Software Engineer - Capital Markets

Insight Global; Toronto; On-site; CAD 110,000 - 190,000; Full time

Job summary

Insight Global is seeking a Software Engineer to support RBC Capital Markets on a multi-year initiative modernizing trading and sales technology. The role involves hands-on Python development across OMS, pricing, and sales quoting.

Onsite work is required three days per week in Toronto, and the successful candidate will contribute to a full re-architecture replacing Excel workflows with scalable web-based platforms.

Qualifications

• 5–8+ years of hands-on Python development in production environments.
• Experience in capital markets or front office financial systems.
• Strong knowledge of equity derivatives and volatility modeling.
• Full-stack Python proficiency across frontend and backend.
• Experience with OMS deal booking systems or similar platforms.
• Ability to integrate with existing codebases and collaborate in shared environments.
• Experience with market data platforms and real-time trading environments.

Responsibilities

• Develop and maintain Python-based front office tools for trading and sales.
• Architect and integrate backend services, APIs, and data feeds.
• Work with equity derivatives and volatility models in a large financial institution.
• Collaborate with teams across desks and IT to productionize tools.
• Ensure security, deployment, and scalability within enterprise environments.

Skills

Python development

Capital markets experience

Equity derivatives

Front office tooling

Trade desk integration

Full-stack Python

OMS exposure

Team collaboration

Tools

Quad PLM

OMS platforms

API integration

Job description

Job Description

Insight Global is seeking a Software Engineer to support RBC Capital Markets on a multi year initiative modernizing trading and sales technology, with onsite work required 3 days per week in Toronto, CA. This role supports net new development across a broad portfolio of front office tools, including Order Management Systems (OMS), volatility calibration, pricing, broker quote management, and sales quoting, as part of a full re architecture replacing Excel based workflows with scalable, web based platforms. The ideal candidate will bring hands on OMS experience (any OMS platform acceptable) with a focus on order capture, user interfaces for sales and trading, and API integrations—not low latency execution—along with a solid (4–6/10) understanding of derivatives such as options, futures, and volatility modeling. The team also productionizes trader built (AI generated) tools, owning the “last mile” engineering work including backend integration, database wiring, security, deployment, scalability, DevOps, and production hardening within enterprise compute environments.

We are a company committed to creating diverse and inclusive environments where people can bring their full, authentic selves to work every day.

We are an equal opportunity/affirmative action employer that believes everyone matters.

Qualified candidates will receive consideration for employment regardless of their race, color, ethnicity, religion, sex (including pregnancy), sexual orientation, gender identity and expression, marital status, national origin, ancestry, genetic factors, age, disability, protected veteran status, military or uniformed service member status, or any other status or characteristic protected by applicable laws, regulations, and ordinances.

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Skills and Requirements

• 5–8+ years of hands on Python development experience in production environments
• Prior experience working within capital markets or front office financial systems
• Strong background in Equity Derivatives
  • Fixed Income experience is acceptable
  • Quant development experience is also acceptable (e.g., pricing models, fitting algorithms, volatility modeling)
• Advanced Python proficiency across the full stack, as the platform is entirely Python based (frontend and backend)
• Experience with, or strong willingness to learn, the Quad PLM stack
• Ability to integrate with existing codebases
• Comfort collaborating in shared environments and working with code written by others
• Experience working with market data platforms, internal data feeds, and data driven trading environments
• Familiarity with low latency or near–real time services (not required to be execution focused)
• Exposure to OMS deal booking systems (e.g., Quartz or similar investment banking/trading booking platforms)
• Background supporting trading or investment banking teams, including integration of market data into front office tools
• Prior experience in large financial institutions (e.g., Bank of America or similar tier one banks