Senior Quantitative Developer
Remote (Canada, USA, Ireland & UK)

FINCAD, the Capital Markets Group within Zafin, empowers capital market participants to solve complex derivative analytics problems with simplicity. The key to our success for over 30 years is our combination of innovative engineering and a highly dedicated team committed to going above and beyond to help customers and partners achieve their goals. 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 a Senior Quantitative Developer in our Strategy Management - Analytics 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: 

  • Ph.D. or Master's degree in a quantitative field, such as quantitative finance, financial engineering, statistics, computer science, mathematics, or physics. 
  • 5+ years of experience developing quantitative analytics software in the financial industry, preferably with Python. 
  • A track record delivering well-designed software solutions using appropriate design patterns.
  • An in-depth understanding of object-oriented programming and experience with the version control, the software development lifecycle, continuous integration, and automated testing. 
  • Experience or knowledge in several of the following areas: derivatives pricing, risk management practices, credit risk modeling, market risk modeling, counterparty risk modeling, numerical methods for differential equations, Ito calculus, Monte Carlo simulation, technical writing, Unix, AWS.
  • Keen interest in banking and finance, especially in the field of pricing and risk modeling.
  • A passion for analyzing and solving complex problems.
  • Strong organizational and multi-tasking skills with demonstrated ability to manage expectations and deliver quality results on time. 
  • Excellent communication skills and the ability to convey complex information to a range of audiences and through a variety of mediums.

What's in it for you? 

If you work with us, we expect you’ll show the spirit, drive, and intellect that makes you great. We offer a challenging, team-oriented work environment, competitive remuneration and benefits, and excellent opportunities for professional and personal growth. If you believe you are up for the challenge, please apply.

We welcome and encourages applications from people with disabilities. Accommodations are available on request for candidates taking part in all aspects of the selection process.

Zafin is committed to protecting both the privacy and security of the personal information collected from all applicants throughout the recruitment process. The methods in which Zafin collects, uses, stores, handles, retains or discloses applicant information can be accessed by reviewing Zafin’s privacy policy.