In PersonRelocation assistance is available for candidates currently living outside Vancouver.
About the job
Requirements
At least 1 year of performance-sensitive C++ development experience, including low-latency data pipelines, real-time streaming systems, or financial systems.
A Bachelor's or Master's degree in a technical field such as mathematics or physics.
At least 1 year of C++ experience and demonstrated C++ competency.
Experience with real-time Linux.
Strong analysis and design skills and knowledge of C++ data structures.
Programming experience in Python and C++.
Demonstrated expertise in statistics and mathematical modelling.
The ability to implement ideas in code.
Strong verbal and written communication skills.
Responsibilities
Design, build, test, and support robust C++ applications for live data-feed processing.
Write code to automate every aspect of the trading system.
Build and maintain pre-trade and post-trade tooling.
Design and build applications for data-feed processing.
Code in C++ and Python and use relational time-series databases such as kdb+.
Take charge of individual projects while collaborating with colleagues and the portfolio manager.
Desired Qualifications
Experience participating in national or international mathematics, physics, or computer science competitions.
Experience with Python, R, kdb+, and working in a Unix environment.
Knowledge of financial-system data vendors, including live market data.
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.
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 has at least 1 year of experience performance-sensitive C++ development, building low-latency data pipelines, real-time streaming systems, financial systems, etc. with a demonstrated an ability to drive projects to completion.
The annual base salary range for this position is $120,000 to $160,000 depending on the candidate’s experience, qualifications, and relevant skill set.
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 improve results.
For individuals currently living outside of Vancouver, we offer relocation assistance.
What You'll Do
Design, build, test and support robust C++ applications in particular for live data feed processing
Write code to automate every aspect of the trading system
Build and maintain pre and post trade tooling
Design and build applications for data feed processing
Code in C++, Python and use relational time-series databases (kdb+)
Take charge of your own projects, while collaborating with your colleagues and with the portfolio manager
What You Bring
Bachelors or Masters in a technical field (mathematics, physics or related fields)
1 year of C++ experience and C++ competency
Highly analytical, keen attention to detail
Experience with real time Linux
Strong analysis and design skills and knowledge of C++ data structures
Innate curiosity and an exceptional critical thinker who is result-oriented
Ability to implement your ideas in code
Programming experience in Python and C++
Demonstrated expertise in statistics and mathematical modelling
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
Experience with Python, R, kdb+, and working in Unix environment
Knowledge of financial system data vendor including live market data
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; not eligible for internships