- Toronto, Ontario, Canada
- Full-time · Manager
- CA$175K–CA$175K per year
- 10+ years
Lead Equity Derivatives Risk Engineering within Global Markets Engineering, owning and scaling the in-house calculation and risk-view platforms.
Compensation
Please note the base salary for this role is $175,000 CAD.
Responsibilities
- Own the existing C#/.NET risk and calculation platform end to end and scale it
- Define and sell a credible architecture for the next-generation risk system
- Deliver fast/slow calculation cycles and improve grid orchestration
- Collaborate with quants on Monte Carlo valuation
- Drive consistent market data across pricing, risk and scenario workflows
Requirements
- Nice to have: high-performance numerical computing
- Nice to have: low-latency analytics workloads
- Nice to have: building observability and instrumentation into production risk platform