Senior Software Developer - C++

  • Up to $95p/h
  • Toronto, ON, Canada
  • Contract, Full time
  • Caspian One
  • 14 May 19

My client are looking for a Senior Software Developer to join their Global Equity Linked Product Technology group. This role will have a focus on FRTB Compliance reporting.

Brief Project Description: 

  • Design and implement libraries for a risk and trading platform based on Misys (now Finastra) Sophis Risque. Libraries are written in Visual C++ and to a lower extent C#, and Python.
  • Implement new features/reports while improving the speed and the scalability of the platform.
  • Develop reporting functionality
  • Will also interact with quality assurance, and support teams as well as business stakeholders (risk, trading, finance, operations, IT) to gather requirements and verify implementation.

 

Project Name: FRTB Compliance reporting

Team/Culture:

We thrive on the challenge to be our best, progressive thinking to keep growing, and working together to deliver trusted advice to help our clients thrive and communities prosper. We care about each other, reaching our potential, making a difference to our communities, and achieving success that is mutual.

 

Daily Responsibilities:

  • Write and test software code
  • Engage in review of software code/scripts
  • Document written applications/processes
  • Participate in devops activities including Change Ticket Management

Certifications:

FRM/CFA nice to have

 

Must Have Skills:

  • At least 6 years of development experience in VC++/C++ within Windows/UNIX platforms.
  • Bachelors degree in Science, Math, Information Technology or equivalent business knowledge
  • Knowledge of equity derivatives products and sensitivities they produce.
  • Solid knowledge of SQL and database, with experience and   good understanding of database concepts (Oracle, Sybase and/or MS SQL).
  • Experience developing global technology systems within capital markets.
  • Excellent communication skills regarding both financial and non-financial information to effectively work with staff at various levels (oral and written).

 

Nice to Have Skills:

  • Master’s degree in Math, Finance or equivalent business knowledge
  • Experience in Python, C# or Perl
  • Working knowledge of messaging systems (Solace, MQ)
  • Knowledge of grid computing (DataSynapse)
  • Solid knowledge of XML parsing, DTD and schema.

             

Soft Skills:

  • Positive attitude, supportive of other groups and team members.