Python Developer with Risk Modelling
Delan Associates, Inc · New York, New York, United States
51-200 employees
About the role
Convert Excel-based business logic into Python tools to support UI dashboards for senior management. Develop REST APIs that interface with scenario engines, model layers, and user applications.
What they look for
Requirements
Requires strong working knowledge of CCAR, liquidity stress testing, and interest rate risk analytics. Proficiency in Python and the ability to model balance sheet line items and projections is essential.
Full description
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.
