Quantitative Developer
- Vancouver, BC, Canada
$120,000 to $160,000 CAD / year · Full-time
Applications open in a new tab.
Job details
- Pay
- $120,000 to $160,000 CAD / year
- Job type
- Full-time
- Experience
- 1 year of C++ experience and C++ competency
- Posting language
- English
- Posted
Original 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.
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 has at least 1 year of experience performance-sensitive C++ development, building low-latency data pipelines, real-time streaming systems, financial systems, etc. with a demonstrated an ability to drive projects to completion.
The annual base salary range for this position is $120,000 to $160,000 depending on the candidate’s experience, qualifications, and relevant skill set.
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 improve results.
For individuals currently living outside of Vancouver, we offer relocation assistance.
What You'll Do
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+)
Take charge of your own projects, while collaborating with your colleagues and with the portfolio manager
What You Bring
Bachelors or Masters in a technical field (mathematics, physics or related fields)
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
More about this job
Responsibilities
Design, build, and support robust C++ applications for live data feed processing and trading system automation. Analyze complex data sets to identify investment signals and collaborate with portfolio managers to drive trading strategy projects to completion.
Requirements
Requires a Master's or PhD in mathematics, physics, or a related quantitative field with at least one year of C++ experience. Candidates must possess strong analytical skills, proficiency in Python, and the ability to implement mathematical models in code.
Skills
- C++
- Python
- Kdb+
- Mathematical Modelling
- Statistics
- Linux
- Data Analysis
- Critical Thinking
- Software Design
- Algorithmic Trading
- Data Feed Processing
Benefits
- Annual bonus eligibility
- Extended healthcare coverage
- Dental care
- Vision care
- Health spending account
- RRSP matching
Visa sponsorship
Not detected in the job text
Categories
- Finance & Accounting
- Software
- Data & Analytics
- Science & Research
- Technology
Keywords
- Quantitative Developer
- Algorithmic Trading
- C++
- Python
- Kdb+
- Linux
- Unix
- R
- Mathematical Modelling
- Statistics
- Time-Series Databases
- Data Feed Processing
- Investment Signals
- Quantitative Disciplines
- Financial System Data