At a Glance
- Tasks: Design and optimize algorithms for financial models and risk management.
- Company: Premier global enterprise services firm with a focus on quantitative engineering.
- Benefits: Competitive hourly rates, full remote flexibility, and access to high-profile projects.
- Other info: Work remotely from Vancouver with opportunities for autonomy and career growth.
- Why this job: Join a high-priority talent network and make an impact in financial engineering.
- Qualifications: Strong background in quantitative methodologies and proficiency in Python and C#.
The predicted salary is between 110 - 110 $ per hour.
Our client, a premier global enterprise services firm, is seeking experienced Quantitative Developers to join an exclusive, high-priority talent network supporting major quantitative engineering and risk management initiatives. In this role, you will bridge the gap between complex mathematical modeling and high-performance software engineering. Working remotely from Vancouver, you will design, implement, and optimize robust algorithms and financial models for top-tier institutional clients.
What You’ll Be Doing
- Build & Implement Models: Translate advanced quantitative methodologies and financial models into production-ready, low-latency code.
- Backtest & Validate: Run rigorous Monte Carlo simulations, stress testing, and backtesting frameworks to validate trading and risk strategies.
- Risk Framework Engineering: Align systems with Basel III regulatory standards and complex financial risk management requirements.
- System Optimization: Develop and refine algorithms in Python and C# to support high-frequency trading (HFT) and low-latency execution environments.
- Data Architecture: Manage large-scale quantitative financial datasets utilizing NoSQL databases and scientific computing libraries (NumPy).
Qualifications
- Core Expertise: Strong background as a Quantitative Developer with demonstrated expertise in quantitative methodologies (required).
- Technical Stack: Hands-on proficiency in Python, C#, NumPy, and modern NoSQL databases.
- Financial Domain Knowledge: Solid understanding of financial modeling, risk management, Basel III framework, or high-frequency trading systems.
- Performance Engineering: Prior experience working on low-latency systems, algorithmic execution, or complex Monte Carlo simulation models.
- Problem-Solving: Exceptional analytical, mathematical, and algorithmic reasoning skills.
What’s In It for You
- Tier-1 Exposure: Access to high-profile quantitative projects across enterprise institutional networks.
- Full Remote Flexibility: Work 100% remotely based out of Vancouver, BC.
- Competitive Compensation: High-market hourly contract rates aligned with senior-level quantitative talent.
- Autonomy & Impact: High-autonomy engagement building mission-critical financial engineering tools.
Quantitative Developer in Vancouver employer: Burke Recruiting Inc.
Join a rapidly growing public practice in Vancouver that offers a clear path to partnership for Senior Tax Managers. With a competitive salary, comprehensive benefits, and a dynamic work culture, this company prioritizes employee growth and mentorship, ensuring you can make a significant impact while advancing your career in a supportive environment.
