Lead S/W Engineer / Quant Trading



Lead S/W Engineer / Quant Trading

Vancouver, British Columbia  - Permanent


Job Description

Our client, with 25 years of history in principal trading, is seeking to hire quantitative developers to join their newly formed Quantitative Research and Trading Group in Metro Vancouver.

One of the 1st hires will be the Lead Developer who join this group at its inception, help build a team to build a best in class, ultra low latency, high performance, trading platform.

The quant dev team will work closely with AI Researchers and Traders to develop high performance algorithmic trading strategies from inception to production. Their research and development teams collaborate on idea generation and strategy development, while encouraging independent exploration and original approaches. The role will challenge your ability to design best in class solutions for high bandwidth applications as well as optimize key latency sensitive routines within the pipeline.


Responsibilities:


•Work collaboratively with the Trading Desk Head, Lead Data Sci, Quantitative Research and ensuing teams
•Collaboratively designing, building and maintaining a low latency trading system
•Creating scalable and performant software using software engineering best practices
•Implementing strategies of the quant research and trading teams
•Driving projects and leading new initiatives


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 benefs:

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:

•Bachelors, Masters, or PhD in a technical field – Engineering, Statistics, Computer Science, Mathematics, Physics
•Strong understanding of software development principles (OO design, TDD, etc)
•Have a background in multi-threaded programming and a strong understanding of hardware/software interaction
•Advanced programming skills in C++ and some proficiency in Python
•A keen interest in or experience developing models for trading solution that harness the power of Machine and Deep learning solutions to optimize margins in financial markets and or in high frequency trading environment or in field outside of finance.


Nice to Have Skills:

•Financial experience is a plus but not a requirement
•Experience building ML models and then packaging or productizing these models for deployment into existing systems
•A background in quantitative engineering or equity trading or financial services etc.


Details:

Starting: Apply to: rwm@gurulink.ca