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 (Toronto)
🏢 Wealthsimple
📍 Toronto