Description

You will design and build the core quantitative modeling, scenario generation, and analytics components for an enterprise platform serving Treasury, Market Risk, and senior decision-makers.

This role is hybrid.

Responsibilities

• Develop Python modules for balance sheet projections, interest rate risk (IRR), liquidity analytics, and scenario-driven stress testing.
• Implement regulatory scenarios (CCAR, SCB) and ad hoc "what-if" analyses for risk stakeholders.
• Build tools for scenario transformations, sensitivity calculations, curve construction, and quantitative stress analytics.
• Design high-performance Python modules using Pandas and NumPy as the computational core of the scenario analysis framework.
• Integrate financial and market data using SQL and develop REST APIs for scenario engines and model layers.

Required Skills

• 10+ years of professional software development experience.
• Strong proficiency in Python, including Pandas and NumPy.
• Experience with SQL for large dataset integration and financial data handling.
• Ability to design and maintain REST APIs.
• Strong analytical thinking and understanding of financial/risk concepts.
• Experience collaborating with UI developers on React-based dashboards.

Preferred Skills

• Direct experience with regulatory stress testing frameworks (CCAR, SCB).
• Background in Treasury or Market Risk domain.

Key Skills

Education

Any Graduate