Quantitative Analyst

NumerixS Quant
Vancouver, British Columbia
Full time
1 day ago

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 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

What You Bring

  • 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

Nice to Have

  • 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)

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

Compensation Range: CA$160K

Apply
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