IT & Software

Fixed Income Risk System Developer

Axelon Services Corporation

Montreal (Administrative Region) · Qc · Canada

Duration: 12 Months Contract


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.



Requirements



  • 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.



Preferred Skills



  • 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.



This role is for an existing vacancy.

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Reference: WJ-3875_13271092

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