What are the responsibilities and job description for the SA-CCR Python Developer position at Talan?
Company Description
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.
Job Description
We are looking for a Python developer to support our client Counter Risk party team in the development/enhancement of their financial risk solution, financial modeling and Risk Analytics solutions.
Responsibilities
Essential duties and responsibilities include the following. Other duties may be assigned.
- Develop and Implement financial risk solutions, financial modeling, and validation activities related to Risk Analytics solutions.
- Provide consulting services to clients during the implementation of risk management algorithms, models, processes, applications, and reports focused on credit and market risk concepts, methodologies.
- Actively participate in user acceptance tests and provide support in client’s unit testing process
- Assists clients with financial modeling validation, and verification during software implementation with the use of Risk Analytics’ software to achieve risk management objectives.
- Provide detailed use cases and feedback to product management for solution enhancements covering credit and market risk domains, accounting for client-specific requirements.
- Document and support product configurations in accordance with clients’ requirements and component capabilities.
- Configure input data mapping for reporting/aggregation components, design / build custom configuration and logic, and report views to display various portfolio level measures utilizing hierarchies, multiple dimensions, filters/aggregation keys
- Document business requirements, data mapping and data definitions, system designs, configuration specs, calculation logic, use-cases, client processes, and workflows and financial specifications.
Qualifications
Required skills:
- 3 years of experience as a Python Developer
- Good understanding of regulations in risk management– Basel 3 reforms, Fundamental Review of the Trading Book, Standardized Counterparty Credit Risk (SA-CCR), CVA regulations, Targeted Review of Internal Models (TRIM)
- Strong analytical and problem-solving skills
- Excellent communication skills and the ability to work successfully in a cross-functional environment
- Ability to multitask and quickly respond to critical issues and changes in requirements
Education and experience:
- Bachelor's degree in Computer Science or other technology-related disciplines
- Experience in financial service products and risk credit.
Company’s Benefits
Talan’s offices are located in Union Square, right in the center of Manhattan. Our company benefits include:
- Competitive salary
- 401(k) retirement plan with company matching
- 3 weeks of paid vacation per year at hire and up to 5 weeks according to seniority (annual untaken vacation days are cashed out)
- Eight paid holidays
- 5 sick and 2 personal days
- Company health, dental and vision insurance plans
- Other benefits such as, commuter/transit benefits, Flexible Spending Account (FSA) and other
Additional Information
Python, Basel III, SA CCR, FRTB
