Application Development | Level 3 (CAD) - RSR MSP

LanceSoft; Montreal; On-site; CAD 80,000 - 120,000; Full time

Job summary

A leading company in Montreal seeks a Developer to join their Linear Rates Technology team. This role involves collaborating with trading desks and IT to design and implement risk calculation systems. Ideal candidates will have strong programming skills in Java, Python, C++, C#, or Scala, and a passion for coding and Agile delivery. This is a unique opportunity to work on a multi-year project within a dynamic environment.

Qualifications

• 5+ years of professional experience as a software engineer.
• Excellent communication skills and collaboration in large teams.

Responsibilities

• Work with trading desk and QA teams to document requirements.
• Design systems architecture and code implementation.
• Contribute to production support and integration tests.

Skills

Java

Python

C++

C#

Scala

Agile

Communication

Job description

Job Title: Developer
Location: Montreal (day 1 onboarding onsite / in-office presence required 3x/week)
Years of experience: 5-7

As a developer in the Linear Rates Technology team, they will be required to work with the trading desk, quantitative strategists, QA teams and their IT colleagues to understand and document requirements, design systems architecture, as well as code implementation, guide QA teams to develop integration tests, conduct post-rollout follow-ups and contribute with production support. Moreover, the team has a culture of collaboration, therefore contributions / participation in knowledge transfer sessions are strongly encouraged.

Projects cover all aspects of pre-trading, front-office risk and market data such as capture, storage, workflow management, manipulation and calibration of yield curves and other market data objects. Various risk systems are used for calculation and generation of reports for estimation of PnL (Profit and Loss) and risk profile of a diverse collection of simulation scenarios relevant to the desk for both intraday and EOD usages. Pre-trading systems are used to price quote requests to clients and book them into our trade capture systems when filled.

This is an exciting opportunity to work on the Firm’s next generation, cross-asset Risk Calculation Environment (RICE). RICE is a strategic project, consolidating Firm’s valuation, risk, market data and Profit&Loss (PnL) for all OTC cash and derivative positions. This is a great chance to work on a technically challenging, multi-year project to renovate Firm's risk and market data systems and to learn about the Firm’s Fixed Income Derivatives business by working closely with the trading desk and strategists.

Must have

• 5+ years of professional experience as a software engineer (coder) with a combination of any of the following programming languages: Java, Python, C++, C# or Scala
• High-energy, self motivated, goal oriented, curious person with a passion for coding. Very interested in understanding our business concerns and super-focus on Agile delivery
• Excellent communication skills and track record of projects requiring good collaboration in a large and geographically dispersed team

Nice to have

• Knowledge of Finance / Quantitative Finance
• Experience in a global bank or hedge fund
• Passion for Math

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