Front Office Software Engineer

Montreal, QC, Canada

https://ca.mncjobz.com/company/lancesoft

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Job Description

Job Title: Front Office Software Engineer
Location: Montreal (day 1 onboarding onsite / in-office presence required 3x/week)
Years of experience: 5-7
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.
Job Responsibilities:

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

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.
RICE is a graph-based calculation platform with pricing engines running on top of more than 5K Virtual Machines deployed through several Computing Grids that can shrink and expand depending on demand, running billion of computations every day. You'll be working on one of the largest Scala codebases in the world with a lot of opportunities to make significant contributions and impact to Firm's business.
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