Level 3
Job Description:
Department at the Company:
The Macro Risk Systems department with Fixed Income Derivatives develops software that enables our Company to sustain and grow its highly successful derivative businesses. Our systems are used to compute and monitor their daily risk and profit & loss, and to run scenario calculations to assess the potential effect of changes in market conditions. Our Risk and PnL Reporting system is mostly Java today with Scala and C# components, with new projects embracing Scala. The application is built around Hazelcast clusters and distributed query.
Job Responsibilities:
We are looking for a strong developer in Montreal to join our global Risk and PnL Reporting team. As an experienced developer with domain experience, you will take high level requirements, analyze code and data to find solutions, present to business stakeholders and get signoffs, and coordinate with QA and Release Management to put changes live.
Skills:
– Strong core Java (8+), desire to learn Scala on the job
– Analytical skills
– Data structures, design patterns, concurrency
– Unit testing, mocking frameworks, continuous integration
Nice-to-haves:
– Understanding of derivatives products
– Distributed caching