Python Developer

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Job Description

Duration: 6 Months

Location: New York, NY

Job Description

The key objectives are to support the implementation and use of Python based forecasting library and econometric model framework for the Wholesale Credit business. The successful candidate will work with model developers to implement end-to-end calculation framework that includes forecasting, data acquisition, mapping, segmentation tools. Candidate will ideally be someone who has experience with the use of Python in the data analysis/big data and ideally, econometrics spaces particularly has experience with Risk Analytics programming.

Core Responsibilities

Understand the existing framework and enhance/automate to make it production ready Support the business in the use of our forecasting platform and models on their portfolios Partner with model developers to implement and onboard models onto our platform.

Extension of the end-to-end framework and data analysis environment as required Ensure that the modeling code, parameters are released in a controlled fashion with proper test coverage.

Exceptional object-oriented design skills Experience with and knowledge of Pandas, NoSQL/SQL databases, PyTables, etc Strong analytical and problem solving abilities Good communication and able to work in a team-oriented environment Graduate degree in either computer science or a numerate subject (e.g. engineering, sciences, computing or mathematics)

Experience with/knowledge of Wholesale Credit Products, CCAR, Basel Experience with R and Python interfacing Experience with subversion, automated build/test systems Experience with performance profiling, code coverage and unit testing

Additional Information

All your information will be kept confidential according to EEO guidelines.<