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 in the Vancouver Financial Engineering Hub at FINCAD, you get to work on projects in a wide variety of applications of financial engineering across many areas of FINCAD's business. These include:
- Building solutions using FINCAD software 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.
- Supporting clients using FINCAD software solutions in collaboration with FINCAD's Client Services team.
- Working with FINCAD's R&D team to incorporate pricing and risk solutions into FINCAD's products.
- Model validation and ensuring the quality and correctness of analytics in FINCAD software.
- Conducting research into industry-relevant topics in quantitative finance and communicating results in the form of articles and product documentation.
In this position, you get to:
- Learn rapidly through hands-on project work, collaborating with industry experts, both inside FINCAD and externally.
- Program complex valuation and risk management calculations into microservices and apps in Python to deliver business value to clients.
- Experience working in different areas within FINCAD, including working with clients and contributing to R&D/innovation of FINCAD products. Test-drive the career direction that interests you most while enabling FINCAD to assess your talents.
- Work with a wide spectrum of clients in the financial industry including insurance, pension funds, banks, hedge funds, wealth management and large corporates.
- Continually deepen personal knowledge of the financial and software domains through self and assisted studies.
To be successful, you have:
- PhD in a quantitative subject (e.g. Mathematics, Physics) with strong quantitative skills, or comparable experience.
- Strong and focused interest in quantitative finance and a strong desire to learn more.
- Programming experience with Python or C++ and object-oriented design.
- Experience writing and publishing in a highly technical domain, preferably for more general audiences.
- Experience ideally with pricing and valuation of OTC derivatives and risk management.
- Excellent communication skills and the ability to convey complex information to a range of audiences and through a variety of mediums.
- Ability to work well under pressure, meet deadlines, and thrive in a fast-paced, intellectually challenging, and performance-driven environment.
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.