Python Developer with Risk Modelling

Delan Associates • Nyc, NY

1d

About The Position

This role involves collaborating with different lines of business to translate Excel-based business logic and calculations into Python programs and tools. These tools will support the creation of UI dashboards that present scenario results and visualizations of key metrics to senior management. The position also requires collaboration on the development of REST APIs that interface with scenario engines, model layers, and user applications.

Requirements

• Strong working knowledge of CCAR stress testing or scenario-driven stress testing.
• Experience with balance sheet line item modeling and projections.
• Familiarity with Liquidity stress testing and Interest Rate Risk (IRR) analytics.
• Experience with sensitivity analysis, curve construction, and treasury analytics.
• Proficiency in Python programming.

Responsibilities

• Collaborate with different lines of business to convert Excel-based business logic and calculations into Python programs/tools.
• Support UI dashboard creation that presents scenario results and visualizations of metrics to senior management.
• Collaborate on the development of REST APIs that interface with scenario engines, model layers, and user applications.

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level
• Education Level: No Education Listed