Waterfront International is a Toronto-based financial quantitative finance research firm, specializing in developing computer based statistical trading strategies. Waterfront’s selective hiring process considers only highly talented individuals with a history of exceptional experience.
- Testing and implementing real time quantitative trading models using Unix, C/C++, Sybase, Splus, SAS, Tibco, and other various third party technologies.
Requirements of the Candidate include:
- Must possess 3+ years of professional C/C++ programming experience.
- Masters or PhD in Mathematics, Physics, Statistics, Computer Science or another Quantitative field.
- Experience building large scale computation systems.
- Experience implementing real time quantitative models.
- Ability to work in a dynamic fast paced environment.
- Must be a strong self-starter and able to work well independently.