Job Title: Fixed Income Risk System Developer
Years of Experience: 5-7
12-Month Contract
Location: Montreal, Quebec Hybrid
We are currently seeking a senior developer within the Fixed Income Derivatives Technology group. Our team works closely with Interest Rates Sales & Trading and the Quantitative Strategists team to develop next-generation risk and trading systems to achieve their business goals.
A successful candidate would work on one of the world’s largest Scala projects and get exposure to every aspect of interest rate derivative trading. We balance between strategic system renovation projects and day-to-day business coverage based on each team member’s preference and expertise.
Responsibilities include:
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 the market risk department;
Greenfield project to redesign pricing and workflow applications for sales and traders to keep ahead of the market;
Greenfield project to redesign front-to-back risk scenario infrastructure for Fundamental Review of the Trading Book
Greenfield project to 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 the market risk department;
We serve not only internal clients in the region but also act as a technology provider to global interest rate trading desks. The role requires someone who is self-motivated, quick-learning, and can take ownership of critical problems and work throughout the full project lifecycle from problem analysis to successful delivery of the solution.
Basic Qualifications
Strong academic record with a 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 Qualifications
Knowledge of the 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
