About the job

Increasingly, the capture of market data is becoming important to our clients for risk management, transaction-cost-analysis (TCA) and pre-trade compliance. Our risk management system includes but is not limited to risk factor time series, forward curves, implied and realized volatility surfaces and yield curves and our historical time-series database captures real-time price ticks from hundreds of thousands of financial instruments across all asset classes.

The Data Developer for Market Data will expand and maintain our real-time market data collection framework, state-of-the-art risk management system and participate in the development of data storage solutions. Our analytics data is consumed by some of the most prestigious financial institutions around the world. The right candidate will be someone who enjoys building and troubleshooting existing processes to prepare data or derive insights.

Who will love this job

• An engineer – who has a passion for algorithms and computer science, system performance, clean code and architecture with an owner mentality
• An analyst – who loves analyzing data and deriving insights, but also pays detailed attention to data quality
• A doer – who is enthusiastic about new challenges, accepts a broad spectrum of responsibilities, and works hard to produce a high-quality result
• A learner – who is not afraid of being outside the comfort zone and is ready to dive into one of the most complicated business domains
• A teacher – who shares approaches and ideas and can bring his or her own expertise and point of view to the company
• An excellent teammate – who has a combination of technical and personal qualities to thrive in a cutting-edge software development environment

What you’ll do

• Build, expand, and maintain our risk management and real-time market data collection frameworks
• Assist in architecting new big data storage solutions for new data providers
• Optimize performance of data retrieval for all use cases
• Learn about market data and protocols across all financial asset classes, including market and product structure
• Work cooperatively with other developers at all levels in a fast-paced development environment

What you should have

• You should be familiar with relational and non-relational databases and database architecture
• Good SQL skills
• Strong understanding of Core Java
• Programming experience with at least one scripting or object-oriented language (Java or Python preferable)
• Entry level proficiency with Unix systems
• Knowledge of quantitative and statistical data analysis is a plus
• Good communication skills

Why TS Imagine / Benefits

• 25 Vacation days and 3 Personal days
• Currently hybrid home-office (at least 3-4 days in the office)
• Annual bonus and salary review
• Training budget $1,500
• RRSP with 3% company matching
• Health insurance
• Subvention for public transportation (Opus & Cie)