Quantitative Developer

Quantitative Developer

What we will ask of you:

As part of the Research & Development team, the Quantitative Developer will contribute to the development of FINCAD's award winning technology solutions and our state-of-the-art platform for valuation and risk management of any financial derivative. The successful candidate will make a crucial contribution to the delivery of solutions to derivatives business problems, by developing and maintaining a production implementation of new analytics functionality in a cross-platform modern C++ library and aggressively automated build-and-test system.

Accountabilities will include:

  • Design, document, implement, and troubleshoot software programs for FINCAD's F3 Applications using a combination of modern C++ and Python languages in a multi-platform environment (Windows/Linux/UNIX)
  • In collaboration with a Quantitative Analyst, implement mathematical solutions to financial problems
  • Understand the mathematical methods being applied and appreciate the financial context of the problems being addressed
  • Create detailed research and analysis of defined software engineering problems and prepare design proposals to reflect costs, time and alternative actions to satisfy existing and future needs
  • Work on all aspects of the core valuation machinery that underpins FINCAD's software products and solutions
  • Produce clear and accessible (internal and external) documentation of new functionality
  • Implement new functionality in production C++, with timely delivery per release schedules
  • Ensure a sufficient set of tests populate the test system
  • Participate in peer review of all aspects of the work (code, documentation, testing)
  • Continually deepen personal knowledge of the financial domain through self and assisted studies

What You'll Need:

  • University bachelor's degree in a technical subject such as computer science, engineering, physics or mathematics
  • At least 3 years' experience developing software in C++
  • Some knowledge of applied mathematics such as calculus and probability
  • Experience with numerical computing is strongly preferred
  • Familiarity with Python would be an asset
  • Financial industry experience with a quantitative focus would be an asset
  • Quick learner with an interest in quantitative finance and commitment to increase level of domain knowledge through continuous learning
  • Strong communication skills with an ability to convey complex information to a range of audiences
  • Strong interpersonal skills and customer orientation, adaptability and desire and tenacity to succeed
  • Ability to work well under pressure, meet deadlines, and thrive in a fast-paced, intellectually challenging, and performance-driven environment
  • Detail oriented with good planning and organizational abilities

Next Steps:

If you are a fast learner, a team player who can work independently, a good listener who can work well under pressure, a professional who is accountable and reliable, and you possess a positive attitude; you are a perfect fit for this dynamic, fun, fast-growing company.

To apply for this exciting opportunity to learn and grow in the software and finance industry, please email your resume with a covering letter to quantdev@fincad.com

Job Opportunities

Vancouver Office
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