Python Risk Modeling Developer in NY on W2 basis

1. Collaborate with different lines of business to convert Excel-based business logic and calculations 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.