Software Developer

ALLTECH CONSULTING SVC INC; Quebec; On-site; CAD 80,000 - 100,000; Full time

Job summary

A leading company in Quebec is seeking a Developer for their Linear Rates Technology team. This role involves collaborating with various teams to design and implement systems for risk calculation and market data management. The developer will work on a strategic project aimed at enhancing the firm's risk and market data systems, utilizing a large Scala codebase and a graph-based calculation platform. This position offers significant opportunities for impact within the organization.

Qualifications

• 5-7 years of experience required.

Responsibilities

• Work with desk, quantitative strategists, and QA teams.
• Design system architecture and code implementation.
• Contribute to production support and integration tests.

Job description

Job Description:

Years of experience: 5-7

Role: Developer in the Linear Rates Technology team

The developer will work with the desk, quantitative strategists, QA teams, and IT colleagues to understand and document requirements, design system architecture, code implementation, guide QA teams in developing integration tests, conduct post-rollout follow-ups, and contribute to production support. The team values collaboration, and participation in knowledge transfer sessions is strongly encouraged.

Projects: Cover all aspects of front-office risk and market data, including capture, storage, workflow management, manipulation, and calibration of yield curves and other market data objects. The systems are used for calculation and report generation for PnL and risk profile estimation across various scenarios for intraday and EOD usage. They also handle pricing quote requests and booking into capture systems.

Opportunity: Work on the Firm’s next-generation, cross-asset Risk Calculation Environment (RICE), a strategic, multi-year project consolidating valuation, risk, market data, and PnL for OTC positions. This involves renovating risk and market data systems and learning about the Fixed Income Derivatives business by collaborating closely with the desk and strategists.

Technical Environment: RICE is a graph-based calculation platform with pricing engines on over 5,000 Virtual Machines across computing grids, capable of scaling based on demand, executing billions of computations daily. Work involves contributing to one of the largest Scala codebases, offering significant opportunities to impact the firm’s business.

Interactions: As a front-office team, interactions will include the desk, quants/strats, financial controllers, market risk, and derivative operations. Engagements with other technology teams such as RICE Core/FX/Credit, Optimus, Enterprise Applications Infrastructure, and Analytics are also expected.