Description

Key Responsibilities

• Develop and implement using Python for balance sheet projections, interest rate risk (IRR), liquidity analytics, and scenario-driven stress testing.
• Support both regulatory scenarios (e.g., CCAR, SCB, liquidity stress) and ad hoc “what-if” analyses for Treasury and risk stakeholders.
• Build tools for scenario transformations, sensitivity calculations, curve construction, and quantitative stress analytics.

Platform & Data Engineering

• Design and maintain high performance Python modules that serve as the computational core of the scenario analysis framework.
• Proficient with Pandas, Numpy and other Quant libraries.
• Work with large datasets using SQL to integrate financial, balance sheet, and market inputs.
• Collaborate on the development of REST APIs that interface with scenario engines, model layers, and user applications

Key Skills

Education

Bachelor's degree