Quantitative Researcher

The role

This person will drive projects to contribute to an existing trading strategy. They will write code to automate the trading system and analyze data sets to identify investment signals.

What you will 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
• Collaborate with colleagues and the portfolio manager

Required qualifications

• PhD and Advanced Degree/Masters in mathematics, physics, hard sciences or related fields in quantitative disciplines
• Highly analytical
• Keen attention to detail
• Innate curiosity
• Exceptional critical thinker
• Results-oriented
• Ability to implement 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

Nice to have

• Experience participating in national or international math, physics or computer science competitions
• Strong experience with C++, R and kdb+ and working in a Unix environment
• Legally entitled to work in Canada

Benefits

• Annual bonus eligibility based on performance
• Extended healthcare coverage
• Dental and vision care
• $1,000 per year Health Spending Account
• RRSP matching up to 9% (maximum annual contribution of $13,250)

Before you apply

• For exceptional candidates we can provide immigration assistance

About the company

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.