Lead Software Engineer - On-site

We are seeking an experienced Technical Lead to drive the design and delivery of an e-trading platform with our First Derivative team. The ideal candidate has a strong background in building high-performance trading systems, working closely with trading desks and quants, and leading teams to deliver incremental business value. Req.#887476134

Responsibilities

• Design and implement graph-based approaches for interest rate curve marking, enabling both desk and automated pricing workflows
• Develop rules-based frameworks for graph definitions and curve composition that enhance pricing accuracy and efficiency
• Translate complex mathematical models into production-grade code for financial product pricing and risk management
• Optimize system performance to ensure low-latency execution and high reliability in mission-critical trading environments
• Collaborate with quantitative analysts and traders to integrate specialized libraries and algorithms into scalable solutions
• Build and maintain robust monitoring infrastructure for data analysis, back-testing, and regression testing

Requirements

• Bachelor's or Master's degree in Computer Science, Engineering, Mathematics, Physics, or related quantitative field
• 10+ years of experience with C# and .NET development in financial or high-performance environments
• Demonstrated experience designing and developing large-scale, high-performance systems with strict reliability requirements
• Working knowledge of financial products including derivatives, fixed income, and interest rate instruments
• Proficiency with both relational databases (SQL Server) and NoSQL solutions (MongoDB)
• Advanced problem-solving skills with the ability to work under pressure in fast-paced trading environments
• Advanced degree (MSc/PhD) in a quantitative discipline (Optional)

We offer

• Extended Healthcare with Prescription Drugs, Dental and Vision, and Healthcare Spending Account (Company Paid)
• Life and AD&D Insurance (Company Paid)
• Employee Assistance Program (Company Paid)
• Telehealth (Company Paid)
• Short-term Disability (Company Paid)
• Long-Term Disability
• Paid Time Off (including vacation and sick days)
• Registered Retirement Savings Plan (RRSP) with Company match
• Maternity/Parental/Adoption Leave Top-up
• Employee Stock Purchase Program
• Critical Illness Insurance
• Employee Discounts
• Unlimited access to LinkedIn learning solutions

EPAM is a leading global provider of digital platform engineering and development services. We are committed to having a positive impact on our clients, our employees, and our communities. We embrace a dynamic and inclusive culture. Here you will collaborate with multi-national teams, contribute to a myriad of innovative projects that deliver the most creative and cutting-edge solutions, and have an opportunity to continuously learn and grow. No matter where you are located, you will join a dedicated, creative, and diverse community that will help you discover your fullest potential. Engineer the Future with a Career at EPAM

This posting includes a base salary range EPAM Canada would reasonably expect to pay the selected candidate. Individual compensation offers within the range are based on a variety of factors, including, but not limited to, experience, credentials, education, training, the demand for the role, skillset, and overall business and local labour market considerations. Most candidates are hired at a salary within the range disclosed. Salary range: CA$110,000 - CA$140,000. In addition, the details highlighted in this job posting above are a general description of all other expected benefits and compensation for the position.

EPAM Canada welcomes and encourages applications from candidates with disabilities. Please contact WFA Human Resource CA WFAHRCA@epam.com if you have questions in this regard, or if you require an accommodation to complete the application process. Click here to review EPAM’s Accessibility for Ontarians with Disabilities Accessibility Policies and Multi-Year Access.