TD Securities Risk/Pricing Engineer
Core
Develop and maintain cross-asset automated pricing and risk systems for FICC derivatives to support electronic trading.
Role type
Mid-Level Java Engineer (Pricing/Risk)
Builds
Automated pricing and risk applications for Front Office sales and traders
Domain
Financial Services / Capital Markets / FICC Derivatives
Deliverable
production ML models | product features
Required skills
Core Java (JDK 17+), multi-threaded programming, event-driven messaging systems, high-throughput low-latency systems, CI/CD pipelines, event-driven architecture
Preferred skills
Interest Rate Swap products (FRA/IRS/XCCY), Bloomberg APIs (BPIPE, SAPI, DAPI), Java performance testing
Technologies
Java, React, TypeScript, JavaScript, Solace, Kafka, Hazelcast, ZeroMQ, Protocol Buffers, JSON, SBE, Graphite, Grafana, Dynatrace, RHEL Linux
Responsibilities
Develop high-throughput event-driven messaging systems, implement automated testing in CI/CD pipelines, collaborate with sales/trading/quant teams on pricing solutions, design scalable and secure technical solutions
Seniority
Mid-Level, hands-on IC
