Quantitative Developer

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