Equity Finance Engineering Manager

RBC

. Lead the design, development, and delivery of next-generation equity swaps and synthetic prime applications .

Posted 9/21/2026full-timeUnited StatesSeniorLead💰 $210,000 - $275,000 per yearWebsite

Core Competencies

Role fit

Core Competencies

Use this summary to align your resume positioning with the role.

Demonstrates expertise in designing and developing high-performance trading applications, with a strong focus on equity finance and Delta One products. Proficient in leading software development lifecycles, establishing engineering standards, and integrating complex systems within financial environments.

Highest-signal resume keywords

Expert-Level JavaSpring BootDistributed Cache (Redis)Equity Finance ExperienceDelta One Products Knowledge

ATS Keywords

Tailor your resume

Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard Skills

Software Development LifecycleCode ReviewPerformance ProfilingNumerical MethodsFinancial Mathematics

Soft Skills

CollaborationLeadershipCommunication

Tools & Technologies

RedisSolaceKafkaDatabasesCI/CD Pipelines

Industry Keywords

Equity SwapsSynthetic Prime BrokerageDelta OneTrade Lifecycle ManagementPosition Management

Tech Stack

Tools & technologies

JavaKafkaRedisSpringSpring BootSpringBoot

About the role

Key responsibilities & impact

Lead the design, development, and delivery of next-generation equity swaps and synthetic prime applications
Architect and implement low-latency, high-performance application services and platforms
Build position management and trade lifecycle management for Delta One products
Own the full software development lifecycle, including system design, implementation, code review, testing, performance profiling, and production release
Integrate applications with technical teams within Equity Finance, middle office, and back office
Establish engineering standards, code review culture, testing frameworks, CI/CD pipelines, and documentation practices
Define analytics platform architecture, service boundaries, data contracts, and API design
Lead migration of legacy components to modern architectures
Collaborate on compute, grid, and real-time data infrastructure
Translate trading, structuring, and risk requirements into engineering deliverables
Productionize quant research models into robust, testable code
Participate in hiring and conduct structured technical interviews
Represent analytics development in cross-functional forums and senior stakeholder discussions

Requirements

What you’ll need

8+ years of experience in equity finance, synthetic prime brokerage, or delta one
10+ years of expert-level Java, Spring Boot, and distributed cache (Redis) experience building large-scale trading applications
Deep understanding of prime brokerage and Delta One products: equity swaps, futures, forwards, TRS, ETF mechanics, stock lending / securities finance
Ability to write, review, and take full ownership of production code
Strong foundation in numerical methods, linear algebra, and financial mathematics
Experience with Java, Redis, Solace, Kafka, databases, and distributed processing
Experience with equity swaps trading application build out or integration with an equity swaps vendor platform such as Swap One, Nuvo Prime, or an internal build (nice to have)

Benefits

Comp & perks

Discretionary bonus
Long-term incentive participation
Direct exposure to the trading desk and commercial P&L
Meaningful technical ownership at a senior level