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 Quantitative Framework team, you get to:
- Research and design quantitative solutions to problems in derivative pricing, risk management, and other areas of quantitative finance.
- Implement solutions as new features and fix bugs in our C++ and Python analytics library.
- Contribute to the design, maintenance, and extension of our core analytics framework.
- Provide technical support to our client-facing staff as they win business and help our clients succeed with our software.
- A graduate degree in a quantitative discipline (e.g. mathematics, physics, statistics, engineering, quantitative finance).
- Object-oriented programming experience, ideally in C++.
- 0-3 years of technical work and/or research experience.
- Foundational knowledge of quantitative finance and a strong desire to learn more.
Would be great if you also have:
- Industry experience in derivative valuation and risk management.
- Experience with languages such as Python, MATLAB, and "R".
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.