Description

You will build Python modules for balance sheet projections, interest rate risk, liquidity analytics, and stress testing.

This role is on-site.

Responsibilities

• Develop quantitative tools for scenario transformations, sensitivity calculations, and curve construction.
• Support regulatory scenarios like CCAR, SCB, and liquidity stress, plus ad hoc analyses for Treasury stakeholders.
• Design and maintain high-performance Python computational cores for the scenario analysis framework.
• Manage large datasets using SQL to integrate financial, balance sheet, and market inputs.
• Collaborate on REST APIs that interface with scenario engines and model layers.

Required Skills

• 5+ years of professional Python development experience.
• Proficiency with Pandas and Numpy for quantitative computing.
• Experience building and consuming REST APIs.
• Solid understanding of SQL for data integration and manipulation.
• Bachelor's degree in a quantitative or technical field.
• Experience with financial modeling, risk analytics, or balance sheet projections.

Preferred Skills

• Knowledge of regulatory reporting frameworks such as CCAR or SCB.
• Experience with interest rate risk (IRR) modeling.

Key Skills

Education

Bachelor's degree