Junior, Mid-Level

FIC Front Office Dev Analyst

Montreal, Canada · On-site

GBTO provides the most reliable, flexible and efficient Risk & Finance platform and delivering the shared market data repository for our partners in MARK, RISQ & DFIN to:

Meet the strategic business needs of GBIS.
Meet our regulatory commitments and secure the provision of reports to regulators.
Optimize capital requirements.
Distribute certified data.
Manage and ensure the consistency of the PNL, Market, Liquidity and Credit Risks, and Accounting and Finance for the Bank
Contribute to the digital transformation of GBIS.

GBTO/PRE/CFI provides to our partners with two Fixed Income market risk calculators: RiskOne for the vanilla products and Highway for the Exotic world.

RiskOne RT is the real-time risk analysis and valuation engine for fixed income, and foreign exchange.
Great Server, GROS, DARIUS and Mercury are the main downstream applications offering the sensis, PnL figures for analysis and assist traders to manage their positions on daily basis.

THE RESPONSIBILITIES INCLUDE:

As a real-time Market Risk Dev and Support Analyst within GBTO/PRE/CFI, you will meet the needs of our traders in the fixed income markets. Your daily mission includes:

Build, troubleshoot, and support in C#/.Net for various Front Office business applications
Ensure the Real-Time indicators (PnL, Risks) produced by the Risk Engine gives the traders the most accurate and timely market position.
Research production issues, including Analysis of the Greeks; PnL; and explanations of sensitivities
Work closely with the front-office, RISQ and ARD department to design, implement and ensure timely deliveries
Actively participate in the LATAM push to Global tool.
Proactively perform code testing and UAT directly with traders prior to release.
Provide follow the sun for Asia to ensure smooth market open.
Reinforce Agile and CI/CD methodologies for production stability and follow release management / change management processes.
Responsible for the 1st and 2nd level of support.
Interact with the other members of the RT Chapter to build the target vision of the chain including progressive decommissioning of the Excel tools, implementation of the One Target user-interface.
Strong collaboration with key stakeholders requiring functional and technical skills across all products and systems.

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