Python IT Quant Support Engineer - Fixed Income Desk

About Talan

Talan is an international consulting group specializing in innovation and transformation through technology. With 20 years of experience, Talan advises companies and administrations, supporting and implementing transformation and innovation projects globally. The group prioritizes innovation and intervenes in technological changes such as Artificial Intelligence, Data Intelligence, Web3, Metaverse, Blockchain, and IoT.

Job Description

• Title: Software Engineer - Fixed Incomes Desk Analytics & Support Engineer
• Responsibilities:
  • Develop and maintain quantitative finance models and tools for Fixed Income products.
  • Implement market risk measures like VaR and stress testing scenarios for traded products.
  • Conduct sensitivities calculation and position valuation for fixed-income products.
  • Collaborate with traders, risk managers, and stakeholders to translate business requirements into technical solutions.
  • Perform incident root cause analysis and contribute to system enhancements.
  • Optimize performance through batch processing.
  • Provide support to traders and end-users on analytics-related queries and issues.

Qualifications

• Bachelor's degree in Computer Science, Engineering, Finance, or Quantitative Finance.
• 2+ years of relevant experience.
• Proficiency in quantitative finance, especially Fixed Income products.
• Experience with market risk measures, sensitivity calculation, and position valuation.
• Programming skills in Python, SQL, and SSIS.
• Knowledge of batch processing and incident root cause analysis.

Company’s Benefits

• Competitive salary
• 401(k) retirement plan with company matching
• 15 to 27 days of paid vacation per year based on seniority (untaken days are cashed out)
• 8 paid holidays + 5 sick days + 2 personal days per year
• Health, dental, vision insurance plans + FSA
• Voluntary STD and LTD
• Commuter/transit benefits

Salary Range

• US$80,000 - US$135,000