Description

You will build and maintain systems for the Linear Rates Technology team, focusing on pre-trading, front-office risk, and market data workflows.

This role is hybrid.

Responsibilities

• Collaborate with trading desks, quantitative strategists, and QA teams to document requirements and design system architecture.
• Implement code for risk calculation environments, yield curve calibration, and PnL estimation systems.
• Guide QA teams in developing integration tests and conduct post-rollout follow-ups.
• Provide production support and participate in technical knowledge transfer sessions.
• Deliver features using Agile methodologies within a large, geographically dispersed team.

Required Skills

• 5+ years of professional software engineering experience.
• Proficiency in Java, Python, C++, C#, or Scala.
• Experience working within Agile delivery frameworks.
• Strong communication skills for cross-team collaboration.
• Ability to work on-site in Montreal, QC.

Preferred Skills

• Knowledge of Finance or Quantitative Finance.
• Experience working in a global bank or hedge fund.
• Strong mathematical background.

Key Skills

Education

Any Graduate