Montréal [hybrid] - C# / C++ developer

About the Company:

As the founding entity of RAINBOW PARTNERS, Quanteam is a consulting firm specializing in Banking, Finance, and Financial Services. Guided by our core values of closeness, teamwork, diversity, and excellence, our team of 1,000 expert consultants, representing 35 different nationalities, collaborates across 10 international offices: Paris, Lyon, New York, Montreal, London, Brussels, Geneva, Lisbon, Porto and Casablanca.

We are looking for a C++ / C# Developer for one of our clients, a bank.

Missions

CONTEXT AND ROLE OBJECTIVES

The team is responsible for providing highly critical pricing and risk calculation facilities to a wide range of consumers within the bank, ranging from the Front Office to Regulatory Risk. Business users such as risk quantitative analysts, Front Office (FO) managers and risk managers regularly interact with the team to drive development.

The sheer volume of daily data means the team must consider innovative solutions to allow its compute and data storage capabilities to scale with the demands of increasing trade populations and regulatory-driven business requirements.

ENVIRONMENT

The tech stack is predominantly distributed .NET services, with relational and distributed databases, as well as a caching layer utilizing Couchbase. Calculations are being transitioned from IBM Symphony Grid Manager to a new open-source grid manager compatible with Cloud: ArmoniK. The real-time framework (Streaming / Contribution / Flows / Pre-trade), for low-latency constraints, is mainly implemented in C++.

The team is currently investigating and actively implementing solutions involving burst into cloud and cloud-native services.

RESPONSIBILITIES

• Help implement, extend and support the computing middleware systems.
• Review the real-time framework, grid and cloud-oriented components.
• Contribute to the project roadmap and architectural governance.

Profile

REQUIREMENTS

Mandatory

• Developing services using C++ / C# / .NET Core.
• Proven aptitude for designing, producing and tuning code.
• Skills in parallel algorithms for multi-core architectures.
• Strong knowledge of real-time software development in C++, ideally in electronic markets.
• Proven experience in profiling, monitoring, optimization and production support in real-time distributed systems.
• Clear understanding of multithreaded systems.
• Autonomy.
• Excellent communication skills.
• Interest in the latest technologies and software development practices.

Nice to Have

• Basic experience in pricing and market making.
• Static, dynamic and web analysis tools (e.g., CheckMarx, SonarQube, OWASP ZAP, Clair Container).
• Serverless architecture and cloud-agnostic tools.
• GitLab, JIRA, and lifecycle/continuous integration tools (Jenkins, Artifactory, Ansible).
• Stream processing tools (Kafka, Spark).
• Performance analysis, instrumentation and visualization tools (Prometheus, Grafana, Kiali).
• Managing Linux servers/VMs.
• Deploying and managing Kubernetes clusters.