Python Programming Consultant

$60 - $64

Contract: W2

  • Work from home
  • No Travel Required

Skills

  • Python
  • SAS

Job Description

Our client, a global investment bank, is seeking a Python Programming Consultant in their NYC location:

Principal Duties and Responsibilities

  • Transition SAS standard OLS and autoregressive model and model performance statistics to Python using standard statistical libraries.
  • Excellent understanding of Statistical Python Libraries (Pandas / NumPY / SciPy / Matplotlib).
  • Expert knowledge of SAS and Python is required.
  • Proficiency in regression models and assumption testing (OLS Assumption testing).
  • Proficiency in regression optimization techniques (E.g. LASSO regression, goodness of fit, etc.).
  • 3+ years’ experience in programming, risk management or statistics is preferred.
  • Master degree of statistics, mathematics or computer science is preferred.
  • Working knowledge of trading products (banking, equity, bonds, ABS/MBS, derivatives, etc.) is a plus.
  • Effective communication skills: oral, written, listening and presentation.