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Job Overview
Location
Remote
Job Type
Full-time
Category
Software Engineering
Date Posted
November 13, 2025
Full Job Description
đź“‹ Description
- • Architect and deliver next-generation features for Kynex, our flagship SaaS platform that powers convertible-bond valuation, new-issue pricing, and portfolio-risk analytics for the world’s largest banks, hedge funds, and asset managers.
- • Own end-to-end development of high-throughput, low-latency micro-services in Java and Python that process millions of market-data points per second, ensuring traders see real-time P&L and Greeks with sub-second refresh.
- • Re-engineer legacy C++ analytics libraries into cloud-native, horizontally scalable services using Docker, Kubernetes, and AWS (EKS, Lambda, S3, RDS, DynamoDB), cutting infrastructure cost by 30 % while tripling throughput.
- • Collaborate with quantitative researchers to translate stochastic calculus and finite-difference models into clean, testable code; implement automated unit, regression, and Monte-Carlo simulation tests that achieve >90 % coverage.
- • Design intuitive REST and GraphQL APIs that feed our lightning-fast React/TypeScript front-end, enabling portfolio managers to slice, dice, and visualize risk across thousands of convertible securities in milliseconds.
- • Build event-driven data pipelines (Kafka, Kinesis) that ingest live feeds from Bloomberg, Refinitiv, and internal market makers; guarantee zero-data-loss SLAs even during market spikes.
- • Champion DevSecOps best practices: CI/CD via GitHub Actions, automated blue-green deployments, Terraform IaC, and security scanning (Snyk, OWASP ZAP) so every release is safe, repeatable, and reversible.
- • Partner with Product and UX to translate complex financial workflows into elegant user journeys; run A/B experiments and collect telemetry to drive adoption and customer delight.
- • Mentor junior developers through pair programming, code reviews, and brown-bag sessions; foster a culture of continuous learning and psychological safety across our globally distributed team.
- • Contribute to open-source projects that advance the fintech community; represent Numerix at conferences and meetups to share breakthroughs in quantitative computing and cloud engineering.
- • Participate in an agile, Kanban-based process with two-week sprints, daily stand-ups, and quarterly OKRs; celebrate wins and retrospect on misses to keep improving how we deliver value.
🎯 Requirements
- • 3+ years of professional experience in Java, Python, or C++ with a track record of shipping production-grade software in finance, trading, or similarly latency-sensitive domains.
- • Solid grasp of data structures, algorithms, and distributed-system design; able to reason about concurrency, memory models, and network protocols under high load.
- • Hands-on experience with cloud platforms (AWS preferred), containerization (Docker), and orchestration (Kubernetes); familiarity with Infrastructure-as-Code tools such as Terraform or CloudFormation.
- • Bachelor’s or Master’s degree in Computer Science, Engineering, Mathematics, or related quantitative field; equivalent experience gladly considered.
- • Nice-to-have: exposure to financial instruments (convertible bonds, options, swaps), quantitative libraries (QuantLib, FINCAD), or FIX protocol; contributions to open-source or tech blogging.
🏖️ Benefits
- • Fully remote-first culture with flexible hours and a home-office stipend; optional co-working space reimbursement for those in the Greater Toronto Area.
- • Competitive base salary plus annual performance bonus and equity participation, ensuring you share directly in Numerix’s continued global growth.
- • Comprehensive health, dental, and vision coverage from day one, plus an annual wellness allowance for gym memberships, mental-health apps, or ergonomic upgrades.
- • Generous learning budget (conferences, courses, certifications) and dedicated 10 % innovation time each sprint to explore new technologies and pet projects.
Skills & Technologies
About Numerix LLC
Numerix provides risk analytics and pricing software for banks, asset managers, insurers and auditors. Its cross-asset platform models derivatives, fixed income, equities, FX and structured products, delivering real-time valuation, scenario analysis, XVA, FRTB, margining and capital calculations via on-premise or cloud deployment. APIs and Excel integration embed the engine into existing workflows, while market and reference data services supply curves, volatilities and regulatory inputs. Founded in 1996, the company supports front-office trading, risk management, valuation control, treasury and audit functions for over 700 clients across 25 countries.
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