Quant Developer

Greater Toronto Area
Perm Full-Time
Finance & Accountancy, IT & Technology

MPA Recruitment has been retained a leading FinTech org in the intelligent trade surveillance space to recruit a Quant Developer for their Toronto team (hybrid).

Founded in 2010, this company delivers uniquely intelligent trade surveillance software to world leading financial institutions. Developed by market professionals, our solutions use sophisticated modelling techniques to detect single and cross-product market manipulation.

With a team of over 150 experts worldwide, they combine global reach with deep markets expertise to help our customers mitigate financial, regulatory, and reputational risk.

The Role

We are seeking a Quantitative Developer to help design, build, and validate the models that power our industry-leading market surveillance and analytics products. As part of our Professional Services division, you'll collaborate with a team of ex-Traders and Structurers to create and deploy custom market abuse metrics and analytics.

The successful candidate will combine financial markets expertise and stakeholder management skills in this customer facing position, and develop a detailed understanding of the model-based approach to market abuse surveillance.

Responsibilities:

  • Understand customer needs through both direct contact and analysis of their trade data
  • Design and implement custom metrics and models via our CaaS product
  • Contribute to PoCs and the technical onboarding of new customers
  • Perform technical tasks such as system configuration, running data batches and troubleshooting implementation issues
  • Use our in-house big data language for large-scale pricing and data analysis
  • Collaborate cross-functionally with internal stakeholders to ensure timely delivery, such as our sales and engineering teams

Requirements

  • Hands-on skills in a programming language such as C#, C++ or Python
  • Proven industry experience in financial markets from a trading, risk or quantitative perspective
  • Sound knowledge of the fixed-income asset class, including derivatives
  • Deep understanding of risk sensitivities or "Greeks" such as Delta, Gamma, DV01 etc.
  • Good interpersonal skills and keen to collaborate closely with customers
  • Excellent written and oral communication, with the ability to summarise information to stakeholders in a clear and concise manner
  • Able to prioritise, assign and manage competing customer needs
  • Keen to work in a fast-paced environment

Benefits

You will benefit from a rewarding journey within a fast-growing company that thrives on innovation and collaboration. By combining the best of technology and global markets, we’re able to solve complex problems together and deliver meaningful results to our customers. Everybody has value to bring, and we welcome individuality as a key driving force behind our collective success.

Rooted in everything that we do are our core values: Accountability, Ambition, Partnership and Trust. These values provide the foundation for a sustainable workplace culture that empowers you to grow, contribute, and become your best self.

Employee Benefits:

  • Annual discretionary performance bonus (permanent employees only)
  • Office lunches twice a week
  • Private medical insurance + dental cover
  • Extended parental leave (up to 6 months of fully paid maternity leave)
  • 25 days annual leave + bank holidays
  • Enhanced company pension plan
  • 5 days study leave towards professional qualifications
  • Salary sacrifice schemes
  • Death in service coverage

To find out more please send an up to date resume to Conall.anderson@mparecruitment.ca

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