About the role

Senior Level Engineer developing cross-asset automated pricing and risk systems for TD Bank Group. Collaborating globally to meet Front Office sales and trading needs with technical expertise.

Responsibilities

Development of cross-asset automated pricing and risk systems, primarily focused on FICC derivatives.
Work directly with global sales/trading/quant teams on the development of applications incorporating pricing and risk models used for electronic trading.
Applications used globally by Front Office sales and traders and are critical to TD’s trading activities.
Collaborate with engineers in Toronto, London, New York and Singapore.

8+ years’ experience as a software engineer delivering FO pricing/trading/risk solutions.
Ability to work with sales/trading/quant teams on implementing pricing/risk model requirements.
Ability to work with eTrading/infrastructure teams on distribution of pricing/risk model outputs.
8+ years' of strong Core Java knowledge, JDK 11+
4+ years' of strong Python knowledge and enterprise level development experience.
Ability to develop high performance event-driven messaging systems.
Experience with implementing automated unit + regression testing into CI/CD development pipelines.
Strong understanding and experience with multi-threaded programming.
Strong knowledge of Interest Rate Swap products (FRA/IRS/XCCY)
Experience working with Bloomberg APIs (i.e. BPIPE, SAPI, DAPI)
Experience with Java performance testing.
JavaScript + React experience.
A strong leader on technical design and solutions and to provides technical expertise with a focus on efficiency, reliability, scalability, and security.