Description

Quantitative Modeling & Scenario Analytics
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.
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

Key Skills

Education

Bachelor's degree