Quantitative Researcher
- Vancouver, BC, Canada
$160,000 CAD / year · Full-time
Applications open in a new tab.
Job details
- Pay
- $160,000 CAD / year
- Job type
- Full-time
- Apply by
- Posting language
- English
- Posted
Original job description
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
- 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
- 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)
- 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
Complete research projects that contribute to existing trading strategies, including automating trading-system processes with Python and relational time-series databases. Analyze noisy data to identify investment signals and develop predictive measures, while managing projects and collaborating with colleagues and the portfolio manager.
Requirements
Requires a PhD and an advanced degree or master's degree in mathematics, physics, hard sciences, or a related quantitative discipline, along with Python programming experience and demonstrated expertise in statistics and mathematical modeling. Candidates should be analytical, detail-oriented, curious, results-driven, able to communicate effectively, and capable of implementing ideas in code; experience with C++, R, kdb+, Unix, or math, physics, or computer science competitions is preferred.
Skills
- Python
- Statistics
- Mathematical Modeling
- Quantitative Research
- Data Analysis
- Algorithmic Trading
- Predictive Modeling
- Investment Signal Identification
- kdb+
- C++
- R
- Unix
- Critical Thinking
- Communication
- Project Management
Benefits
- Performance-Based Annual Bonus
- Extended Healthcare Coverage
- Dental Care
- Vision Care
- Health Spending Account
- RRSP Matching
- Relocation Assistance
Visa sponsorship
Detected
Categories
- Finance & Accounting
- Data & Analytics
- Science & Research
- Technology
Keywords
- Quantitative Research
- Algorithmic Trading
- Investment Management
- Python
- C++
- R
- kdb+
- Unix
- Statistics
- Mathematical Modeling
- Predictive Modeling
- Data Analysis
- Noisy Data
- Investment Signals
- Trading Strategies
- Trading-System Automation
- Mathematics
- Physics
- Hard Sciences
- Quantitative Disciplines
- Research
- Critical Thinking
- Project Management
- Portfolio Management