The developer will work with the desk, quantitative strategists, QA teams, and IT colleagues to understand and document requirements, design system architecture, code implementation, guide QA teams in developing integration tests, conduct post-rollout follow-ups, and contribute to production support.

Projects: Cover all aspects of front-office risk and market data, including capture, storage, workflow management, manipulation, and calibration of yield curves and other market data objects. The systems are used for calculation and report generation for PnL and risk profile estimation across various scenarios for intraday and EOD usage. Work on the Firm’s next-generation, cross-asset Risk Calculation Setting (RICE), a strategic, multi-year project consolidating valuation, risk, market data,



and PnL for OTC positions.

This involves renovating risk and market data systems and learning about the Fixed Income Derivatives business by collaborating closely with the desk and strategists.

Technical Environment: RICE is a graph-based calculation platform with pricing engines on over 5,000 Virtual Machines across computing grids, capable of scaling based on demand, executing billions of computations daily. As a front-office team, interactions will include the desk, quants/strats, financial controllers, market risk, and derivative operations.

📌 Software Engineer, Travel (Quebec City)
🏢 ALLTECH CONSULTING SVC
📍 Quebec City