Quantitative Analyst
Toronto, Canada
Overview
This is a great opportunity for a highly motivated individual to join our dynamic Macro Strategies team. Joining the team as a Quantitative Analyst, you will have a strong drive and interest in capital markets.
The Macro Strategies function at Validus was established in late 2020, with the objective of developing and providing our client base with industry leading thought leadership with regards the macro environment and risk landscape.
The Macro Strategies function also leads the development & design of systematic investment strategies and investible indices across asset classes. Through our collaboration with tier 1 financial institutions (such as the Cboe, BNP Paribas) our systematic strategies and investable indices can be accessed by institutional investors via investable private indices.
Responsibilities:
- As part of and in collaboration with the Quant team, develop & maintain software tools for the Macro Strategies function to design, implement and monitor quantitative & systematic investment strategies.
- Work directly with the CIO to help research & develop, test and implement investment strategies.
- Performance tuning and optimization of software and algorithms.
- Enhance quality assurance processes for the team’s code base.
- Provide analytical and portfolio management support.
- Help maintain data architecture.
- Carrying out adhoc project work and other ancillary tasks as assigned by the CIO.
Qualifications and Requirements:
- A quantitative undergraduate or graduate degree (MSc preferred, e.g. Math, Engineering, Computer Science, Physical Sciences). An advanced STEM degree in one of these fields would be an asset.
- Coding proficiency, including familiarity with object-oriented programming, and evidence of clean, well-documented coding is required.
- Experience with Python is a must and experience with cloud-based solutions (AWS) is a strong plus, and experience MATLAB is a plus.
- Approximately 1 - 3 years’ working experience. Experience in financial markets is an asset management firm or broker/dealer, but not required.
- Knowledge of derivatives (options & futures) is a strong asset.
- Excellent analytical, communication and interpersonal skills.
- Detail oriented, flexible and able to work under pressure in a fast-paced environment.
- Ability to work independently and lead projects as well as within a team-oriented environment.
- Professional conduct, consistently guided by integrity, superior work ethics, partnership and high performance.
- Canadian work authorization is required.
Benefits
- Discretionary Bonus Scheme (Eligible after 6 months service).
- Private Medical Insurance.
- Life Insurance.
- Employee Assistance Programme.
- Private Retirement plan with RBC.
- Travel to UK, and US (New York) maybe required.