This role supports the Global Equity Derivative and Synthetic Prime businesses by designing and enhancing system integrations with vendor platforms like Sophis and SwapOne
Job Summary
This role supports the Global Equity Derivative and Synthetic Prime businesses by designing and enhancing system integrations with vendor platforms like Sophis and SwapOne.
The successful candidate will interpret, design, and construct complex risk and P&L metrics including vega topographies and gamma ladders for both vanilla and exotic equity derivative products.
TD offers a competitive total rewards package including base salary, variable compensation, health benefits, and extensive career development opportunities within a diverse technology team.
Matching Summary
This role supports the Global Equity Derivative and Synthetic Prime businesses by designing and enhancing system integrations with vendor platforms like Sophis and SwapOne.
Salary
Base: $96,900 - $136,800 CAD; Bonus: Discretionary variable compensation award based on performance; Benefits: Health, well-being, savings, retirement, paid time off, and banking discounts
Skills & Requirements
Must-have
7+ years Capital Markets experience
Equity derivatives product knowledge
Sophis and SwapOne platform expertise
Python automation scripting
Relational and non-relational databases
Risk and P&L metric development
Microservices and event-driven architecture
Nice-to-have
C# or C++ programming proficiency
Cloud computing with AKS and RAY
GPU acceleration experience
Master's degree or CFA/FRM certification
Cross-asset trade processing platforms
Quantitative development team collaboration
Key Requirements
Bachelor's degree in Computer Science, Engineering, Math, Finance, or equivalent
7+ years experience in Capital Markets supporting equity derivatives
Strong understanding of Software Engineering principles and CI/CD practices
Experience leading complex projects and managing technical debt
Proficiency in executing queries and working with REST APIs/GraphQL