Quant Research / Data Sci



Quant Research / Data Sci

Vancouver, British Columbia  - Permanent


Job Description

Our client, with 25 years of history in principal trading, is seeking to hire quantitative researchers for an algorithmic trading research group at their newly formed offices located in Metro Vancouver.

Technology driven, they trade their own capital across a broad range of asset classes, instruments and strategies, in financial markets around the world.

Quantitative Researchers will apply tools from a variety of disciplines including statistics, control theory, machine learning, optimization, and signal processing to develop algorithmic trading strategies. Our research team collaborates on idea generation and strategy development, while encouraging independent exploration and original approaches. Researchers have access to clean data integrated with a high performance computing grid and the support of dedicated software developers.


Responsibilities:

•Developing trading strategies using statistical and machine learning algorithms
•Design and implement optimization algorithms
•Develop quantitative models describing market behavior


Special Perks:

Benefits:

Very competitive base salaries.
Profit Sharing of "trading desk profit pool" commensurate with your contribution the desk's success.

Working with a world class, best in class principal trading firm
Working with a veteran Quant Research Trader

Taxable benefits:

Automatic coverage of life, health and travel insurance
Supplied food (breakfast, lunch and take home meals, plus snacks at your disposal)
Transportation to and from work. A option of bus, metro, train, bixi.
Physical activities sessions and gym membership with any facility
Group Activities (yearly activity allowance to participate in out of work activities)
Smartphone
Daycare Subsidy
Top Ups for Paternity and Parental leave based on the employees years of service. We will match the government contribution starting at 75% after two years of service to 100% after 5 years of service
Education and Training for further career advancement
Professional Membership
3 weeks’ vacation + 5 flexible personal days (Prorated for the first year)


Must Have Skills:

Requirements:
•PhD in a technical field – Engineering, Statistics, Computer Science, Mathematics, Physics
•Expertise in statistics and machine learning
•Experience building mathematical models for complex real-world problems
•Intermediate to advanced programming skills in Python, C# or C++


Nice to Have Skills:

•Financial experience is beneficial not a requirement


Details:

Starting: ASAP apply to: rwm@gurulink.ca