Python Developer – Risk Modeling

Job Role: Python with Risk Modelling

Location: New York, NY

Job Type: Contract

Job Description:

·                  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.

·                  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.

·                  Collaborate on the development of REST APis that interface with scenario engines, model layers and user applications.