We grow slowly and deliberately. We hire when a need exists, not because we can. Our current open roles.
You will own model research and validation for one of our three RL models. Required: PhD in Statistics / ML / Physics / Mathematics, 5+ years experience in quantitative finance research. Python, PyTorch, market data experience required.
You will work on our low-latency execution infrastructure. Required: 5+ years experience with Rust or C++ in production, deep understanding of order books and market microstructure.
You will own our AML/KYC processes and the relationship with our regulatory counterparties. Required: 7+ years experience in regulatory functions at a bank or fintech, knowledge of applicable AML regulations, FATF Recommendations, equivalent international frameworks.
You will be the named advisor for approximately 60 of our subscribers. Required: banking background or equivalent, 3+ years experience in wealth management client coverage, fluent English (French an asset), working knowledge of French preferred for Quebec coverage.
Interested? Write to [email protected] with résumé and brief cover letter. We respond within one week.