Python Developer with Risk Modelling

Delan Associates, Inc; New York (NY); On-site; USD 120,000 - 180,000; Full time

Job summary

Delan Associates, Inc is seeking a data/quant developer to translate Excel-based business logic into Python tools that support Ul dashboarding for senior management. The role focuses on creating robust models and dashboards.

The candidate will apply CCAR and scenario-driven stress testing, balance sheet item projections, liquidity stress tests, and IRR analytics to inform treasury decisions and risk assessment.

Qualifications

• Translate Excel-based business logic into Python tools to support dashboarding for senior management.
• Apply CCAR and scenario-driven stress testing techniques to model balance sheet items.
• Collaborate on development of REST APIs to interface with scenario engines and applications.

Responsibilities

• Collaborate with different line of businesses to convert Excel-based logic into Python programs/tools.
• Support Ul dashboard creation that presents scenario results and visualizations of metrics to senior management.
• Collaborate on REST API development interfacing with scenario engines, model layers and user applications.

Skills

Python

CCAR stress testing

Balance sheet modeling

Liquidity stress testing

IRR analytics

Sensitivity analysis

REST APIs

Job description

Job Description

1. Collaborate with different line of businesses to convert Excel-based business logic and calculations to into python programs/tools to support Ul dashboard creation that presents scenario results and visualizations of metrics to senior management.

2. Strong working knowledge of CCAR stress testing or scenario-driven stress testing, balance sheet line item modeling and projections, Liquidity stress testing and Interest Rate Risk (IRR) analytics, sensitivity analysis, curve construction and treasury analytics.

3. Collaborate on the development of REST APis that interface with scenario engines, model layers and user applications.