Our client is seeking a Senior Python Developer to join the Risk Engine Group. This candidate will assist the group in the design, development and level 3support for the risk calculation engines within the Risk & Capital Technology group.
- Design, Develop various new modules and models involved in the Market and Credit risk projects
- Work withRisk management, quants and methodology team to understand the business requirements and create a scalable application design.
- Articulate technical design and solutions to non-technical / business users.
- Own the project during phases from initiation, development, unit testing to QA, UAT, Staging and Production
- Fluent in Python and related technologies (Pandas, NumPy)
- Bachelordegree, Master’s preferred in Statistics/Engineering/Computer Science
- Strong Analytical and problem solving skills
- Experience with pricing and risk calculations of various asset classes
- Experienceworking within the Spark/Hadoop or any big data distributed ecosystem