For more than 15 years, Talan has been advising companies and administrations, supporting them and implementing their transformation projects in France and abroad. With a presence on four continents, the group anticipates revenue of €350 million in 2020, for a headcount of more than 3,500 consultants.
In the UK, Talan count 230 employees on several site, the main being: London, Edinburgh and Chester, Leeds. Job Description
Job Summary & Responsibilities
In the context of the Targeted Review of Internal Models (TRIM) for Market Risk, the SIGMA team is actively engaged in developing and rolling out new analytics and quantitative requirements to address a number of supervisory Obligations.
The team requires a quantitative analyst with excellent programming skills to help deliver new analytics and requirements related to the market risk model monitoring process. . The successful candidate will develop analytics required for off-production analyses and play a key role in integrating analytics in a production environment, in close collaboration with our colleagues in the RISK Systems team.
Working in close partnership with SIGMA quantitative analysts and developers, and RISK Systems personnel, the successful candidate will be expected to:
• Develop a sound understanding of the proposed methodologies and quantitative requirements.
• Develop, maintain and improve algorithmic code required to implement changes to existing environments (production and off-production).
• Relay the quantitative requirements and constraints to the developers, business analysts and architects of co-operating teams, so as to ensure that the target architecture is designed to operate flexibly and efficiently, as well as undertake developments & maintenance activities.
• Act as SIGMA representative in the project roll-out: advise on methodology requirements, perform user acceptance testing, etc.
For sake of clarity, this is mainly a developer role.
Accordingly, the role does require a solid quantitative background within a market risk environment
. Continuous interaction with other teams in RISK and FO will also call for strong communication skills
. Our requirements
To be successful in this role, the candidate should meet the following requirements:
• A strong academic background, for example a Masters in mathematics, physics or quantitative finance;
• Excellent programming skills, including statically-compiled languages such as C++, C# and Java. C# knowledge is highly desirable. Experience in programming in Python is also desired.
• Proven experience in a quantitative finance environment, preferably in a market risk modelling capacity;
• Design and implementation in a source-controlled environment; knowledge of continuous integration / continuous delivery approaches with particular focus on automated testing;