Jobs at Leversys

Supports client services, data, research, and maintenance of convertible bond products. Learns convertible bond structures, valuation models, and financial markets, then assists with data services and client product adoption. The role also contributes to product requirements and testing, develops client relationships, and may progress toward product ownership or broader capital-markets functions.

Build and enhance complex front-end applications for a cloud-based and on-premises SaaS platform serving the convertible bonds market. Collaborate with product leads and senior engineers across the full delivery lifecycle, including UI design, development, QA, release, and client-driven feature development. Contribute architectural ideas, work with financial data and concepts, and grow across front-end, back-end, services, and integrations.

Develop scalable, high-performance back-end systems for cloud-based SaaS and on-premises platforms in the convertible bonds financial technology domain. Responsibilities include designing distributed systems, working with messaging platforms and relational databases, collaborating across the product lifecycle, diagnosing production issues, and contributing to architecture, testing, integrations, and feature delivery.

Supports client services, data and research activities for convertible bond products. Learns convertible bond structures, valuation models, prospectus language, and capital markets processes; helps maintain bond data, assist clients, and contribute to product requirements and testing. The role offers a path toward client success, financial analysis, or product ownership while developing expertise in capital markets fintech.

Develop and support valuation models for convertible bonds and other asset classes within a product development team. Responsibilities include idea generation, product specifications, UI design, manual and automated QA, client-requested feature delivery, and collaboration with quantitative developers. The role provides training in financial markets, convertible bond structures, pricing models, and front-to-back capital markets processes, with potential progression into dedicated quantitative development.