Senior Data Engineer & Risk Calculation Developer

Talan Azerbaijan
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AI Summary

Talan is seeking a highly experienced Data Technical Specialist Developer to support XVA product processes in credit and market risk. The role involves defining, developing, and certifying advanced modular engine technologies, ensuring alignment with business and IT needs. Located in Warsaw, the position offers hybrid work, career growth, and international project opportunities.

Key Highlights
Work closely with XVA product team on risk calculation, modular process development, and technical evolution.
Manage multiple concurrent projects, translating complex technical concepts for non-technical stakeholders.
Apply extensive experience in data solutions, risk metrics, and cloud technologies in an agile environment.
Technical Skills Required
Scala Spark Databricks SQL Kafka Python Java Microservices REST APIs GitHub Jenkins Sonar Airflow
Benefits & Perks
Hybrid position based in Warsaw, Poland
Permanent, full-time contract
Health insurance (LuxMed), lunch pass (Pluxee), MultiSport Plus card
Training & career development opportunities
International project exposure
Work permit support

Job Description



Talan – Positive Innovation

Talan is an international consulting group specializing in innovation and business transformation through technology. With over 7,200 consultants in 21 countries and a turnover of €850M, we are committed to delivering impactful, future-ready solutions.

Talan at a Glance

Headquartered in Paris and operating globally, Talan combines technology, innovation, and empowerment to deliver measurable results for our clients. Over the past 22 years, we’ve built a strong presence in the IT and consulting landscape, and we’re on track to reach €1 billion in revenue this year.

Our Core Areas of Expertise


  • Data & Technologies: We design and implement large-scale, end-to-end architecture and data solutions, including data integration, data science, visualization, Big Data, AI, and Generative AI.



  • Cloud & Application Services: We integrate leading platforms such as SAP, Salesforce, Oracle, Microsoft, AWS, and IBM Maximo, helping clients transition to the cloud and improve operational efficiency.



  • Management & Innovation Consulting: We lead business and digital transformation initiatives through project and change management best practices (PM, PMO, Agile, Scrum, Product Ownership), and support domains such as Supply Chain, Cybersecurity, and ESG/Low-Carbon strategies.





We work with major global clients across diverse sectors, including Transport & Logistics, Financial Services, Energy & Utilities, Retail, and Media & Telecommunications.

Job Description


As a Data Technical Specialist Developer in XVT your mission will be work closely within the XVA Product Team (Quants Team, Credit Risk, Market Risk, Methodology, Admission, Internal Model Validation, the XVA Trading Desk and Sales).

Your objective will be to define and implement new technologies that will help the advanced engine to move to a modular process computation. You will be focus on the definition and execution of the technical developments that support XVA's calculation for reprocessing & incremental capacity at any given level (NS, Deal, entity, etc.).

You will proceed with the development, certification and productive release.

You will need to take decisions regarding the evolution of the technical solution (involving hardware and software) taking into account business needs, IT requirements and model evolution.

We need somebody like you to help us in different fronts:


  • Providing all support to the teams with criteria and determination.
  • Facilitating the effectiveness and continuous improvement of the process being followed by the team.
  • Elicit, document and analyze business requirements, processes and workflows.
  • GAP analysis from users and definition to developers.
  • Manage multiple projects and requests concurrently, each in diverse phases and with its own actors and technologies, being able to successfully keep up with their requirements and deadlines.
  • Communicate complex technical concepts to non-technical stakeholders.


Qualifications

Required qualifications

Competence and proven experience of 5+ years in:


  • CIB Markets area projects
  • Trading Desk & Risk metrics: ideally knowledge in CVA, DVA, FVA


Advanced tech knowledge in:


  • Spark, Scala, Data Lake, Databricks, Cloud, SQL
  • Kafka, Oracle, Airflow, Control-M
  • C++, Java, Python
  • High performance computing
  • Interfaces, microservices, REST APIs
  • Agile environments (Scrum, Kanban) and tools (Jira, Confluence)
  • Code Management tools: GitHub, Jenkins, Sonar
  • Service Now, Starburst


Additional Information

  • Hybrid position based in Warsaw, Poland.
  • Possibility to manage work permits.
  • Permanent, full-time contract.
  • Training & career development.
  • Benefits such as private medical insurance LuxMed, lunch pass card Pluxee, MultiSport Plus card.
  • Possibility to be part of a multicultural team and work on international projects.

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