Our partner in the financial sector is looking for a Python Developer.
• Utilize knowledge of applications development procedures and concepts, and basic knowledge of other technical areas to identify and define necessary system enhancements, including using script tools and analyzing/interpreting code
• Consult with users, clients, and other technology groups on issues, and recommend programming solutions, install, and support customer exposure systems
• Apply fundamental knowledge of programming languages for design specifications.
• Analyze applications to identify vulnerabilities and security issues, as well as conduct testing and debugging
• Serve as advisor or coach to new or lower level analysts
• Identify problems, analyze information, and make evaluative judgements to recommend and implement solutions
• Resolve issues by identifying and selecting solutions through the applications of acquired technical experience and guided by precedents
• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.
• Participate in the major corporate initiative of the Fundamental Review of Trading Book (FRTB). This effort extends our Value at Risk system with capabilities from advanced high order risk to the use of full evaluation analytics on top of existing corporate-wide trade coverage.
• Design and develop distributed quantitative analytics software and risk simulation models for Credit, Market and Wholesale Risk
Knowledge and experience:
• 3+ years of hands-on software development experience – preferably in Python
• Python/C++ design and development skills with thorough understanding of STL, design patterns,software development paradigms in Windows and Unix environment.
• Deep knowledge in built-in Python libraries: Pandas and Numpy
• Conversant with build, deployment and debugging processes
• Knowledge of SQL and database concepts desired
• Shell scripting, Linux/UNIX
• Big plus:
o Prior financial firm or Risk domain experience
o Prior exposure to Market Risk domain and understanding of VaR, valuation engines, Time-Series is a plus
• Bachelor’s degree in Computer Science, Electrical Engineering or quantitative field such as Math, Statistics
• 2-5 years of relevant experience in software development role
• Intermediate level experience in Applications Development role
• Consistently demonstrates clear and concise written and verbal communication
• Demonstrated problem-solving and decision-making skills
• Ability to work under pressure and manage deadlines or unexpected changes in expectations or requirements