full-time
Quantitative Developer
MPA Recruitment
- Employer
- MPA Recruitment
- Location
- Toronto
- Working pattern
- hybrid
- Salary
- CA$130,000–CA$170,000 / year
About the role
Design, implement, and validate custom market-abuse metrics and quantitative models, using customer trade data and the company’s CaaS product. Support proofs of concept, customer onboarding, system configuration, data analysis, and troubleshooting while coordinating delivery with customers and internal sales and engineering teams. Candidates need hands-on programming experience in a language such as C#, C++, or Python, along with industry experience in financial markets from a trading, risk, or quantitative perspective. They should have strong fixed-income and derivatives knowledge, understand risk sensitivities such as Delta, Gamma, and DV01, and communicate and collaborate effectively with customers and stakeholders.