Python Developer 9/3/2016

Confidential Company New York, NY

Company
Confidential Company
Job Classification
Full Time
Company Ref #
28704530
AJE Ref #
576086521
Location
New York, NY
Job Type
Regular

JOB DESCRIPTION

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JOB TITLE: PYTHON DEVELOPER

LOCATION: NEW YORK CITY,NY

JOB SUMMARY:

QUANTITATIVE RESEARCH FOCUSES ON THE DESIGN, DEVELOPMENT, DELIVERY AND MAINTENANCE OF HIGH PERFORMANCE ANALYTICS FRAMEWORKS AND LIBRARIES THAT ARE USED TO COMPUTE REGULATORY CAPITAL, ECONOMIC CAPITAL AND CCAR STRESS TESTS ACROSS CREDIT, MARKET AND OPERATIONAL RISK FOR THE OVERALL FIRM. THE ROLE IS IN THE WHOLESALE CREDIT CCAR SPACE FOR BOTH JUNIOR AND EXPERIENCED QUANTITATIVE DEVELOPERS WHO WILL WORK ON CORE ANALYTICS INFRASTRUCTURE IMPLEMENTATIONS AND DELIVERIES OF RISK ANALYTICS WITHIN OUR FRAMEWORK. THE SUCCESSFUL CANDIDATE WILL WORK ON THE EVOLUTION OF OUR FRAMEWORKS AND RELATED TOOLS TO ENHANCE EASE OF INTEGRATION OF PRICING AND FORECAST MODELS, IMPROVE FLEXIBILITY AND EXTENDIBILITY OF THE FRAMEWORK AS WELL AS IMPROVE SCALABILITY AND PERFORMANCE.

CORE RESPONSIBILITIES:

* PARTNER WITH MODEL DEVELOPERS TO UNDERSTAND, IMPLEMENT AND ONBOARD PRICING AND FORECASTING MODELS ONTO OUR PLATFORM.

* ENHANCE OUR CORE ANALYTIC LIBRARY FRAMEWORK TO IMPROVE ITS FLEXIBILITY AND PERFORMANCE.

* RESEARCH AND IMPLEMENT INNOVATIVE APPROACHES TO IMPROVING THE PERFORMANCE OF OUR ANALYTICS LIBRARIES BY ENHANCING ALGORITHMS, PARALLELIZING, ETC.

* WORK WITH OUR TECHNOLOGY AND BUSINESS PARTNERS TO SUPPORT THE END TO END DELIVERY OF ANALYTICS TO THE FIRMS RISK SYSTEMS

* ENSURE THAT THE MODELING CODE, PARAMETERS ARE RELEASED IN A CONTROLLED FASHION WITH PROPER TEST COVERAGE.

ESSENTIAL SKILLS, EXPERIENCE, AND QUALIFICATIONS:

* EXCEPTIONAL PYTHON DEVELOPMENT SKILLS

* EXPERIENCE WITH AND DEEP KNOWLEDGE OF PANDAS, NUMPY, SCIPY, ETC

* EXCEPTIONAL OBJECT-ORIENTED DESIGN SKILLS

* STRONG ANALYTICAL AND PROBLEM SOLVING ABILITIES

* GOOD COMMUNICATION AND ABLE TO WORK IN A TEAM-ORIENTED ENVIRONMENT

* MUST BE SELF-MOTIVATED, PRO-ACTIVE, RESPONSIBLE AND DRIVEN TO DELIVER

* GRADUATE DEGREE IN EITHER COMPUTER SCIENCE OR A NUMERATE SUBJECT (E.G. ENGINEERING, SCIENCES, COMPUTING OR MATHEMATICS)

DESIRABLE SKILLS, EXPERIENCE, AND QUALIFICATIONS (OPTIONAL):

* EXPERIENCE WITH MODEL DEVELOPMENT AND QUANTITATIVE PROGRAMMING

* EXPERIENCE WITH IMPROVING PERFORMANCE OF PYTHON APPLICATIONS AND PARALLEL COMPUTING

* EXPERIENCE WITH PERFORMANCE PROFILING, CODE COVERAGE AND UNIT TESTING

* EXPERIENCE WITH FINANCE, REGULATORY CAPITAL AND CCAR A PLUS

* EXPERIENCE WITH SUBVERSION, AUTOMATED BUILD/TEST SYSTEMS AND RELEASE PROCESSES

* EXPERIENCE DEVELOPING SOFTWARE ON LINUX/UNIX