Talent.com
C++ Quantitative Developer (Quant)
C++ Quantitative Developer (Quant)TradingScreen • Montreal
C++ Quantitative Developer (Quant)

C++ Quantitative Developer (Quant)

TradingScreen • Montreal
30+ days ago
Job type
  • Full-time
Job description

C++ Quantitative Developer (Quant)

at TS Imagine Montreal

About the job

TS Imagine, a global leader in trading and risk management SaaS-based software, is seeking a C++ Quantitative Developer to join our growing Models and Quantitative Data team in our Montreal office!

As a C++ Quantitative Developer, you will discover, design, develop and test models to value positions and construct quantitative data (curves, volatility cubes, correlation matrices, etc.) or calculate market risk (VaR, greeks, etc.) in real-time across all asset classes including Crypto. Our risk models are used by some of the largest, most prestigious financial institutions around the world, ranging from global investment banks to multi-strategy hedge funds.

Who will love this job

  • A scientist – you are comfortable with numerical methods, linear algebra, partial differential equations, probability theory and statistics
  • An engineer – who has a passion for computer science, system performance, clean code and architecture with an owner mentality
  • A doer – who is enthusiastic about new challenges, accepts a broad spectrum of responsibilities, and works hard to produce a high-quality result
  • A learner – who is not afraid of being outside the comfort zone and is ready to dive into some of the most complicated problems in finance
  • A teacher – who shares approaches and ideas and can bring his or her own expertise and point of view to the company
  • An excellent teammate – who has a combination of technical and personal qualities to thrive in a cutting-edge software development environment

What you’ll do

  • Design and development of models for pricing positions and calculating market risk metrices for all asset classes (equity, credit, FX, fixed income, commodities, crypto, and their derivatives)
  • Write modern, clean, reusable, well tested source code in C++ that scales and performs well across large distributed systems (based on our high-performance grid computing platform)
  • Leverage Python, SQL and Snowflake to analyze the model inputs or construct model inputs
  • Create methodology documentation to support model validation when needed
  • What you should have

  • M.S. or PhD in mathematics, physical sciences, or engineering preferred
  • Excellent quantitative and programming skills with 3-5 years’ experience in large-scale C++ development and program design as well as data intensive products
  • Experience with other programming languages (Python, Java) is an advantage
  • Understanding of financial derivatives, market conventions and their implementation is a must
  • Experience working on yield curves (OIS, Libor, Cross-currency, etc.), inflation curve, volatility surfaces, interest rate volatility cubes (eventually live / intraday) as well as the data to build them is highly desirable
  • Experience in developing risk management tools such as VaR, Monte Carlo, scenario analysis and P&L is preferred
  • Why TS Imagine / Benefits

  • Currently hybrid home-office (at least 3-4 days in the office)
  • 25 Vacation days and 3 Personal days
  • Annual bonus and salary review
  • Training budget $1,500
  • RRSP with 3% company matching
  • Health insurance
  • Subvention for public transportation (Opus & Cie)
  • About TS Imagine

    Created out of the combination of two best-in-class SaaS platforms, TradingScreen and Imagine Software, TS Imagine delivers integrated trading, portfolio and real-time risk solutions for capital markets. The platform is uniquely positioned to streamline complex and time-consuming workflows across front, middle, and back office functions. TS Imagine has close to 400 employees in 10 offices worldwide, serving approximately 500 global buy-side and sell-side institutions across North and South America, EMEA, and Asia Pacific including hedge funds, traditional asset managers, pension funds, mutual funds, and financial institutions.

    We challenge our employees every day to think creatively and innovate across silos and across platforms.

    Join us!

    Apply for this Job

  • Required First Name
  • Last Name
  • Email
  • Phone Resume / CV Drop files here (File types : pdf, doc, docx, txt, rtf) Cover Letter Drop files here (File types : pdf, doc, docx, txt, rtf) Are you authorized to work in Canada?
  • Are you on a closed working permit with another employer?

    Are you currently waiting for permanent residency in Canada? Please specify the province.

    Are you locally based in Montréal?

    Please reach out to our support team via our .

    Create a job alert for this search

    Quantitative Developer • Montreal

    Similar jobs
    Senior C++ Developer

    Senior C++ Developer

    Targeted Talent • Montreal, QC, Canada
    Full-time
    Our Client is one of the fastest-growing companies in BC and is a leader in their industry.They are looking for a senior C++ developer to join their team. They have a range of products with one bein...Show more
    Last updated: 10 days ago • Promoted
    C# Developer

    C# Developer

    CGI • Montréal, Québec, Canada
    Full-time
    Quick Apply
    The IT division is responsible for the conception, development, and production of the organization’s information systems. Within this division, Capital Market IT (CMI) is organized into IT streams (...Show more
    Last updated: 30+ days ago
    Senior C++ Programmer - Machine Learning Content Creation Technology Group

    Senior C++ Programmer - Machine Learning Content Creation Technology Group

    Ubisoft • Montreal
    Full-time
    Join the Content Creation Technology Group (CCTG) as a Senior C++ Programmer and play a key role in building cutting‑edge applications powered by Machine Learning. We’re looking for an expert in C++...Show more
    Last updated: 12 days ago • Promoted
    Senior SQL Developer with Capital markets experience - Luxoft

    Senior SQL Developer with Capital markets experience - Luxoft

    Luxoft • saint-esprit, qc, ca
    Full-time
    Building a risk applications and tools for innovative international top-tier hedge fund from the ground up, comprising the systems for traders, pre-trade checks and analysis, risks and limits manag...Show more
    Last updated: 21 hours ago • Promoted • New!
    Back End Developer - Quantum World Technologies Inc.

    Back End Developer - Quantum World Technologies Inc.

    Quantum World Technologies Inc. • saint-esprit, qc, ca
    Full-time
    Azure, Python, Lang chain or Agentic AI.You will play a pivotal role in.Troubleshoot, debug, and upgrade existing services as the platform grows. Required Skills & Qualifications : .Bachelor’s / Master’...Show more
    Last updated: 1 day ago • Promoted
    C++ Engineer

    C++ Engineer

    Compunnel, Inc. • Montreal
    Full-time
    Join the Polaris program—a forward-looking initiative to architect scalable, resilient, and high-performance post-trade and real-time risk systems. This program aims to standardize integration acros...Show more
    Last updated: 30+ days ago • Promoted
    Senior Real-Time C# / C++ Developer

    Senior Real-Time C# / C++ Developer

    Audensiel Canada • Montreal
    Full-time
    Une entreprise de conseil numérique recherche un •e Développeur •euse C# / C++ (Expert Temps Réel) pour intégrer le secteur des investissements et des marchés des capitaux. Vous serez responsable du d...Show more
    Last updated: 11 days ago • Promoted
    Senior C++ Engineer

    Senior C++ Engineer

    freelance.ca • Montreal, Canada
    Full-time
    We are seeking a senior freelance C++ / systems engineer to design and optimize a real-time, high-performance sensor data logging pipeline for robotics / autonomous systems.Sensor integration : Indu...Show more
    Last updated: 25 days ago • Promoted
    C++ Developer (Hybrid)

    C++ Developer (Hybrid)

    Morgan Stanley • Montreal
    Full-time
    Front-office Credit Risk management technology group is seeking a C++ developer for pricing model implementation projects required to support and enhance mission critical Credit Risk data infrastru...Show more
    Last updated: 21 hours ago • Promoted • New!
    C++ Developer

    C++ Developer

    Targeted Talent • Montreal, QC, Canada
    Permanent
    We are looking for multiple experienced.Vancouver! You'll be working with cutting edge technology, developing microchips with neural networks. Proficient with python data-science libraries (.Exp...Show more
    Last updated: 9 days ago • Promoted
    C++ Developer

    C++ Developer

    Actalent • Montreal, QC, Canada
    Full-time
    Titre du poste : Développeur C++.Notre client développe une nouvelle génération d'outils pour une utilisation plus sûre et plus fiable de l'anesthésie.Conc...Show more
    Last updated: 2 days ago • Promoted
    C++ Developer (Hybrid)

    C++ Developer (Hybrid)

    PowerToFly • Montreal
    Full-time
    Front-office Credit Risk management technology group is seeking a C++ developer for pricing model implementation projects required to support and enhance mission critical Credit Risk data infrastru...Show more
    Last updated: 1 day ago • Promoted
    Montréal [Hybrid] Trading C# Developer

    Montréal [Hybrid] Trading C# Developer

    QUANTEAM - North America (RAINBOW PARTNERS Group) • Montreal
    Full-time
    Direct message the job poster from QUANTEAM - North America (RAINBOW PARTNERS Group).As the founding entity of RAINBOW PARTNERS, Quanteam is a consulting firm specializing in Banking, Finance, and ...Show more
    Last updated: 30+ days ago • Promoted
    C++ Developers (intermediate and senior)

    C++ Developers (intermediate and senior)

    HRB • Montreal
    Full-time
    Our client is a global telco / fintech that utilizes a diversified portfolio of systematic and quantitative strategies across financial markets, aiming to achieve high-quality, uncorrelated returns.T...Show more
    Last updated: 11 days ago • Promoted
    C / C++ Low Latency Senior Developer

    C / C++ Low Latency Senior Developer

    CGI • Montréal, Québec, Canada
    Full-time
    Quick Apply
    Working directly with traders, researchers and other developers the low-latency developer develops cutting edge high throughput trading platforms solutions. Expert level of C++ and deep understandin...Show more
    Last updated: 30+ days ago
    Développeur C++ | C++ Developer Embedded Payment Sytems

    Développeur C++ | C++ Developer Embedded Payment Sytems

    Valsoft Corp • Montreal
    Full-time
    ValPay is an embedded payment solution that allows you to onboard merchants, process transactions, and effortlessly optimize your revenue—without the burden of managing underwriting, compliance, an...Show more
    Last updated: 1 day ago • Promoted
    C++ Developer - Amaris Consulting

    C++ Developer - Amaris Consulting

    Amaris Consulting • laval, qc, ca
    Full-time
    We are seeking a talented and detail-oriented.You will contribute to innovative software solutions in either.Design, develop, and maintain C++ applications for. Collaborate with cross-functional tea...Show more
    Last updated: 30+ days ago • Promoted
    Développeur C++ | C++ Developer Embedded Payment Sytems

    Développeur C++ | C++ Developer Embedded Payment Sytems

    Valsoft Corporation • Montreal, QC, Canada
    Full-time
    ValPay is an embedded payment solution that allows you to onboard merchants, process transactions, and effortlessly optimize your revenue—without the burden of managing underwriting, complian...Show more
    Last updated: 4 days ago • Promoted