Description

You develop and maintain high-performance Python modules for balance sheet projections, interest rate risk (IRR), liquidity analytics, and scenario-driven stress testing. You support regulatory scenarios (CCAR, SCB) and ad hoc "what-if" analyses for Treasury and risk stakeholders. You design the computational core of the scenario analysis framework and integrate large financial datasets using SQL.

This role is hybrid.

Responsibilities

• Develop Python modules for balance sheet projections and liquidity analytics.
• Implement interest rate risk (IRR) and scenario-driven stress testing models.
• Support regulatory compliance (CCAR, SCB) and ad hoc Treasury analyses.
• Design and maintain the computational core of the scenario analysis framework.
• Integrate financial, balance sheet, and market inputs using SQL.

Required Skills

• 5+ years of professional experience in quantitative development or modeling.
• Proficiency in Python, specifically Pandas and Numpy.
• Strong SQL skills for working with large datasets.
• Experience with quant libraries and financial modeling.
• Bachelor's degree in a quantitative field.

Key Skills

Education

Bachelor's degree