Job Description

We are currently seeking a talented Software Engineer to join our team in the role of Fixed Incomes Desk Analytics & Support Engineer. The ideal candidate will have expertise in quantitative finance , particularly in Fixed Income products , and possess strong programming skills in Python , SQL, and SSIS.

_ Role and responsibilities_

• Develop and maintain quantitative finance models and tools for Fixed Income products.
• Implement market risk measures such as VaR and stress testing scenarios across traded products.
• Conduct sensitivities calculation and position valuation for fixed-income products.
• Collaborate with traders, risk managers, and other stakeholders to understand business requirements and translate them into technical solutions.
• Perform incident root cause analysis and contribute to ongoing system enhancements and improvements.
• Utilize batch processing techniques to optimize performance and efficiency.
• Provide support to traders and other end-users on analytics-related queries and issues.

As a member of our team, you will have the opportunity to work on cutting-edge technology and collaborate with a dynamic group of professionals dedicated to excellence. You will have the chance to contribute to developin our Finance engineering team and grow your career in a stimulating environment.

Qualifications

• Bachelor's degree in Computer science, Engineering, Finance or Quantitative finance
• 6+ years of relevant experience
• Hands-on developer experienced in quantitative finance, especially in Fixed Income products.
• Proficient in market risk measures such as VaR and stress testing scenarios across traded products.
• Experience with sensitivity calculation and position valuation for fixed income products.
• Programming skills in Python, SQL , and SSIS is required.
• Experience with batch processing and incident root cause analysis is necessary.

Company’s Benefits

At Talan, we invest in our employees' well-being and empower them with benefits, including:

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

The salary range for this role is US$110,000 - US$150,000

All your information will be kept confidential according to EEO guidelines.

Additional Information

Python, SQL, SSIS, Fixed Incomes, Quantitative Finance, Risk, Var, stress test, trading