FINCAD provides software and services supporting the valuation, reporting, and risk management of multi-asset, multi-currency portfolios to hedge funds, asset managers, insurers, pension funds, banks, and corporate treasuries around the world from our offices in Vancouver, New York, London, and Dublin.
As an Associate Quantitative Analyst on the R&D team at FINCAD you get to:
- Research and design quantitative solutions to solve clients' pricing and risk measurement problems on vanilla and exotic derivatives from all asset classes: Interest rate, FX, commodity, equity, credit, and fixed income.
- Design, maintain, and extend our C++ core analytics framework and Python analytics library.
- Provide technical support to our client-facing staff as they win business and help our clients succeed with our software.
- Perform model validation and ensure the quality and correctness of analytics in FINCAD software.
- Conduct research into industry-relevant topics in quantitative finance and communicate results in the form of articles and product documentation.
- Continually deepen personal knowledge of the financial and software domains through self and assisted studies.
To ensure your success as a FINCADian you must have:
- A graduate degree in a quantitative discipline (e.g. mathematics, physics, statistics, engineering, quantitative finance).
- Programming experience with Python and C++ and understanding of object-oriented design.
- Up to 3 years of technical work and/or research experience.
- A strong desire to learn quantitative finance.
- Ability to work well under pressure, meet deadlines, and thrive in a fast-paced, intellectually challenging, and performance-driven environment.
It would be great if you have:
- Knowledge of and experience with derivative valuation and risk management.
- Practical experience with using C++ and/or Python under the object-oriented paradigm.
At Fincad you get to solve interesting problems in an intellectually challenging environment and work alongside smart people to build something that matters. The learning is continuous and in addition to a flexible work environment, we offer a generous vacation policy.