Job Description

Story Behind the Need:

• Business group: GWRT-GCMT-Commodities, FX Options & Derivatives Technology US - Part of Global Equity Derivatives and Structured Notes business. The Derivatives Technology team is leading the way in developing modern systems to support our Global Capital Markets businesses worldwide.
• Project: Looking for a Back End Developer to work on the Structure note modernization Project. A Greenfield multi-year program to modernize and transform the Global Equity Derivatives and Structured Notes business technology footprint with full-stack, cloud hosted platforms to increase revenue opportunities and go-to-market velocity's and go-to-market velocity.
• Reason for request: Net new requirement for a Python developer

Candidate Value Proposition:

• The successful candidate will have the opportunity to work on a unique and very interesting project involving derivatives and quant modelling. Great chance for extension.

Typical Day in Role:

• Design and develop software programs using Python for Quant Management team
• Work extensively with algorithms and operations of software along with our Quant/GAFE Team
• Build Application for front office.
• Development and support of a front-office trading system used for trade booking, trade execution and pricing of derivatives trades.
• Participate in design discussions on scalability, performance, and security.
• Take ownership and responsibility of development of products onboarding to the trading platform and be efficient with sizing and estimates for development.
• Proactively partners with business line representatives to drive improved technology solutions that support business strategy.
• Participates as technical or business consultant in design, development, coding, testing, and debugging new packaged solutions or significant enhancements to existing applications. Exposure to complete SDLC, start to finish.
• Leverage industry best practices & writing clean minimalistic code.
• Generate technical specifications of design and updating confluence.
• Assure quality, security and compliance requirements are met for supported area.
• Be flexible and thrive in an evolving environment to work with Quants and Traders.
• Adapt to change quickly and adjust work accordingly in a positive manner
• Building net new code encompasses about 80% of responsibilities

Candidate Requirements/Must Have Skills (in order of priority):

• Must possess "Beacon Core and FOS" certification.
• Candidate must have a minimum of 1+ years' experience in building Apps on beacon platform and deploying to Public Cloud.
• 7+ years' hands on experience with Python software development (ability to build net new code, test coding, find errors, and make corrections to provide quality code)
• Good understanding of quantitative techniques and methods, statistics, and econometrics - including probability, linear regression, and time series data analysis
• Experience in any of the following required: Pandas, NumPy, Scipy Libraries

o Experience working with algorithms and data structures

• Sound knowledge of software engineering design patterns and practices

Nice-To-Have Skills:

• Prior experience with Athena/SecDB/Beacon style platforms, or some of their underlying concepts such as graph based functional programming is an asset
• Some exposure to cloud-based systems (ideally Microsoft Azure) and a desire to learn more.
• Some exposure to web-based UI frameworks would be useful, though not essential
• Knowledge of Market Data Feeds and Market Data consumption technology (e.g. Reuters/Bloomberg etc).
• Mathematical modelling experience is an asset
• Experience using Matlab a significant plus.

Soft Skills:

• A proven track record of problem solving and idea generation with a commercial focus.
• The ability to work alone with minimal supervision or collaboratively within a team depending on the project.
• Adapt to change quickly and adjust work accordingly in a positive manner
• Desire to learn and grow within a high-performing team
• An appetite to work on a high profile project in a fast paced delivery focused environment with exposure to senior business sponsors.

Best vs Average:

• Building a new application. Ability to write in Python is the top must-have skill. Application development is central to the role. This application uses mathematical modelling, and so a good foundation in this area would set a candidate apart.
• Deep experience developing in Python. You've used it at scale, you have a broad knowledge of the language and many of its commonly used packages. You believe in testing your code to destruction, using several different testing frameworks.

Degrees or certifications:

• Bachelor's degree in a technical field such as computer science, computer engineering or related field required
• Beacon certification required

Candidate Review & Selection:

• Structure and Format: 1-2 rounds of interview

o Codility testing after first round possible

Additional Notes on Beacon Experience:

• Must poses "Beacon Core and FOS" certification. Candidate must have a minimum of 1+ years' experience in building Apps on beacon platform and deploying to Public Cloud.
• Must have experience building Apps on Beacon using frameworks like Glint/Bob etc.
• Experience automating data processing using Beacon batch framework "Bob" jobs.
• Experience building trade lifecycle events and configuration for various assets in Beacon.
• Proficient with Beacon integrated IDE and source code versioning tools (Git/bitbuckets)

Job Details

9576

Contract

6 months

Toronto