Study market microstructure and order flow at Wealthsimple, using statistics and Python to improve trading decisions. The team works in a hybrid mode.
This Quantitative Trader role focuses on research that explains how markets behave and supports Wealthsimple’s financial-market businesses. You will investigate liquidity profiles, price movement, flow toxicity, and activity classification. Your work will inform routing, execution, risk decisions, simulations, and algorithmic trading operations.
Key Responsibilities: Research liquidity, price movement, and market microstructure
Analyze order-flow characteristics and activity classification
Inform routing, execution, and risk decisions
Respond to changing market conditions
Partner with engineering, data science, operations, and product
Requirements: Three-plus years in quantitative research or related capital markets
Excellent Python scripting
Solid statistics and probability foundation
Knowledge of stochastic processes and quantitative methods
Familiarity with low-latency trading technologies
Bring quantitative research, statistical reasoning, and market-microstructure knowledge to Wealthsimple’s trading and execution work.

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📌 Market Microstructure Quantitative Researcher (Ontario)
🏢 Wealthsimple
📍 Ontario