Quantitative Developer - 12-month Contract
Numerix
Date: 22 hours ago
City: Vancouver, British Columbia
Contract type: Contractor
Since our founding in 1996, we have been at the vanguard of financial technology, providing groundbreaking expertise, quantitative analytics and software that redefine pricing and risk management in the financial markets. With the strategic acquisitions of FINCAD, PolyPaths and Kynex, Numerix has further strengthened its leadership position empowering financial institutions worldwide, to transform risk into opportunities with confidence.
The Quantitative Developer - 12-month Contract will work within the Analytics Engineering Team to help develop the next generation of pricing and risk management product offerings for the financial markets industry.
What You’ll Do
The annual pay range for this position is based on the preferred primary location of the role which is listed above. If you are applying to this role at a location that is not the preferred primary location, please keep in mind the salary range will vary and may fall outside of what is listed. Base pay offered may vary depending on job-related knowledge, skills, and experience.
Also note that unsolicited contact from third-party recruiters or agencies will not be considered at this time. We respectfully request no outreach from agencies.
The Quantitative Developer - 12-month Contract will work within the Analytics Engineering Team to help develop the next generation of pricing and risk management product offerings for the financial markets industry.
What You’ll Do
- Working with multiple analytics libraries to expand Numerix analytics in Python, to enable complex valuation across all asset classes with a focus on fixed income.
- Building out pricing and risk calculation services in the cloud (eg AWS).
- Conducting research into industry-relevant topics in quantitative finance and incorporating up-to-date industry best practices in our solutions.
- Answering technical questions from clients in collaboration with Numerix’s client-facing teams.
- Model validation and ensuring the quality and correctness of analytics in Numerix software.
- 3 - 6 years of experience in quantitative finance or a related field.
- Strong analytical and communication skills.
- Extensive knowledge of derivative pricing, fixed income securities, product structuring, model calibration, and reference data.
- Experience interpreting and translating customer needs into functional and technical requirements.
- Knowledge of market risk analytics, e.g., value-at-risk, profit-and-loss, stress testing.
- Intermediate to advanced coding skills, preferably in Python.
- Bachelor's degree in computer science, engineering, finance, mathematics, physics, or a related field.
- Master’s or Ph.D. preferred. CFA, FRM, or PRM a plus.
- The role is primarily work-from-home. Most of the team is based in Vancouver, BC and New York, NY.
- The role is expected to overlap with Vancouver or New York business hours.
- Some travel to Vancouver and/or New York is required.
The annual pay range for this position is based on the preferred primary location of the role which is listed above. If you are applying to this role at a location that is not the preferred primary location, please keep in mind the salary range will vary and may fall outside of what is listed. Base pay offered may vary depending on job-related knowledge, skills, and experience.
Also note that unsolicited contact from third-party recruiters or agencies will not be considered at this time. We respectfully request no outreach from agencies.
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