Quant Developer - QIS Quantative Indices
Toronto, ON
Hybrid
Full Time
Quant Developer - QIS quantitative indices.
Prefer full time
Hybrid
US / Canada
Note: knowledge of QIS quantitative indices.
Client need a strong quantitative developer in US or Canada (EST time zone) with knowledge of QIS quantitative indices.
Here is a skill set
- Strong software engineering fundamentals — Python (pandas, numpy) with Java a plus; strong software engineering practices (version control, testing, code review)
- Production system design — experience building and maintaining pipelines that run daily/intraday: QIS index calculation engines, batch jobs, error handling, monitoring/alerting, and recovery from data failures
- Market data handling — experience with time series databases, cleaning/normalizing multi-asset data (equities, rates, FX, commodities), and handling corporate actions/roll conventions
- Familiarity with market infrastructure — understanding of how swaps, notes, and structured products referencing indices work, plus exposure to how banks/prime brokers publish and hedge these products
- API and integration work — connecting to market data vendors (Bloomberg, Reuters/Refinitiv), internal pricing libraries, and downstream systems (risk, reporting, client-facing platforms)
- SQL/KDB database skills — for querying and maintaining large historical datasets used in backtesting and daily index production
- Version control and CI/CD — comfortable in a git-based workflow with automated deployment on Docker containers
Pay: $90,000.00-$160,000.00 per year
Work Location: Hybrid remote in Toronto, ON (Toronto District)
