Fixed Income Risk System Developer
- Montreal, QC, Canada
$65.52 USD / hour
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Job details
- Pay
- $65.52 USD / hour
- Apply by
- Experience
- Minimum 5 years of experience in a relevant field.
- Posting language
- English
- Posted
Original job description
- Duration: 12 Months Contract
- Work Mode: Hybrid
- Location: Montreal (Day 1 onboarding onsite/in office presence 3x/week)
- Develop large-scale distributed systems to compute and report intra-day and end-of-day risks, PnL (Profit and Loss), and market scenarios to senior management, trading desks, controllers, and market risk department.
- Engage in greenfield projects to redesign pricing and workflow applications for sales and traders to keep ahead of the market.
- Redesign Front to Back risk scenario infrastructure for Fundamental Review of the Trading Book.
- Revamp the market data and marking system in a strategic cross-asset platform.
- Design APIs so that the pricing and risk analytics can be accessed programmatically by other internal systems and processes.
- Provide IT coverage for Macro business in EMEA, with day-to-day interaction with sales/trading, desk strategies, FID COOs, operations, controllers, and market risk department.
- Serve as a technology provider to global Interest Rate trading desks.
- Minimum 5 years of experience in a relevant field.
- Strong academic record with Bachelor's level or above in a computational field like Computer Science, Mathematics, Electrical Engineering, or a related discipline.
- Strong software engineering, analytical, and problem-solving skills.
- Strong interest in learning about the financial markets.
- Good written and verbal communication skills.
- Good understanding of how the Java Virtual Machine works, multithreading.
- Knowledge of fixed income market, financial models, and risk management.
- Experience in financial risk calculation and management system or trading tools development.
- Experience in distributed computing or cloud computing, Java/Scala performance tuning.
- Understand DevOps and Continuous Development Principles.
More about this job
Responsibilities
Develop and redesign distributed systems and applications for intraday and end-of-day risk, PnL, market scenarios, pricing, and trading workflows. Provide technology support to global interest rate trading desks and collaborate with sales, trading, operations, controllers, and market risk teams.
Requirements
Requires at least five years of relevant experience, a bachelor's degree or higher in a computational field, strong software engineering and analytical skills, and knowledge of the Java Virtual Machine and multithreading. Preferred qualifications include fixed-income and risk-management knowledge, financial risk or trading-tool development experience, distributed or cloud computing, Java or Scala performance tuning, and familiarity with DevOps and continuous development.
Skills
- Java
- Scala
- Distributed Systems
- Cloud Computing
- Multithreading
- Java Virtual Machine
- Performance Tuning
- Fixed Income
- Financial Modeling
- Risk Management
- Risk Calculation
- Trading Tools Development
- DevOps
- Continuous Development
- Software Engineering
- API Design
Visa sponsorship
Not detected in the job text
Categories
- Technology
- Software
- Finance & Accounting
- Data & Analytics
Keywords
- Java
- Scala
- Java Virtual Machine
- Multithreading
- Distributed Systems
- Cloud Computing
- Performance Tuning
- Fixed Income
- Interest Rate Trading
- Financial Markets
- Financial Models
- Risk Management
- Risk Calculation
- Profit And Loss
- Market Scenarios
- Fundamental Review Of The Trading Book
- Pricing Applications
- Trading Tools
- Market Data
- Cross-Asset Platform
- API Design
- DevOps
- Continuous Development
- Front-To-Back Infrastructure
- Software Engineering
- Greenfield Projects
- Macro Business