Quantitative Developer

CanDeal is a leading provider of electronic marketplaces and data services for Canadian dollar fixed income securities and derivatives. Its Markets Division provides access to a deep pool of liquidity for Canadian government, agency, provincial and corporate bonds, as well as money market instruments and interest rate swaps. CanDeal Data & Analytics (DNA) delivers data products and other services that support business, trading and technology needs for participants in the Canadian capital markets. CanDeal Solutions provides innovative products and services that serve the needs of the financial industry.CanDeal is a growing and entrepreneurial organization with a solid foundation in the Canadian fixed income markets and an ownership group which includes: BMO Nesbitt Burns Inc., CIBC World Markets Inc., National Bank Financial Inc., RBC Dominion Securities Inc., Scotia Capital Inc., TD Securities Inc. and TSX Inc.This is an exciting time to join a growing organization led by visionary leaders who are helping to shape their industry’s future.PRIMARY RESPONSIBILITIESCanDeal Data & Analytics (DNA) follows a FinTech model of fast paced agile development. The challenge of this role is to bring safety and surety to our Term CORRA applications, while still maintaining DNA’s signature agility and responsiveness.In consultation with the Lead Developer, code changes to the Term CORRA software and supporting test harness, primarily using Python and QuantLib. Write unit tests for all code changes, following the specifications provided by the Product Owner and Quantitative Experts.Work with the Product Owner and stakeholders from Benchmark Administration to develop a live dashboard to monitor day-to-day production of Term CORRA. Optionally work with our Quantitative Experts to develop a “FedWatch” like tool for Term CORRA.Work with senior Quantitative Experts to construct and carry out regression tests of the Term CORRA software as required to support a quarterly release cycle.Work with the technology team at our external partner the TMX to integrate and validate changes in the TMX market data feeds and diagnostics.Work with the Calculation Agent, Product Owner and Project Manager to organize and manage JIRA tickets in the Term CORRA backlog.Keep up to date with technology changes and best practices in the Python language, QuantLib, Airflow and other technology components in the Term CORRA ecosystem.QUALIFICATIONSEducation & ExperienceBachelor’s degree or equivalent in Computer Science, Mathematics or Engineering5-7 years of work experience as a programmer, ideally with increasing responsibility in a small team working on a mission critical application.Knowledge, Skills & AbilitiesExperience programming in Python (preferred), Java or C++.Extensive expertise using QuantLib in financial applications.Understanding of fixed income pricing, yield curve fitting and optimization problems. Domain expertise in interest rate futures valuable.Experience with applications programming related to Term SOFR, CME FedWatch or Term CORRA particularly valuable.Experience working with highly regulated systems, such as an index or benchmark, is valuable.Ability to work collaboratively with Quantitative Experts, business stakeholders and other developers.Key Qualities for SuccessSelf-motivated and driven.Highly attentive to detail and committed to quality.Enthusiastic, service-oriented.DECISION MAKINGDetermines priority / sequence of own work, based on objectives assigned by management.Interested in being a part of CanDeal? We look forward to your applicationIf you are interested in this opportunity please send your resume to: peopleandculture@candeal.comPlease inform us if you require any accommodations during the hiring process. Please note that only those candidates selected for an interview will be contacted.Seniority levelAssociateEmployment typeFull-timeJob functionInformation Technology and Finance #J-18808-Ljbffr