Senior Python Developer - FRTB
Crisil
We are looking for a talented and experienced Python developer for our Global Investment Banking Client.
- Strong Python developer joining bank’s cross product team providing support to various other functions like Global Markets, Capital Markets & Corporate Investment & Treasury, in terms of providing them with strategic or tactical solutions via tools/application.
- As a senior developer, you will draw on your deep knowledge of design, analytics, development, coding, testing and application programming to solve complex business problems
- You will be working within an Agile team, writing requirements and specifications, developing strategic or tactical solutions, and maintaining existing code.
- Primary task would be to help various internal bank clients with analytical support, prototyping business solutions, process re-engineering, design and enhance the process for testing & monitoring model restrictions & model usages.
- The work would involve interacting with stakeholders like FO, market risk (FRTB), front office, quants, and technology teams to understand requirements and perform the work.
- As the successful applicant you will be responsible for supporting modern agile software development methods, including educating & mentoring less experienced OOP team members.
- Overall the work will be flexible based on client requirements.
Skills Required:
- Excellent hands-on & leading application development projects with Python
- Exposure in developing/supporting applications/tools for FO trading desks or Risk teams
- Exposure to risk and pricing libraries at Investment Bank, good understanding of market data & its derived objects like Yield Curve, IR Vol surfaces, Eq Vol etc.
- Excellent Analytical skills
- Experience on participating in end-to-end development lifecycle in a rigorous test driven software development environment
- Experience of Agile software development process is desirable
- Experience on developing and delivering scalable applications
- Hands on experience in FRTB related projects
Reference: WJ-766_20823824