Transparency Pricing & Risk Developer

at  TD Bank

JOB DESCRIPTION:

The Transparency team is a Front Office development team responsible for the development of cross-asset automated pricing and risk systems, primarily focused on FICC derivatives. The Transparency team works directly with global sales/trading/quant teams on the development of applications incorporating pricing and risk models used for electronic trading. These applications are used globally by Front Office sales and traders and are critical to TD’s trading activities. This is a global team with engineers in Toronto, London, New York and Singapore.

We use the following technology stack:

• Java 11+
• React
• Solace/Hazelcast/ZeroMQ/WebSocket messaging
• Simple Binary Encoding (SBE)/ Protocol Buffers/JSON codecs
• Linux server environment

POSITION OVERVIEW

The Transparency Team is looking for a mid to senior-level software engineer in London, UK to join our core pricing/risk services development team. The ideal candidate has the following skills:

Essentials:

• 5+ 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
• Strong Core Java knowledge, JDK 11+
• 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

Highly desirable:

• 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

Candidate should also be or have:

• A strong leader on technical design and solutions and to provides technical expertise with a focus on efficiency, reliability, scalability, and security; includes planning, evaluating, recommending, designing, operationalizing, and supporting solutions in compliance with enterprise and industry standards.
• Ability to plan, evaluate, recommend, design, operationalize, and support solutions in compliance with enterprise and industry standards.
• Ability to lead and help team members on technical implementations.
• Ability to work on multiple initiatives at the same time
• Familiar with Agile, and SDLC processes

EDUCATION AND ACCREDITATION

College/University degree with emphasis on numerical subjects (Computer Science, Engineering, Maths, Sciences etc.)

WHO WE ARE

TD is one of the world’s leading global financial institutions and is the fifth largest bank in North America by branches/stores. Every day, we deliver legendary customer experiences to over 27 million households and businesses in Canada, the United States and around the world. More than 95,000 TD colleagues bring their skills, talent, and creativity to the Bank, those we serve, and the economies we support. We are guided by our vision to Be the Better Bank and our purpose to enrich the lives of our customers, communities and colleagues.
TD is deeply committed to being a leader in customer experience, that is why we believe that all colleagues, no matter where they work, are customer facing. As we build our business and deliver on our strategy, we are innovating to enhance the customer experience and build capabilities to shape the future of banking. Whether you’ve got years of banking experience or are just starting your career in financial services, we can help you realize your potential. Through regular leadership and development conversations to mentorship and training programs, we’re here to support you towards your goals. As an organization, we keep growing – and so will you.

• Think like a customer; provide legendary experiences and trusted advice
• Act like an owner; lead with integrity to drive business results and contribute to communities
• Execute with speed and impact; only take risks we can understand and manage
• Innovate with purpose; simplify the way we work
• Develop our colleagues; embrace diversity and respect one anothe