Quantitative Trade Desk Engineer

IT - Application & Software Development
Toronto, ON
Dec 09, 2021

Our client are innovators that custom-design complex investment trading solutions for $100-billion-dollar-Fund.

They are looking for an experienced individual who can fill a permanent, fulltime Quantitative Trading Desk Engineer role. 

Quantitative & Systematic Trading and Investment Risk Management is a growth area for this division.The Quantitative Trading Desk Engineer is a role residing in IT, but will support Investment Management by developing software solutions using data-science techniques, producing market Intelligence and systematic content & signals, derived from a significant range of cross-asset investment data under the direction from Investment Managers. This content and signal generation will contribute to discover trading and risk management decision making opportunities for Investment Management. 

Success factors for this role include strong, organized, and effective approach to troubleshooting complex problems with the agility that is suitable for a high-stake trading environment 

What you will do

·       Key domain leader in designing and building innovative software solutions in the areas of core algorithmic trading API’s, models & signals implementations, pre/post trade analytics, back testing and risk functions for the Systematic Investment Trading Desk 

·       Develop custom technical solutions and employ industry best practices to build and support Front/Back office applications and platforms from Portfolio Management and Trading Perspectives by applying detailed knowledge of investment management concepts across multiple asset classes. 

·       Directly partner with Investment Management division to implement/optimize/support new investment models, strategies across various financial instruments (currencies, futures, rates, equities…etc.) via technical and software implementations 

·       Integrate market trading API’s into their Order Management and Book of Record/Compliance Systems 

·       Design and oversees the data workflow, data engineering and data mining on time-series market data and trade signals, under the direction from the Systematic Trading Desk

·       Professional documentation of methodology, validation testing and specifications used for modeling 

·       Identify, prioritize, and manage projects independently and in collaboration with peers as requirements and timelines dictate 

·       Key driver of the end user computer technologies 

·       Strong Team player

·       Clearly communicates complex concepts 

·       Mentoring and developing junior team members 

Experiences with following are a plus

·       Implementations of trade execution and cost analysis based on Investment Management division’s research and models 

·       Understanding of pre-trade, post-trade of trade workflow and provide suggestions on improvement of efficiencies from software engineering and infrastructure perspective 

What you bring:

·       Advanced degree in quantitative subjects such as Computer Science, Mathematics, Statistics or Engineering 

·       Professional accreditation in Charted Financial Analyst (CFA) and/or Financial Risk Manager (FRM) 

·       10+ years Capital Markets experience with strong investment product knowledge (including OTC-Over the Counter vanilla and exotic derivatives) 

·       10+ years Technical & Quantitative Development experience 

·       Solid understanding of systematic investment strategies/processes, quantitative techniques (statistics, optimization), market microstructure, portfolio theories, execution and pre/post trade analytics across several asset classes 

·       Experience developing real-time Equity, FX, Futures trading platforms, inclusive of algorithmic and systematic complex event processing at any financial institution. 

·       In depth knowledge of the principles, theories, practices and techniques on functional design for all functional components to build high throughput trading applications 

·       Experience with software development methodologies and agile development practices 

·       Proven java/c/c#/python/SQL experience in capital markets

·       Experience in working with/or developing with time series database, BPIPE, DAPI, OMS is a plus 

·       Design and automate testing harnesses for systematic trading, valuation and risk models 

·       Previous experience in capital markets, including quantitative research, trading and portfolio analytics 

·       Effectively communicate with end users who may not be technical proficient and present ideas in simple but effective manner and translate them into actionable workplans 

·       Able to handle stress and manage expectations from different business/technical stakeholders in this fast-paced environment 

·       Ability to interact with and build strong working relationships with Traders and technology Teams (Analysts, Developers, Coaches) 

·       Excellent technical and non-technical verbal and written communication skills 

·       Comfortable working in a multidisciplinary team of varying skill levels 

·       Comfortable working in an environment with a high rate of change and, when appropriate, willingness to step outside of primary role in order to facilitate successful outcomes 

·       Passionate about improving your own skills as well as those of your colleagues through knowledge sharing and mentoring 

Why you will love working with the group

  They are part of the IT division that partners with their investment teams on designing, building, and delivering solutions to influence investment decisions and the growth of the fund.

·       They are innovators who use the latest tools, technologies and lean processes in a cloud-based environment (e.g., AWS Cloud, Kubernetes, Java, C#, Javascript, HTML5, MSSQL Server, SAP Hana, Python). 

·       They have an entrepreneurial mindset overseeing our projects from end-to-end. 

·       Their principles are focused on delivering true customer value in a dynamic and fast-paced environment. 

·       They are champions at delivering trade messaging solutions for trade workflow automation of multiple asset classes, leveraging DevOps for automated testing and deployment pipelines and using Amazon Web Services for dynamic infrastructure. 

·       They explore the boundaries of what technology can do so we can provide the ideal solutions to solve business problems. 

·       They are friendly, diverse, collaborative, passionate and with limitless potential.

·       They are students and teachers to each other to ensure we are cultivating a high-performance team.

·       They are your cheerleaders and mentors to unleash your potential and help grow your career.We enable you to develop your skills by challenging the status quo and solving problems within the technology landscape, like volume (machine learning, back testing), velocity (streaming data, complex event processing) and variety (structured and non-structured data) to arrive to meaningful decisions.

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