Quantitative Software Engineer
June 9
🏢 In-office - Toronto
Description
• Partner in the design, implementation, and deployment of a new Options Trading Platform. • Work directly with trading desks on new feature requests, pricing and execution algos. • Quickly integrate C++ third party applications & quant libraries. • Bring deep technical knowledge such as parallel programming, trading systems, networking, or performance analysis. • Work on cross-functional teams across trading, quant, and development to troubleshoot and solve complex problems. • Building high-performance components for simulation and live trading.
Requirements
• Bachelor’s degree or higher in CS, Engineering or other technical discipline • 3+ years professional experience developing infrastructure for quantitative trading • Experience with options • Experience with options volatility modeling and/or pricing. Solid understanding of options volatility modeling, pricing, stochastic calculus. • Demonstrated strong ability to program in a scientific computing environment (python/numpy/pandas) • Experience developing high-performance, multi-threaded applications using C++. Java experience is a plus. • Strong knowledge of algorithms, design patterns, OOP, threading, multiprocessing, etc • Experience working with distributed systems and large data sets • Strong communication skills in verbal and written English.
Benefits
• 11 paid holidays • Generous Accrued Time Off increasing with years of service • Generous paid sick time • Annual day of service
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