Web Developer jobs in Canada

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.