Duration: 12 Months Contract
Work Mode: Hybrid
Location: Montreal (Day 1 onboarding onsite/in office presence 3x/week)
Responsibilities
- 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.
Requirements
- 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.
Preferred Skills
- 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.
This role is for an existing vacancy.
