Quantitative Developer
F1327 Western Asset Management Company, LLC
Job Description
At Franklin Templeton, we’re advancing our industry forward by developing new and innovative ways to help our clients achieve their investment goals. Our dynamic firm spans asset management, wealth management, and fintech, offering many ways to help investors make progress toward their goals. Our talented teams working around the globe bring expertise that’s both broad and unique.
From our welcoming, inclusive, and flexible culture to our global and diverse business, we provide opportunities to help you reach your potential while helping our clients reach theirs. Come join us in delivering better outcomes for our clients around the world! Role Summary Franklin Templeton is seeking a Quantitative Developer with experience in portfolio risk to build, enhance, and support systems to support customized investment solutions for clients.
This role focuses on portfolio and security-level risk analytics, data pipelines, and production systems that support portfolio risk, scenario analysis, and regulatory capital. The role requires working directly with business stakeholders and familiarity with the calculation of risk and analytics for fixed income instruments. An ownership mindset, curiosity, and a collaborative approach are valued and considered traits for success.
Key Responsibilities Design, develop, and maintain production-grade fixed income risk solutions used by the Investment Solutions team for customized client needs. Work with the Investment Solutions team to understand their requirements and translate those needs into software. Collaborate with technology teams to deliver maintainable and production ready software solutions.
Support the business teams as needed to ensure the full potential of systems and data is realized. Required Qualifications Minimum 3 years of experience in a technical role within a quantitative finance or investment management environment Strong programming skills, with proficiency in Python, SQL and Linux Solid understanding of fixed income instruments and calculation of risk Experience working with large financial datasets Degree in either Computer Science, Mathematics, Engineering or other quantitative discipline. Preferred Qualifications Understanding of portfolio risk and scenario analysis Experience working with Aladdin.
Additional post graduate qualifications such as MFE or CFA. #J-18808-Ljbffr