Description

Description

Location: Montreal (Day 1 onboarding - Hybrid - 3-day attendance at the office)

Job Position: Site Reliability Engineering (SRE) Developer

Job Description

The Market Risk Department encompasses technology to mitigate Market Risk through various global systems and processes. We are responsible for monitoring, measuring, and communicating risks generated by business lines.

This application interfaces with various systems and obtains valuation, Greeks and risk sensitivities along with trade attributes for trades across various asset classes. The middle tier has many roles to play namely data ingestion framework, subscription managers to pieces of data, data driven event workflow, and streaming dynamic datasets over the wire. The platform is undergoing a large technical transformation to support very large increases in data volumes and process complexity to support large initiatives such as FRTB, Stress Testing and Full Reval VaR.

The ideal candidate will have extensive hands-on experience designing, building and integrating analytical systems in a multi-tier data-centric environment. Experience with large-scale relational databases, strong SQL, Java, and Linux are essential. The candidate will work with business analysts and team leads to gather requirements and design and implement solutions following a Service Oriented Architecture (SOA). Good communication skills, team work and desire to work in agile manner are a must.

Skills Required

6+ Years hands-on experience with Java, Spring

Strong object-oriented design and development skills, data-structures and algorithms, and design patterns

Knowledge of the Java memory model

A good understanding of how to build multi-threaded applications and hands-on experience with concurrency packages

Excellent analytical ability

A culture of incorporating unit test cases when designing systems using Junit

Strong experience with relational databases logical modelling

Strength in querying large relational databases in an optimized manner

Be able to comprehend application of database index and transactions

Ability to write scripts in Shell/Perl/Python

Strong collaboration and communication skills.

The candidate will work in a global team where clear and concise communication skills are a must.

Work independently following proper coding standards

Nice to have

Risk/Financial Systems development experience

Apache Spark

Education

Bachelor's degree