Overview
On Site
Depends on Experience
Accepts corp to corp applications
Contract - W2
Contract - 1 Month(s)
Skills
Analytical Skill
Analytics
C++
Collaboration
Communication
Computational Finance
Computer Science
Data Mining
Data Modeling
Job Details
We are looking for Python Risk Model Developer for our client in Pittsburgh, PA
Job Title: Python Risk Model Developer
Job Type: Contract
Job Description:
Pay Range: $65hr - $70hr
- Collaborate with stakeholders throughout the organization to develop project plans of delivering objects and timelines of model development and implementation.
- Develop risk models in Python/R used by risk teams for regulatory stress testing submission and company risk management. Design and build the execution workflow of models to forecast Balance Sheet, Fee Revenues, Macroeconomic Factors,
- Expense and calculate risk metrics under various stress scenarios, sensitivity & attribution analysis.
- Coordinate with different functional teams to implement models and coordinate coding, testing, implementation and documentation of financial models.
- Develop processes and tools to monitor and analyze model performance to ensure the expected application performance levels are achieved. Also, apply various statistical and analytical tests for validating models and results.
- Develop presentation decks using visual analytics tools and techniques. (JupyterHub/Python).
- Apply data mining, data modelling and machine learning techniques to analyze large financial datasets and enhance the model performance.
- Master/MBA/PhD's Degree in a quantitative field (computer science, financial engineering, mathematics, data science or engineering).
- Experience using one or more programming languages (Python, R, C++, Java, Matlab, etc.) and manipulating data using SQL and Pandas.
- Excellent written and verbal communication skills for coordination across teams.
- Understanding of design, development and implementation of mathematical, financial risk and ML models.
- Relevant work experience in a related field based on education level.
- Knowledge of advanced statistical techniques and concepts (regression, time series analysis, statistical tests, etc.).
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