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Senior Developer
Ref No.: 18-08566
Location: Mississauga, Ontario
The GSM trading business is actively involved in the origination, securitization, and secondary trading of a variety of mortgage and asset-backed securities. They operate in three major regions: North America, Europe and Asia. The primary products include residential mortgages, commercial mortgages, credit cards, auto loans, and student loans. GSM Front-office Technology team builds and supports cutting edge and robust technology solutions that allow our business users to gain a competitive advantage. This technology team focuses on building applications that allow trading desks to manage their positions, price some of the most complicated financial products in the market, perform prepayment/cash flow/scenario analysis to hedge and risk manage their positions. The team, comprising of seasoned technologists and business domain experts, works closely with the traders, risk managers, quants, research analysts and senior management to identify market opportunities and deliver solutions using Agile development principles.
We are interested in smart, analytical, proactive people who are passionate about technology and who know and appreciate proper design and coding methodologies.
Job Purpose:

The GSM technology group is looking for a senior developer to enhance and support a suite of applications and scripts used by the Agency CMO desk to model, structure and calculate the cashflows for mortgage and asset-backed security transactions. This person will work on a complex multi-year divestiture project, to adapt and ensure that the structuring application suite continues to function seamlessly. The candidate will be required to communicate with multiple teams, prioritize requirements and escalate risks and execution to management and stake holders appropriately.

Qualifications:
  • Experience with Linux and Windows development environments
  • Strong scripting experience, with at least one of: bash or other shell scripts
  • Strong experience with C++ and Java
  • Experience writing proper unit tests, including the use of mocking frameworks
  • Experience with python and perl
  • Sybase/SQL experience, with ability to analyze execution plans and resolve performance issues
  • Strong written and verbal communication skills
  • Ability to work as part of small team, and independently as required
Nice to Haves:
  • Fixed income business knowledge
  • Test-driven development is nice to have