Closed listing
Fixed Income Risk System Developer
- Montreal, QC, Canada
$65.52 USD / hour
This opening has closed.
The original listing is kept below for reference.
Job details
- Pay
- $65.52 USD / hour
- Closing date
- Experience
- Minimum 5 years of experience in a relevant field.
- Posting language
- English
- Posted
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Search current openingsOriginal job description
Archived listing. The details below describe a past opening.
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.
- 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 pricing, risk, PnL, market scenarios, market data, and trading workflows, including infrastructure supporting Fundamental Review of the Trading Book. Provide technology coverage for global interest rate trading desks and the EMEA Macro business, collaborating 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 discipline, strong software engineering and problem-solving skills, and an interest in financial markets. Candidates should understand the Java Virtual Machine and multithreading; experience with fixed income, risk systems, distributed or cloud computing, Java or Scala performance tuning, and DevOps is preferred.
Skills
- Software Engineering
- Distributed Systems
- Java
- Java Virtual Machine
- Multithreading
- Analytical Skills
- Problem-Solving
- Financial Markets
- Fixed Income
- Financial Modeling
- Risk Management
- Distributed Computing
- Cloud Computing
- Performance Tuning
- DevOps
- Continuous Development
Visa sponsorship
Not detected in the job text
Categories
- Software
- Technology
- Finance & Accounting
- Data & Analytics
Keywords
- Java
- Scala
- Java Virtual Machine
- Multithreading
- Distributed Systems
- Distributed Computing
- Cloud Computing
- Performance Tuning
- DevOps
- Continuous Development
- Fixed Income
- Interest Rate Trading
- Financial Markets
- Financial Models
- Risk Management
- Risk Calculation
- Profit And Loss
- Market Scenarios
- Pricing Applications
- Risk Analytics
- Market Data
- Fundamental Review Of The Trading Book
- Cross-Asset Platform
- APIs
- Trading Tools
- Sales And Trading
- Macro Business
- Greenfield Projects