Software Developer

• Business group: GBME – Risk Technology – software development for market risk technology – 3 developers on the team currently
• Project: We are seeking an experienced Contract Software Developer to join our Market Risk Technology team. This role is focused on the end-of-life (EOL) decommissioning of a legacy Value-at-Risk (VaR) application. The successful candidate will be responsible for migrating core application functionalities to modern, bank-approved platforms.

• The primary objective of this role is to transition existing features from the legacy VaR system to our target state architecture.
• Reporting & Visualization Migration: Analyze legacy VaR graphs and reporting outputs, and rebuild this functionality using Power BI.
• Core Logic Migration: Design, develop, and implement solutions in Java Spring framework to replicate the legacy portfolio hierarchy structures and risk limits management functionality.
• Data Mapping & Reconciliation: Work with underlying SQL database schemas to ensure data tables map correctly from the legacy system to the new architecture.
• Parallel Testing: Build and execute data reconciliation checks to ensure the newly migrated components produce outputs identical to the legacy system.
• Collaboration: Partner with Market Risk Managers and Business Analysts to confirm business requirements and ensure accuracy throughout the decommissioning process.
• Tech Stack: Java, Spring framework

• The successful candidate will have the opportunity to gain exposure to market risk calculation frameworks, there is a good chance for extension, exposure to modern technologies, for a top 5 Canadian bank.

• 10+ years of experience as a developer (back-end preferred)
• 5+ years’ experience developing backend services and APIs using Java
• 5+ years’ experience with SQL for data extraction, transformation, and validation.
• 3+ years’ experience with Linux Bash scripting

• Demonstrated proficiency in Power BI, including data modeling and building complex, performant reports and dashboards.
• Understanding of Market Risk, Value-at-Risk (VaR), portfolio hierarchies, and trading limits
• Prior experience working on system migrations, reverse-engineering legacy applications, or EOL decommissioning projects.

• Good communication skills.

• Bachelor’s in relevant technical field.

• Need someone who can write Java code well, and independently review legacy systems and functionalities.

• 2 rounds – Teams Video Interviews – 30 minutes – standard:- 1st with HM.
• 2nd with Director.

• AI is not used to screen, assess, or select candidates.
• This role reflects an existing vacancy at the time of posting.

ProViso Consulting