Python Developer with Risk Modelling

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.