Associate Quantitative Developer, Quantitative Research and Development

FINCAD empowers Capital Market participants to solve derivative analytics problems with innovative simplicity. The key to our success for over 30 years is our unique combination of innovative engineering and a highly dedicated team committed to going above and beyond to help customers and partners achieve their goals. FINCAD is now the Capital Markets Group within Zafin. Products and services will continue to be offered under the FINCAD brand. Headquartered in Vancouver, Canada with offices globally, FINCAD delivers the technology that instills Confidence in Risk.

We are proud to be recognized as a Top Employer in British Columbia for the last 11 years and a Top Canadian SME employer for the last three years in a row.

As an Associate Quantitative Developer in our Quantitative Research and Development department, you will work on a cloud native valuation service using FINCAD's analytics libraries.

Projects and responsibilities include:

  • Expanding a Python interface for FINCAD analytics libraries that enables complex valuation across many asset classes with a simple-to-use interface.
  • Building out pricing and risk measurement service on AWS using Python and FINCAD analytics libraries.
  • Conducting research into industry-relevant topics in quantitative finance (e.g., End-of-Libor) and incorporate up-to-date industry best practices in our solutions.
  • Supporting clients using FINCAD cloud valuation service in collaboration with FINCAD's Client Services team.
  • Model validation and ensuring the quality and correctness of analytics in FINCAD software.

In this position, you get to:

  • Learn rapidly through hands-on project work, collaborating with industry experts, both inside FINCAD and externally.
  • Develop complex valuation and risk management solutions in Python to deliver business value to clients.
  • Continually deepen personal knowledge of the financial and software domains through self and assisted studies.
  • Gain hands on experience with cloud technology.

To be successful, you have:

  • Recently graduated (or soon to be graduating) from an advanced degree (Masters+) in a technical discipline, such as quantitative finance, financial engineering, mathematics, or physics.
  • Hands-on programming experience, preferably in Python.
  • Good quantitative skills in applied mathematics with a focus on probability and numerical analysis.
  • Proficiency in concepts of the financial derivatives market, in particular financial instrument valuations and risk analytics, or a keen interest to learn.
  • Excellent communication skills and the ability to convey complex information to a range of audiences and through a variety of mediums.
  • Experience with AWS would be a plus.

Why choose FINCAD as your preferred employer?

At FINCAD you get to solve interesting problems in an intellectually challenging environment and work alongside very smart and hard-working people to build something that matters. The learning is continuous and in addition to competitive rewards, a flexible work environment, we offer a generous vacation policy.

We have transitioned to a flexible working approach and this role is expected to be remote, ideally in either the US or Canada. A willingness to work flexible hours given global collaboration across the Pacific, Eastern and European time zones is essential.

In addition to competitive salary and a great place to work, we offer:

Flexibility: At FINCAD, it's about getting the job done. You have flexibility when it comes to where and when you work.

Supportive Environment: We get that our team members have lives outside of work. We are understanding and supporting them in any way we can.

Professional Development: We offer a development-focused working environment that provides continual opportunities to learn and hone your skills.

Community Involvement: Working at FINCAD means you will be able to give back to your local and global communities with our organized volunteer efforts. And we welcome you taking initiative on where we can get involved more.

Time to Recharge: Our people work hard. And we realize it's important for them to have time to relax and recharge. That's why we offer a minimum of four weeks vacation to all employees.

Wellness Plans: We provide competitive health, dental and retirement plans in each of the countries we operate.