BackEnd Developer

4 weeks ago


Montreal, Quebec, Canada Société Générale Assurances Full time

About the Role:

The Fixed Income Risk Analysis Application Developer will be responsible for developing new functionalities requested by the business within the bank's official risk calculator for interest rate, credit, and foreign exchange products.

Key Responsibilities:

  • Develop new functionalities in C# using TDD
  • Understand customer needs with Business Analysts
  • Write technical specifications
  • Implement requirements in CH
  • Propose innovative tools to improve user/developer experience
  • Share progress and communicate with traders, developers, and quants
  • Validate developments with Business Analysts
  • Provide production support

About the Team:

The team offers two Fixed Income market risk calculators: RiskOne for vanilla products and Highway for exotic products. RiskOne serves as the real-time risk analysis and valuation engine for fixed income, fixed income credits, and foreign exchange.

Requirements:

  • Experience in C# development
  • A first experience in investment and financing banking or insurance
  • Functional knowledge of market finance activities: Pricing, Greeks, VaR, interest rate products (Swaps, FRA, Futures), PnL
  • Experience working with databases
  • Communication skills: Ability to speak to different profiles (technical, functional, management, support)

Language: English

Why Société Générale Assurances:

Competitive compensation & benefits offering, including but not limited to:

  • Minimum of 20 Vacation days + 4 personal days
  • Supportive Maternity, paternity, parental and adoption leave policy
  • Health spending ($2,000/year) and personal spending ($1,000/year) accounts with 75+ eligible reimbursement categories

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