Duration: 12 Months Contract

Work Mode: Hybrid

Location: Montreal (Day 1 onboarding onsite/in office presence 3x/week)

Responsibilities:
Develop large-scale distributed systems to compute and report intra-day and end-of-day risks, PnL (Profit and Loss), and market scenarios to senior management, trading desks, controllers, and market risk department.
Engage in greenfield projects to redesign pricing and workflow applications for sales and traders to keep ahead of the market.
Redesign Front to Back risk scenario infrastructure for Fundamental Review of the Trading Book.
Revamp the market data and marking system in a strategic cross-asset platform.
Design APIs so that the pricing and risk analytics can be accessed programmatically by other internal systems and processes.
Provide IT coverage for Macro business in EMEA, with day-to-day interaction with sales/trading, desk strategies, FID COOs, operations, controllers, and market risk department.
Serve as a technology provider to global Interest Rate trading desks.





Requirements:
Minimum 5 years of experience in a relevant field.
Solid academic record with Bachelor's level or above in a computational field like Computer Science, Mathematics, Electrical Engineering, or a related discipline.
Strong software engineering, analytical, and problem-solving skills.
Robust interest in learning about the financial markets.
Valuable written and verbal communication skills.
Good understanding of how the Java Virtual Machine works, multithreading.

Preferred Skills:
Knowledge of fixed income market, financial models, and risk management.
Experience in financial risk calculation and management system or trading tools development.
Experience in distributed computing or cloud computing, Java/Scala performance tuning.
Understand DevOps and Continuous Development Principles.

This role is for an existing vacancy.

📌 Fixed Income Risk System Developer Montreal
🏢 Axelon Services
📍 Montreal