Application Period: Sept. 19, 2014 - Sept. 30, 2014
This is a Montreal based role to focus on Fixed Income Interest Rate products. The candidate will be required to work with other quantitative stats and traders (located in NY and London) to deliver MIS reports and trading analytics.
The objective is to provide transparency of trading performance that increases business revenue. It includes (but not limited to) measuring desk profitability, client performance, price action, latency analysis, behavior patterns, hedging performance, and various optimizations. The role will initially make use the programming language KDB/Q and R but may eventually encompass other languages such as Java and Scala. All work will be delivered to a common web based reporting website using Flex and Angular JS.
- Strong quantitative academic background - most likely a PhD or MS in a quantitative discipline
- Highly technical with computer programming education or experience (Java/C++) , low latency and high frequency, data structures, parallel processing, etc.
- Excellent interpersonal and communication skills
- Team player attitude