
Quantitative Trading Desk Engineer
City : Toronto, Ontario, Canada
Category : Full time
Industry : Public Services/Utilities
Employer : Healthcare of Ontario Pension Plan (HOOPP)
Why you’ll love working here:
high-performance, people-focused culture
our commitment that equity, diversity and inclusion are fundamental to our work environment and business success, which helps employees feel valued and empowered to be their authentic selves
learning and development initiatives, including workshops, Speaker Series events and access to LinkedIn Learning, that support employees’ career growth
competitive, 100% company-paid extended health and dental benefits for permanent employees with recent additions to promote inclusive coverage to a diverse employee population. These recent additions include gender affirmation and fertility drug and treatment coverage
membership in HOOPP’s world class defined benefit pension plan, which can serve as an important part of your retirement security
access to an annual wellness reimbursement program for health and wellness-related expenses for permanent employees
virtual fitness, yoga and meditation classes, nutritional consultations and wellness seminars
we offer a hybrid flexible work model that embraces remote work in Ontario for eligible roles
the opportunity to make a difference and help take care of those who care for us, by providing a financially secure retirement for Ontario healthcare workers
Key Accountabilities
- Key domain leader in designing and building innovative software solutions in the areas of core algorithmic trading API’s, models & signals implementations, pre/post trade analytics, back testing and risk functions for the Systematic Investment Trading Desk
- Develop custom technical solutions and employ industry best practices to build and support Front/Back office applications and platforms from Portfolio Management and Trading Perspectives by applying detailed knowledge of investment management concepts across multiple asset classes
- Directly partner with Investment Management division to implement/optimize/support new investment models, strategies across various financial instruments (currencies, futures, rates, equities…etc.) via technical and software implementations
- Provide the technical foundation for investment management division’s derivative models and financial utilities
- Integrate market trading API’s into HOOPP’s Order Management ad Book of Record/Compliance Systems
- Design and oversees the data workflow, data engineering and data mining on time-series market data and trade signals, under the direction from the Systematic Trading Desk
- Professional documentation of methodology, validation testing and specification used by model
- Identify, prioritize, and manage projects independently and in collaboration with peers as requirements and timelines dictate
- Key driver of the hoopp end user compute technologies
- Strong Team player
- Clearly communicates complex concepts
- Mentoring and developing junior team members
Experiences with following are a plus:
- Implementations of trade execution and cost analysis based on investment management division’s research and model
- Understanding of pre-trade, post-trade of trade workflow and provide suggestions on improvement of efficiencies from software engineering and infrastructure perspective.
Qualifications:
- 8+ years of experience of back-end or full stack software development, preferably in capital market, investment management and/or financial risk management function
- Proven Java/C# and SQL experience is a must, knowledge about Python is a plus
- Prior architect/system design & leadership experience is preferred
- Experience with data warehousing, database design, data pipeline and ETL
- Experience in working with/or developing with time series database, BPIPE, DAPI, OMS is a plus
- In-depth knowledge of the principles, theories, practices, and techniques on functional design for all functional components to build high throughput trading applications
- Experience developing real-time Equity, FX, Futures trading platforms, inclusive of algorithmic and systematic complex event processing at any financial institution.
- Solid understanding of systematic investment strategies/processes, quantitative techniques (statistics, optimization), market microstructure, portfolio theories, execution, and pre/post trade analytics across several asset classes
- Effectively communicate with end users who may not be technical proficient and present ideas in simple but effective manner and translate them into actionable workplans
- Able to handle stress and manage expectations from different business/technical stakeholders in this fast-paced environment
- Ability to interact with and build strong working relationships with Traders and technology Teams (Analysts, Developers, Coaches)
- Excellent technical and non-technical verbal and written communication skills
- Passionate about improving your own skills as well as those of your colleagues through knowledge sharing and mentoring