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Waterfront International Ltd.: Quantitative Research Programmer

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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.

Primary Responsibilities:

  • 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.

Waterfront International
Email: recruiting@wil.com

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