Python Developer – Risk Platform

About the Programme

Our client’s Risk Engine group oversees the Credit and Market risk exposures and stress calculation systems across asset classes which the bank trades in. Responsible for design, development and level 3 support of this risk calculation platform, the Risk Engine group operates on a global scale within the bank’s Risk & Capital Technology department.

The client is in the process of launching a business-critical project replacing a current legacy stress testing application with a new system. This includes adding stress testing functionality to the existing Market Risk platform and carefully decommissioning the legacy system. This is a mission critical project for the bank’s business, and as such Phi is looking to on-board an experienced Python Developer as a Technical Consultant to support our client on this risk and capital management technology transformation project, focusing on innovative technologies and always striving to meet the business objectives.

Role & Responsibilities

The consultant will be working closely with the business stress testing, development, and analytical teams to understand the business requirements and work towards replacing the legacy application. Main responsibilities will include getting into Python code, blending it together to be run under single scenario, building various algorithms, along with investigating and explaining differences in results between the legacy and newly developed systems.

Key Skills

We are looking for a technologist with:

Technical Expertise:

• Between 4 – 7 years of experience in Python development roles
• Expertise in SQL and Linux
• Experience working in Big Data-focused environments

Nice-to-Haves:

• Experience with AWS
• Previous exposure to Apache Spark
• Java experience
• Functional knowledge of Market and Counterparty Risk

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