FIC Font Office Dev Analyst
- Montreal, QC, Canada
Full-time
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Job details
- Job type
- Full-time
- Apply by
- Experience
- At least 2 years of Market Risk and PnL experience at a large bank or Insurance
- Posting language
- English
- Posted
Original job description
GBTO provides the most reliable, flexible and efficient Risk & Finance platform and delivering the shared market data repository for our partners in MARK, RISQ & DFIN to:
- Meet the strategic business needs of GBIS.
- Meet our regulatory commitments and secure the provision of reports to regulators.
- Optimize capital requirements.
- Distribute certified data.
- Manage and ensure the consistency of the PNL, Market, Liquidity and Credit Risks, and Accounting and Finance for the Bank
- Contribute to the digital transformation of GBIS.
- RiskOne RT is the real-time risk analysis and valuation engine for fixed income, and foreign exchange.
- Great Server, GROS, DARIUS and Mercury are the main downstream applications offering the sensis, PnL figures for analysis and assist traders to manage their positions on daily basis.
As a real-time Market Risk Dev and Support Analyst within GBTO/PRE/CFI, you will meet the needs of our traders in the fixed income markets. Your daily mission includes:
- Build, troubleshoot, and support in C#/.Net for various Front Office business applications
- Ensure the Real-Time indicators (PnL, Risks) produced by the Risk Engine gives the traders the most accurate and timely market position.
- Research production issues, including Analysis of the Greeks; PnL; and explanations of sensitivities
- Work closely with the front-office, RISQ and ARD department to design, implement and ensure timely deliveries
- Actively participate in the LATAM push to Global tool.
- Proactively perform code testing and UAT directly with traders prior to release.
- Provide follow the sun for Asia to ensure smooth market open.
- Reinforce Agile and CI/CD methodologies for production stability and follow release management / change management processes.
- Responsible for the 1st and 2nd level of support.
- Interact with the other members of the RT Chapter to build the target vision of the chain including progressive decommissioning of the Excel tools, implementation of the One Target user-interface.
- Strong collaboration with key stakeholders requiring functional and technical skills across all products and systems.
Profile required
- Knowledge in Finance, especially market risks process and fixed income products
- Understanding of agile development practices
- Ability to work with tight deadlines and work under pressure
- Ability to troubleshoot complex issues and work in a multitasking environment
- Strong written & verbal communication skills
- Collaboration and team spirit
- Bachelor Degree in computer science, engineering, or equivalent job experience
- Strong technical skills in .Net C#
- Thorough knowledge of object-oriented programming
- Experience working with fixed income products, particularly interest rate swaps and futures.
- Experience working with oracle and Mysql
- Experience working in a team environment using GitHub and GitHub Copilot to streamline development workflows
- At least 2 years of Market Risk and PnL experience at a large bank or Insurance
- Bachelor’s degree in computer science, engineering, or equivalent job experience
- Quantitative knowledge is a plus
Ability to communicate in English, both orally and in writing, is a requirement as the person in this position will need to collaborate regularly with colleagues and partners in the United States.
Business insight
Societe Generale is committed to offering an inclusive recruitment experience to all candidates. If you require any reasonable accommodations during the recruitment process, please do not hesitate to let our Recruiters know.
OUR CULTURE:
At Societe Generale, we live by our 4 core values of commitment, responsibility, team spirit and innovation. We are engaged and demonstrate consideration for others. We act ethically and with courage. We focus our talent and energy on collective success. We experiment and propose new ideas. This way, we maximize our ability to serve client needs and anticipate market changes. Societe Generale is committed to strengthening bonds with colleagues, communities, and the world in which we live, because relationships are at the heart of how we operate. For more information about our Culture and Conduct initiatives, please visit this link (https://americas.societegenerale.com/en/careers/get-know-culture/)
D&I:
Our Diversity & Inclusion Mission: Recruit, develop, advance, and retain a diverse workforce that is united in our efforts to enhance our competitive position and deliver innovative solutions to our clients.
Our Diversity & Inclusion Vision:
- Engaged workforce that is demographically diverse in a way that reflects the communities in which we operate
- Inclusive culture and workplace that recognizes employees' unique needs and utilizes their diverse talents
- Engage our community and marketplace, and position the organization to meet the needs of all its clients
HYBRID WORK ENVIRONMENT:
Societe Generale offers a hybrid work arrangement that offers employees the flexibility to work remotely, as well as on-site, in order to promote interaction and collaboration with colleagues while adhering to all SG standard protocols. Hybrid work arrangements vary based on business area. The applicable business lines will determine and communicate the work arrangements that best meet their business needs.
More about this job
Responsibilities
Develop, troubleshoot, and support real-time fixed-income market risk applications, ensuring traders receive accurate and timely profit-and-loss and risk indicators. Investigate production issues, collaborate with front-office and risk teams, test releases with traders, and provide first- and second-level support while contributing to global tools and production stability.
Requirements
Candidates need strong C#/.NET and object-oriented programming skills, knowledge of finance and market risk, and experience with fixed-income products such as interest rate swaps and futures. The posting also requires a bachelor's degree in computer science, engineering, or equivalent experience, at least two years of market risk and profit-and-loss experience at a large bank or insurance company, and English communication skills.
Skills
- C#
- .NET
- Object-Oriented Programming
- Market Risk
- Profit And Loss Analysis
- Fixed Income Products
- Interest Rate Swaps
- Futures
- Oracle
- MySQL
- GitHub
- GitHub Copilot
- Agile Development
- CI/CD
- Production Support
- Troubleshooting
Visa sponsorship
Not detected in the job text
Categories
- Software
- Technology
- Finance & Accounting
- Data & Analytics
Keywords
- C#
- .NET
- RiskOne
- RiskOne RT
- Highway
- Great Server
- GROS
- DARIUS
- Mercury
- Market Risk
- Profit And Loss
- Fixed Income
- Foreign Exchange
- Interest Rate Swaps
- Futures
- Greeks
- Risk Engine
- Oracle
- MySQL
- GitHub
- GitHub Copilot
- Object-Oriented Programming
- Agile
- CI/CD
- User Acceptance Testing
- Production Support
- Release Management
- Change Management
- Real-Time Risk Analysis
- Front Office