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CGIMontréal, QC

C# / C++ Developer (Real-Time Expert)

Description

The CGI Team is responsible for delivering highly critical pricing and risk calculation capabilities to a wide range of internal consumers, from Front Office to Regulatory Risk. Business users such as quantitative risk analysts, Front Office teams, and risk managers regularly collaborate with us to shape development priorities. The significant daily data volume requires innovative solutions to ensure our compute and data storage systems scale effectively with increasing trade populations and evolving regulatory needs.

Our tech stack is predominantly composed of distributed.NET services, relational and distributed databases, and a caching layer based on Couchbase. Our calculations are transitioning from IBM Symphony Grid Manager to a new cloud-compatible open-source grid manager: ArmoniK. The real-time framework (streaming, contribution, flows, pre-trade), designed for low-latency constraints, is primarily implemented in C++.

We are currently evaluating and implementing solutions involving cloud bursting and cloud-native services. We are seeking highly skilled individuals to help implement, extend, and support our computing middleware systems, including reviewing the real-time framework, grid, and cloud-oriented components, and contributing to the project roadmap and architectural governance.

Skills:

English, French, ASP.NET Core, C#, C++