.
• 3+ years building large scale applications/APIs in Python.
• Bachelor’s degree in Economics/Finance/Math/CS/Statistics or equivalent experience.
• Strong knowledge of quantitative concepts, including applied statistics.
• Experience with analytics libraries and frameworks: TensorFlow, scikit, NumPy.
• Experience with RESTful APIs and Python API frameworks like Django/Flask.

Responsibilities

• Develop software for quantitative and portfolio management using Python.
• Design/test/maintain/improve core trading and research applications.
• Develop code to extract data from sources to support models.
• Collaborate with team on best practices.
• Conduct research on portfolio optimization, backtesting, and trading models.

Skills

Python

APIs

Quantitative finance

Portfolio optimization

Backtesting

Problem solving

Finance knowledge

Education

Bachelor’s degree in Economics/Finance/Mathematics/CS/Statistics

Tools

TensorFlow

scikit

NumPy

Django

Flask

RESTful APIs

Job description

RBC is seeking a software engineer to build logic-intensive components for a digital wealth management platform in Toronto. You’ll work on Monte Carlo simulations, portfolio optimization, and trading algorithms, delivering Python-based APIs and services that support complex financial models.

You will design and test scalable applications, extract data for model development, and collaborate across teams to implement cutting-edge quantitative methods in a fast-paced environment.