Python Developer

About the position

This job is responsible for conducting quantitative analytics and complex modeling projects for specific business units or risk types. Key responsibilities include leading the development of new models, analytic processes, or system approaches, creating technical documentation for related activities, and working with Technology staff in the design of systems to run models developed. Job expectations may include the ability to influence strategic direction, as well as develop tactical plans.

Responsibilities

• Performs end-to-end market risk stress testing including scenario design, scenario implementation, results consolidation, internal and external reporting, and analyzes stress scenario results to better understand key drivers
• Leads the planning related to setting quantitative work priorities in line with the bank's overall strategy and prioritization
• Identifies continuous improvements through reviews of approval decisions on relevant model development or model validation tasks, critical feedback on technical documentation, and effective challenges on model development/validation
• Maintains and provides oversight of model development and model risk management in respective focus areas to support business requirements and the enterprise's risk appetite
• Leads and provides methodological, analytical, and technical guidance to effectively challenge and influence the strategic direction and tactical approaches of development/validation projects and identify areas of potential risk
• Works closely with model stakeholders and senior management with regard to communication of submission and validation outcomes
• Performs statistical analysis on large datasets and interprets results using both qualitative and quantitative approaches

Requirements

• Master's degree in related field or equivalent work experience
• 3+ years (2+ years with a PhD) of experience in model development, statistical work, data analytics or quantitative research
• Strong Programming skills e.g. R, Python, SAS, SQL, R or other languages
• Ability to work in a large, complex organization, and influence various stakeholders and partners
• Self-starter; Initiates work independently, before being asked
• Strong team player able to seamlessly transition between contributing individually and collaborating on team projects
• Strong communication skills and ability to effectively communicate quantitative topics to technical and non-technical audiences
• Ability to work in a highly controlled and audited environment
• Effective at prioritization, and time and project management
• Strong analytical and problem-solving skills

Nice-to-haves

• Experience with complex data architecture, including modeling and data science tools and libraries, data warehouses, and machine learning
• Knowledge of predictive modeling, statistical sampling, optimization, machine learning and artificial intelligence techniques
• Strong technical writing, communication and presentation skills and ability to effectively communicate quantitative topics with non-technical audiences
• Broad understanding of financial products
• Ability to extract, analyze, and merge data from disparate systems, and perform deep analysis

Benefits

• Competitive benefits to support physical, emotional, and financial well-being