Credit Risk Python Engineer: SAS-to-Python Migration

U.S. Bank; Warszawa; Hybrid; PLN 170,000 - 260,000; Full time

Job summary

U.S. Bank seeks a software professional to develop and maintain Python-based solutions for credit risk modeling, including migrating a production engine from SAS to Python.

You will collaborate with quantitative model developers, ensure production readiness, and align with CI/CD, testing, and documentation standards. The role requires 3+ years of experience, a quantitative degree, and strong Python/Git skills, with Azure Databricks and Airflow knowledge a plus.

Qualifications

• 3+ years of experience in software development, data analytics, or related roles.
• Bachelor’s Degree in a quantitative/technical field such as statistics, mathematics, computer science, data science, or engineering.
• Strong proficiency in Python and experience building production-grade applications.
• Proficiency in Git or similar version control tools.
• Optional Experience with SAS.
• Experience with quantitative model development and/or validation.
• Familiarity with software engineering principles, including design patterns, testing, and CI/CD.
• Experience with cloud-based tools and infrastructure (Azure Databricks preferred).
• Familiarity with automation and orchestration tools (Airflow, Bash scripting).
• Solid understanding of SQL and relational databases.
• Understanding performance optimization for large-scale data processing.

Responsibilities

• Develop and maintain Python-based components for the credit risk model lifecycle.
• Re-engineering a model production engine from SAS to Python.
• Collaborate with quantitative model developers to implement model logic and integrate it into production systems.
• Optimize code for efficiency, scalability, and compliance with internal standards.
• Design and implement automated workflows for data processing, testing, and deployment.
• Ensure robust version control, documentation, and adherence to software development best practices.
• Work closely with infrastructure and risk teams to support smooth implementation and delivery.
• Support Model Operations as needed.

Skills

Python

CI/CD

SQL

Problem solving

Teamwork

Education

Bachelor’s degree in a quantitative/technical field

Tools

Git

SAS

Airflow

Bash

Azure Databricks

Job description

U.S. Bank seeks a software professional to develop and maintain Python-based solutions for credit risk modeling, including migrating a production engine from SAS to Python.

You will collaborate with quantitative model developers, ensure production readiness, and align with CI/CD, testing, and documentation standards. The role requires 3+ years of experience, a quantitative degree, and strong Python/Git skills, with Azure Databricks and Airflow knowledge a plus.