TD Securities Risk/Pricing Engineer

TD•New York, NY

6d•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 the development of cross-asset automated pricing and risk systems, primarily focused on FICC derivatives. The Transparency team collaborates directly with global sales, trading, and quant teams to develop applications that incorporate pricing and risk models for electronic trading. These applications are critical to TD’s trading activities and are used globally by Front Office sales and traders. The team operates globally with engineers located in Toronto, London, New York, and Singapore. The role involves developing and maintaining technical solutions that align with engineering and architectural design principles while fulfilling business requirements. The engineer will provide technical expertise focusing on efficiency, reliability, scalability, and security, including planning, evaluating, recommending, designing, operationalizing, and supporting solutions in compliance with enterprise and industry standards.

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
Familiar with Agile, and SDLC processes

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)

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 cross-asset automated pricing and risk systems, primarily focused on FICC derivatives.
Work with global sales/trading/quant teams on the development of applications incorporating pricing and risk models used for electronic trading.
Implement automated unit/integration/regression testing into CI/CD development pipelines.
Develop event-driven architecture for data-intensive distributed computing solutions.
Perform Java performance testing.