Sr. Quantitative Engineer to enhance real-time trading applications using C# within quantitative engineering - JP1032

Line of business: Quantitative Engineering team at BMO Global Markets

Duration: 6 months (Possibility of Extension)

Hours: Standard 8am to 5pm

Location: Downtown Toronto - Hybrid - Mandatory 4 days in office (Tues to Thurs) - 1 day from home (either Monday or Friday)

Job Description:

As a member of our team, you will have the unique opportunity to enhance the analytics library used in trading applications across Global Markets. In addition to collaborating closely with quants on the analytics library, you will also contribute to the development of critical trading tools and infrastructure. In this role, your focus will be on applications that work with real-time trade and market data for live risk calculations. Following our DevOps model, we believe in a hands-on approach, where team members take ownership of their work from start to finish. We place strong emphasis on testing, automation, metrics, and monitoring, which allows us to develop and run a large portfolio of trading tools.

Must Have Skills:

• 5 - 10 yrs of relevant experience (C# dev)
• Strong experience with modern C# development and object-oriented programming
• Experience with distributed systems and microservices architecture
• Expert with Windows and Linux operating systems
• Experience with continuous integration and deployment tools such as Jenkins, Git, Gitlab
• Strong analytical and problem-solving skills

Core Technologies

• Programming Languages: C#, Java, Python
• Operating Systems: Windows, Linux
• Container Orchestration: Kubernetes
• Monitoring and Logging: Prometheus, Grafana, Kibana
• CI/CD Tools: Jenkins, Git, Gitlab, Ansible

Nice to Have Skills:

• Understanding of financial pricing models and valuation of derivative products
• Familiarity with cloud-based technologies such as AWS and Kubernetes
• Knowledge of messaging technologies such as Kafka and ActiveMQ
• Prior experience from Financial Industry
• Bachelor's or advanced degree in a technical field such as computer science, Mathematics, Physics, Engineering

Responsibilities:

• Design and develop high-performance software applications using C#
• Develop distributed systems and microservices that can operate at scale
• Utilize AWS, Kubernetes and other cloud-based technologies to build and deploy applications
• Develop and maintain messaging systems using Kafka and ActiveMQ
• Implement monitoring and logging solutions using Prometheus, Grafana and Kibana
• Participate in code reviews, unit testing and other quality assurance activities
• Work collaboratively with cross-functional teams to develop and deploy new features
• Maintain and support existing applications and systems
• Stay up to date with the latest industry trends and emerging technologies to ensure that our products remain competitive and innovative.

Interview process:

• 2 rounds
• First round through Teams - Half of the time will be a coding assessment & 2nd half will be on their experience and questions.
• 2nd round interview: In person - 2 hours (1 hour on the company laptop on coding, 2nd hour will be about experience and questions).