Polar Securities is Canada’s most established hedge fund management company, based in downtown Toronto. We are looking for a candidate with excellent computing, communication and analytical skills to fill a permanent position in our risk management department.
We require someone with a graduate degree in a quantitative discipline (Computer Science preferred) and a strong programming and technical background who is interested in moving into a demanding finance role.
The candidate is expected to demonstrate an aptitude and desire to learn financial products, accounting and the full spectrum of the trading process within a hedge fund. The candidate must have a willingness to interact with the users at all stages of development, an ability to independently devise solutions without detailed instructions, and an eagerness to surpass expectations on a regular basis.
Compensation will be attractive and commensurate with experience. Only very qualified applicants please. You will be thoroughly tested on your abilities, so only apply if you are fully confident you match the following profile:
3+ years of experience in the .NET Framework
3+ years of experience in C#, C++, MS SQL and Excel/VBA.
Thorough knowledge of WPF/XAML and WCF.
A solid understanding of design patterns and modern user interface paradigms (MVC, MVP, MVVM)
Graduate degree in a quantitative discipline; Computer Science preferred.
Mature analytical and problem solving skills
Excellent communication skills to manage interactions with traders and portfolio managers.
Experience in the finance industry
Experience in Networking and Database Administration.
A demonstrable track record of recreational programming (e.g., a list of personal projects worked on in the last 10 years)
Please email your resume to: email@example.com.