Quantitative Developer

Role Summary

Franklin Templeton is seeking a Quantitative Developer with experience in portfolio risk to build, enhance, and support systems for customized investment solutions for clients. This role focuses on portfolio and security-level risk analytics, data pipelines, and production systems supporting portfolio risk, scenario analysis, and regulatory capital.

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 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.

Benefits

• Annual discretionary bonus.
• 401(k) plan with a generous match.
• Recognition rewards.
• Comprehensive benefits package including health coverage, insurance, and disability benefits.
• Paid time off (vacation/holidays/sick/leave/parental/caregiving/bereavement/floating holidays).
• Motivational wellbeing program.

Pay

The annual salary for this position ranges between $140,000 - $170,000, depending on location and level of relevant experience, plus discretionary bonus.