Transparency Pricing & Risk Developer

Work Location:

New York, New York, United States of America

Hours:

40

Line of Business:

Technology Solutions

Pay Detail:

$115,000 - $170,000 USD

TD is committed to providing fair and equitable compensation opportunities to all colleagues. The included salary range for this role takes into account multiple factors that are considered in making compensation decisions. The base pay actually offered may vary based upon candidate's skills and experience, job-related knowledge, licensure and certifications, geographic location, and other specific business and organizational needs. As TD puts career development at the forefront of our colleague experience, it is not typical for an individual to be hired at or near the top of the range for their role.

As a candidate, you are encouraged to ask compensation related questions and have an open dialogue with your recruiter who can provide you more specific details for this role

Job Description:

Preferred Qualifications:

The Transparency team is a Front Office development team responsible for the development of cross-asset automated pricing and risk systems, initially focused on FICC derivatives, but expanding to all asset classes. 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+ service development
• C++ quant library
• React/JavaScript
• 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 senior-level software engineer in New York, 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 

The Software Engineer II performs activities developing components of solutions with a focus on analytics, support, testing, and proof of concepts aligned to business and technology objectives. 
 

Depth & Scope:

• Advanced knowledge of specific domain or range of engineering frameworks, technology, tools, processes and procedures, as well as organization issues
• Performs complex to difficult technical tasks independently
• Advanced knowledge of technology, tools, various programming languages, processes, and procedures
• Develops program specifications; adapts, integrates, codes, tests and debugs programs; and is responsible for executing
• Uses existing procedures to solve routine problems; makes limited exceptions

Education & Experience:

• Undergraduate degree, Postgraduate degree or Technical Certificate
• Strong academic background (e.g., computer science, engineering)
• 3-5 years relevant experience

Customer Accountabil