Software Developer
Post-Trade Automation
Posted on 5/13/2023
Locations
Montreal, QC, Canada • London, UK
Experience Level
Entry
Junior
Mid
Senior
Expert
Desired Skills
Apache Spark
Apache Kafka
Data Analysis
C/C++/C#
Java
Postgres
Python
Requirements
- Relevant degree in Computer Science, Computer Engineering or Engineering
- 3 years of experience on either Python or Java
- Experience of processing large datasets with PostgreSQL database and data frame
- Experience in trade booking with FIX protocol
- Knowledge of trading, booking and/or position keeping
- 3 years of exposure to scalable, geographically distributed and high availability architectures
- Experience with applications supporting reporting and reconciliation
Responsibilities
- Transactions feeds for fund administrator, brokers, t+0 matchers and MIFID
- Streaming and booking of VOICE trades, executed on external trading platforms such as Bloomberg, Fidessa or SpiderRock
- End-of-day reconciliation of trades, positions and PnL
- End-of-day/month reporting and analytics related to Positions, Trades, Margin, Cash, Wallet, Currency expositions, PnL
- Design and develop pipelines for post-trade processing
- Own applications in production globally and provide 2nd level application support
- Work closely with Operations, Traders & Compliance to gather requirements & receive feedback
- Close collaboration with global counterparts to ensure maximum reuse of effort
Desired Qualifications
- Team Player capable of developing industrial strength software components
- Good communication skills
- Proven independent contributor in a team dynamic
- Knowledge and understanding of OTC products (Interest Rate Swaps, Variance Swaps, CDS etc) bookings
- Knowledge in C++ and Big Data tools such as Spark, Kafka, Elastic…