Counterparty Credit Risk Python Developer, AVP
Core
Develop and maintain Counterparty Credit Risk applications for derivatives credit risk and Basel Capital calculations.
Role type
Intermediate Python developer (financial risk)
Builds
Derivatives credit risk applications and calculation engines
Domain
Financial services / Quantitative risk
Deliverable
production ML models
Required skills
Python, UNIX shell scripting, Git, CI/CD pipelines, performance profiling, test suite execution, cloud workflows
Preferred skills
AWS cloud experience
Technologies
Python, Jenkins, Git, AWS, UNIX (bash, ksh)
Responsibilities
Develop and maintain Counterparty Credit Risk applications; Enhance and support CI/CD processes; Optimize codebase performance and facilitate transition to cloud-based workflows; Expand and execute test suites; Create and maintain comprehensive documentation; Collaborate with Quant and Technology teams; Analyze complex issues and provide evaluative judgments; Serve as Subject Matter Expert (SME)
Seniority
Intermediate, hands-on IC