Credit Risk Modeling Python Developer
Core
Develop and maintain Python-based solutions for credit risk modeling, migrating a production engine from SAS to Python.
Role type
Mid-level IC Python developer (credit risk)
Builds
Production-grade credit risk model components and automated workflows
Domain
Financial services / Credit risk
Deliverable
production ML models
Required skills
Python, Git, SQL, software engineering principles, problem-solving
Preferred skills
SAS, quantitative model development, Azure Databricks, Airflow, Bash scripting, performance optimization
Technologies
Python, Git, SAS, Azure Databricks, Airflow, Bash, SQL
Responsibilities
Develop and maintain Python-based components for the credit risk model lifecycle; Re-engineer a model production engine from SAS to Python; Collaborate with quantitative model developers to implement model logic; Optimize code for efficiency and scalability; Design and implement automated workflows for data processing and deployment; Ensure robust version control and documentation.
Seniority
Mid-level, hands-on IC