TD Securities Risk/Pricing Engineer

TD Bank•New York, NY

5d•Onsite

About The Position

TD Securities is seeking a Mid-Level Engineer to join its core pricing/risk services development team within the Transparency team. This team is responsible for developing cross-asset automated pricing and risk systems, primarily for FICC derivatives. The role involves working directly with global sales, trading, and quant teams on applications that incorporate pricing and risk models for electronic trading, which are critical to TD's trading activities. The team operates globally with engineers in Toronto, London, New York, and Singapore and utilizes a technology stack including Java 17+, React/JavaScript/TypeScript, Solace and Kafka, Hazelcast, ZeroMQ, Google Protocol Buffers/JSON/SBE, Graphite/Grafana/Dynatrace, and RHEL Linux 8+.

Requirements

5+ years of strong Core Java knowledge, JDK 17+
Proficient in web application development (JavaScript/TypeScript/React)
Proficient in multi-threaded programming.
Proficient in developing high throughput and low latency event-driven messaging systems.
Proficient in implementing automated unit/integration/regression testing into CI/CD development pipelines.
Proficient in developing event-driven architecture for data-intensive distributed computing solutions.
Bachelor's or Graduate degree
Strong academic background (e.g., computer science, engineering)
5-7 years relevant experience
Advanced knowledge of specific domain or range of engineering frameworks, technology, tools, processes and procedures, as well as organization issues
Advanced knowledge of TD applications, systems, networks, innovation, design activities, best practices, business/organization, Bank standards
Advanced experience, knowledge and skills in own discipline
Works independently with minimal guidance
Acts as a SME resource for colleagues with less experience
Solves complex problems; Takes a new perspective on existing solutions

Nice To Haves

Experience working with sales/trading/quant teams on implementing pricing/trading/risk solutions.
Strong knowledge of Interest Rate Swap products (FRA/IRS/XCCY)
Experience working with Bloomberg APIs (i.e., BPIPE, SAPI, DAPI)
Proficient in Java performance testing.

Responsibilities

Develop and maintain technical solutions that adhere to engineering and architectural design principles while meeting business requirements.
Provide technical expertise with a focus on efficiency, reliability, scalability, and security.
Plan, evaluate, recommend, design, operationalize, and support solutions in compliance with enterprise and industry standards.
Help teammates with technical implementations.
Work on multiple initiatives at the same time.
Develop and maintain cross-asset automated pricing and risk systems, primarily focused on FICC derivatives.
Work directly with global sales/trading/quant teams on the development of applications incorporating pricing and risk models used for electronic trading.