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Python with Risk Modelling

Apolis

  • New York, NY
  • 30+ days ago
  • $60–$65 Per Hour

Highlights

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. 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.

Numbers & Facts

LocationNew York, NY
IndustryComputer/IT Services
Salary$60–$65 Per Hour
Company Size500 to 999 employees
Websitehttps://www.apolisrises.com/

Description

Job Title: Python with Risk Modelling
Location: New York only - onsite position
Role: Contract
C2C
Job Description:
  • Strong experience in Python development.
  • Hands-on experience with CCAR stress testing or other scenario-driven stress testing frameworks.
  • Solid understanding of balance sheet line item modeling and projections.
  • Experience with Liquidity Stress Testing, Interest Rate Risk (IRR) analytics, sensitivity analysis, yield curve construction, and treasury analytics.
  • Experience developing and integrating REST APIs.
  • Strong analytical, problem-solving, and communication skills with the ability to collaborate effectively across business and technology teams.

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

Benefits

Paid Sick Days, Employee Referral Program, Employee Events, Retirement / Pension Plans

About Company

Since 1996, RJT has provided successful SAP, Oracle, and IT consulting solutions and staffing services to clients around the world. The new Apolis brings you the same personalized service fortified with a greater array of IT solutions, global expertise, and cost-management strategies.

We are a global IT consultancy that seamlessly integrates experts and leading-edge solutions into your organization so you can focus on what really matters.

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