Global Treasury- Python Coder- Assistant Vice President

Global Treasury (GT) is responsible for overall balance sheet management including credit, interest rate, and liquidity risk.  Treasury Quantitative Analytics is responsible for in depth quantitative modeling that represents the complex interaction of global markets, customer behavior, and regulatory oversight in coordination with business partners across business units, Finance, and Treasury (including Asset/Liability Management (ALM), Global Liquidity Management, and Capital Management). The group supports key risk management and regulatory initiatives including, IRR, liquidity stress testing, CCAR/DFAST, Recovery & Resolution Planning (RRP) and investment & balance sheet strategy.

The successful candidate is a team player who demonstrates intellectual credibility, has relevant application development experience and can deliver clear, well-structured communications, including presentations to key risk committees, regulators and constituents, and well-structured and comprehensive technical documentation

Key Responsibilities & Experience Range

• Implement financial models in Python according to specifications provided by modelers and business users, and suggest best practices for high performance and automated execution
• Automate advanced data aggregation methodologies for stand-alone execution in controlled environments
• Implement on-the-fly and static data enrichment logic; implement heuristics to regularly monitor wide variances in critical data
• Establish processes and procedures for managing and accessing large databases, and for optimizing repetitive or computationally intensive tasks
• Write technical documentation, present and defend results to independent Model Validation team, senior management, and regulators
• Expert understanding of Python Core concepts, including both functional and class-based design.
• Demonstrable experience with a range of common Python packages including NumPy, Pandas, matplotlib, SAlib, Scikit-learn, with proficiency in at least one Python web framework (e.g. Django, Flask, Pyramid) desired
• Experience in writing effective and scalable Python codes independently
• A deep understanding and multi-process architecture and the threading limitations of Python
• Independently address and resolve production issues and perform root cause analysis
• Experience working with large and complex data sets and coding solutions to address requirements of financial institutions, with a working knowledge of banking regulations preferred

 Skills & Knowledge

Qualification & Certifications

• Bachelor’s degree or higher in a computational field such as Computer Science or Mathematics with about 7-10 years experience, extensive experience of Application Development in Python using Pandas and Numpy, working knowledge of banking regulations preferred.
• Statistical and econometric modeling will be a plus
• Strong verbal and written communication skills
• Good project management and time management skills and a demonstrated ability to work independently on complex projects