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Job Closed

Python Risk Modeling Developer (Senior)

  • Source: Zohorecruit
  • I8IS INC.
  • $124,800 to $135,200 /yr
  • On-site
  • New York City
  • Senior

Job Description

Role: Python Risk Modeling Developer

Location: NEW YORK

1+ year contract

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.

Skills

  • Python
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