Quantitative Data/Python Developer

Role: Quantitative Data Analyst/Engineer // Python Developer – Treasury & Risk Analytics

Location: NYC, NY (Hybrid)

Duration: Long Term

Job Description:

Must: Client is very particular about candidates having a strong educational background, specifically from the top 50 institutions in India or reputed universities in the USA, with a background in Computer Science.

Exp. Level: 7-8 Years

Mandatory Skills:

• Core Python, strong Algorithm and Analytical thinking, SQL, Experience in risk analytics is preferred. You will contribute to TCAP as a central aggregator and modeling engine across Treasury, Risk, and Finance.
• UI development  (React/Angular)- Moderate knowledge.

JD :

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.