A leading financial services firm looking for a Senior Developer to join the Core Implementation team which focuses on the design, implementation, delivery and support of high performance risk calculation engines that deploy models for the firms Wholesale Credit Stress (CCAR, ICAAP, Risk Appetite) and Loan loss reserves (CECL, IFRS9) calculations used for Risk Management. In this role you will play a technical leadership role in the design, architecture and implementation of the firm's next generation stress and risk models platform for Wholesale Credit. Candidates should have hands-on experience leading complex software projects and proficiency with tools and methods of exploratory data analysis, visualization and modeling in Python e.g., pandas, scipy, sklearn, Jupyter.
- Play a key role in driving the design, architecture and implementation of the firm's next generation stress and risk models platform for Wholesale Credit alongside our Technology and Business partner teams
- Design and develop software that implements risk valuation models and work on their delivery to systems and applications;
- Design and develop flexible, extendible and highly performant software frameworks and related tools that efficiently integrates pricing and forecast models into the platform;
- Implement software frameworks and tools that support the development of models, back-testing and any other analytics infrastructure required for model development;
- Be a technical mentor, help guide and lead junior developers
- Experience as a key hands-on technical leader on complex software projects
- Strong quantitative and problem solving skills as well as software development skills
- Strong proficiency in code design and programming skills in Python;
- Experience with improving performance of software applications;
- Proficient with tools and methods of exploratory data analysis, visualization and modeling in Python e.g., pandas, scipy, sklearn, Jupyter;
- Excellent communication skills, both verbal and written, can engage and influence partners and stakeholders
- Advanced degree (PhD, MSc or equivalent) in Computer Science, Engineering, Mathematics, Physics, etc.
- Experience with implementing quantitative software frameworks in finance
- Focused on robust testing practices and test-driven development