C++ Quantitative Developer

  • Location: Toronto, Ontario
  • Type: Contract
  • Job #1395
Quantitative Developer (C++) 
(5 Months+ Toronto/ Work from Home)

Job Posting ID: BNSJP00017840
Contract Length: Till oct 29th 2021 (possibility for extension based on performance and funding)
WFH (once on site 40 King Street W, Toronto)
Hours: 9am-5pm (flexible)

Story Behind the Need:
Business Group: Global Analytics & Financial Engineering, NY is seeking a Quantitative C++ Developer for a large scope project regarding the benchmark rate taking place industry wide. The Team is responsible for ensuring the analytics surrounding them are ready and tested for the benchmark report. They are currently halfway through this section, however it is anticipated to go on for another year (the overall project is anticipated to be ongoing).

Candidate Value Proposition:
The successful candidate will have the opportunity to gain further hands on experience with niche technologies such as C++ quantitative coding while also having a chance to be further extended.

Typical Day in the Role:

  • C++ development testing
  • Integrating with other systems and languages
  • Re-write of C++ Analytics library
  • Provide framework for analytics development
  • Provide Robust Integration and Testing Platform. Development / Improvement plus Daily support to ensure smooth operation
  • Integration across various systems and architectures.
  • Implementation of new C++ code
  • Support of model developers.
  • Delivery of new front office tools / infrastructure

Must Have Skills/Requirements:
1) Quantitative Development – C++ – 5+ years of hands on experience
2) Finance experience (derivative pricing and risk management) -3+ years of hands on experience
3) Development on Windows and Linux – 3+ years of hands on experience

Nice to Have Skills:

  • Scala experience
  • RiskWatch experience
  • Masters or PhD in Mathematics, Finance, Physics or Electrical Engineering (highly preferred)

Soft Skills:

  • Strong communication skills – written and verbal
  • Team player, collaborative
  • Hit the ground running, self sufficient, self starter
  • Strong in analytics*

Bachelors Degree in Science/Mathematics/Engineering/Finance or similar field

Additional Notes:

  • Quantitative Development C++ experience at a bank (front-office) is highly preferred (needs to be hands on*)
  • Value and derivates in C++
  • More focused on interest rate

To Apply: 

Please apply with resume in Word format.

About Us:

We specialize in the recruitment of high performing, talented, Accounting, Finance, and Project Professionals who are being sought after by top tier companies for permanent, contract and project opportunities in Banking, Finance and Accounting. As a relationship first company, we build win-win partnerships with the candidates and companies we work with. Our focus is to make sure that we get it right the first time saving you time, money and energy during the search process. As your trusted recruitment advisor, we work hard to ensure that you have the very best experience in your search.