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Offre d'emploi 956

C#/VBA Quant developer

Permanent contract

A propos de Talan

Talan USA is the American subsidiary of Talan, a French consulting firm with more than 3500 employees worldwide, and locations in eight countries (four continents). In 2021 and for the 7th consecutive year, Talan has been recognized with the “Great Place to Work” award.

Talan USA offers employees a dynamic work environment, growth opportunities and a competitive compensation package, including generous paid time off, health and 401K plans.

Each Talan consultant will join one of our two divisions: IT Consulting or Business Consulting and will be working at our client sites.

Our success is measured by both our employee and client satisfaction, which is our priority.

We are currently looking for a permanent candidate to join consulting team as a C#/VBA Quant developer.

Responsibilities:

Essential duties and responsibilities include the following. Other duties may be assigned:

  • Building applications for structured product businesses
  • Ensuring all data and flows between other trading and settlement applications are maintained
  • Managing each initiative given by management from start to end, meaning:
    • Work with the FIC Exotic traders to understand their needs and translate requirements into systems
    • Work closely with the Quant team in order to improve the pricing models for local currencies
    • Be responsible for the support of the desk
    • Propose designs and implement the project accordingly
    • Ensure agile and continuous delivery methodology is followed
    • Ensure code is well tested
    • Ensure that release management/change management processes are followed
    • Migrate legacy Excel Based pricers to the target framework (C# based) and participate in the evolution of the framework
    • Deploy and adapt existing European and Asian tools and work closely with our teams abroad.
    • Collaborate with others teams (networking, systems, quality insurance, support, architects, other development teams..)
    • Improve existing processes in order to reduce support time.
    • Maintain pricing tools, optimize usage, monitoring
    • Give clear and consistent reports to the clients and management
    • Ensure business requirements are met
    • Rely on IT best practices to improve quality of development

Required technical skills:

  • .Net C# 4.0/4.5
  • VBA / Excel
  • Strong object-oriented programming skills
  • Strong agile development practices
  • Server-side development skills
  • WPF, Windows server, Real-time pub/sub, knowledge on messaging technologies (RMDS, Tibco), network protocols, socket programming are a plus

Required education and experience:

  • Good written & verbal communication skills, appropriate to a given audience, (technical, functional, etc.), ability to communicate to a wide range of clients and support staff (traders, middle office, developer…)
  • Experience in financial products (Fixed Income area) / financial industry business processes/trading system
  • Strong knowledge in risk analysis and pricing
  • Analytical and algorithmic skills
  • Rigorous, dynamic, detail-oriented, fast learning capacity and ability to work in a high-pressure environment, able to manage multiple tasks in parallel
  • Previous significant experience as a developer in an investment banking environment (at least 3 years)
  • 3 to 5 years as a developer
  • BS in Computer Science or equivalent
  • French is a plus
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