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Posted 1mo ago

Python Risk Modeling Developer (Senior)

New York City, New York, United States
$60-$65/hrOnsiteFull Time
Responsibilities
  • converting models
  • developing apis
  • analyzing risk
Requirements
  • Convert Excel-based business logic into Python tools
  • Strong knowledge of CCAR/scenario stress testing
  • Balance sheet and liquidity modeling
  • REST API collaboration
  • 10+ years experience
Technical tools mentioned
PythonMicrosoft ExcelREST APIs

Job description


Role: Python Risk Modeling Developer 
Location: NEW YORK
1+ year contract

Job description:

1. Collaborate with different line of businesses to convert Excel-based business logic and calculations to into Python programs/tools to support Ul dashboard creation that presents scenario results and visualizations of metrics to senior management.
2. Strong working knowledge of CCAR stress testing or scenario-driven stress testing, balance sheet line-item modeling and projections, Liquidity stress testing and Interest Rate Risk (IRR) analytics, sensitivity analysis, curve construction and treasury analytics.
3. Collaborate on the development of REST APIs that interface with scenario engines, model layers and user applications.

This job has expired