Transparency Pricing, Risk Developer

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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.

Requirements

  • 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.

Benefits

  • health and well-being benefits
  • savings and retirement programs
  • paid time off
  • banking benefits and discounts
  • career development
  • reward and recognition programs

Job type

Full Time

Experience level

SeniorLead

Salary

CA$126,800 - CA$164,100 per year

Degree requirement

Bachelor's Degree

Tech skills

JavaJavaScriptPythonReact

Location requirements

HybridTorontoCanada

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