Job Description :
Job Title: python developer
Duration: Long Term
Start Date: ASAP
Location: Washington,DC
No 3rd Party !! requires in-person interview onsite after telephonic interview.
Job description
The candidate will join Counterparty Risk Management department as a member of Counterparty Risk Analytics team responsible for modeling and data analytics for counterparty exposure management and monitoring. This role will primarily support MBS forwarding trading (TBA market) model enhancement and implementation to accommodate new SOFR ARM product. The role will require the candidate to collaborate with multiple stakeholders including technology, credit analyst, trading desk, enterprise program office, and Model Risk Management.
Primary responsibilities for the role include, but are not limited to the following:
• Make enhancement on the model for the new product
• Partner with upstream system to source and validate new dataset
• Work with multiple technology teams for model implementation and testing
• Communicate with model users and enterprise program office
Required Skills:
• Strong R, Python, and SQL skills and experience
• Excellent judgement, initiative and adherence to deadlines
• Experience of working with large dataset
• Strong communication skill, attention to detail, and team player
Desired Skills:
• Knowledge of Value at Risk (VaR) concept and simulation model
• Knowledge of financial markets and products
• Understanding of the modeling process, model performance measures
• Familiarity with AWS environment
Thanks & Regards,
Naga Sai
Sr. Talent Acquisition Specialist
Phone
4390 US Route 1, Princeton, NJ 08540
112 West 34th Street, 18th Floor New York, NY 10120
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