Quantitative Developer

Numerix has been a leader in financial technology since 1996, delivering quantitative analytics and software that redefine pricing and risk management in financial markets. With acquisitions of FINCAD, PolyPaths and Kynex, we empower financial institutions worldwide to transform risk into opportunities with confidence. Overview As a Quantitative Developer , you will contribute to the successful delivery of customer onboarding, solution implementation and application support services for both our SaaS and on‑premises clients. You will work hands‑on with clients and the product team, always striving to meet our business objectives in a fast‑paced environment. What You’ll Do Help design complex valuation and risk solutions through customer implementation projects, including but not limited to: Capturing and translating customer business requirements into solution specifications and designs. Front‑to‑Risk systems configuration. Systems integration/interfaces. Workflow automation. First‑line troubleshooting during QA and customer testing. Provide first‑class application support to our EMEA clients. Contribute to the full lifecycle of product development working with a team of Financial Engineers, Quantitative Analysts, Solution Architects / Developers and Project Managers. Partner closely with product engineering, product management, sales, pre‑sales and support to deliver analytics solutions that meet our clients’ expectations. Be an active contributor to change management and to a positive, collaborative, and high‑performing team environment across Numerix as a whole. Drive change management and lead, coach and mentor other team members. Measures of Success Customer NPS focused on application support. Contribute to the optimisation of Professional Services revenue by adopting best practice throughout project implementation. Continuous training and knowledge exchange across technical resources in PS. Support operational efficiency in PS by logging time in NetSuite diligently. What We’re Looking For 7–10 years of experience in financial derivatives, risk analytics and capital markets with a strong understanding of quantitative finance and technology. Experience with risk analytics including, but not limited to, Historical, Monte Carlo & Scenario VaR, XVA, PFE, and in‑depth familiarity with Product Structures, Curve Building, Pricing Models, Risk and Market Reference Data. Strong demonstration, communication, and interpersonal skills. Solid understanding of the Software Development Life‑Cycle (SDLC) and best practices (preferably Agile) and development tools such as JIRA. Hands‑on experience with Python and/or other programming languages. Experience with cloud‑based native services and SaaS offerings. Extra Credit Graduated with an advanced degree (M.Sc. or Ph.D.) in a technical discipline such as quantitative finance, financial engineering, mathematics or physics. Worked as a consultant or in professional/client‑services teams on software implementation projects; some experience in product management. Where You’ll Work This is a remote role, with preference given to candidates in the Greater Vancouver area. However, we will consider candidates from anywhere in Canada. An Important Note on Salary The annual pay range for this position is based on the preferred primary location of the role, which is listed above. If you are applying to this role at a location that is not the preferred primary location, please keep in mind the salary range may vary and may fall outside of what is listed. Base pay offered may vary depending on job‑related knowledge, skills, and experience. Agency / Recruiter Notice Unsolicited contact from third‑party recruiters or agencies will not be considered at this time. We respectfully request no outreach from agencies. #J-18808-Ljbffr