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Python Developer/Data Engineer (Banking)

Experis AG

Posted on Apr 6, 2022 by Experis AG

Zürich, Switzerland
IT
Immediate Start
Annual Salary
Contract/Project

Python Developer/Data Engineer (Banking)

Experis is the global leader in professional resourcing and project-based workforce solutions. Our suite of services range from interim and permanent recruitment to managed services and consulting, enabling businesses to achieve their goals. We accelerate organisational growth by attracting, assessing and placing specialised professional talent.

On behalf of our client, a leading financial institution in Zürich, we are looking for a Python Developer with very good data engineering and mathematical skills.

Overview of the project:

  • Role sits within the Risk Platform, business architecture team, responsible for monitoring and driving Fundamental Review of the Trading Book (FRTB) delivery

Responsibilities:

  • The contractor will support with the development of new the slice and dice capabilities of the FRTB dashboard. The dashboard capabilities can be applied to, and used by, other business lines of the bank. The contractor would develop non-GTS specific, business agnostic, features.

Tasks would include:

  • RDLs (FRTB inputs) delivery monitoring
  • RTPL & HPL extraction from strategic platform
  • PLA testing
  • VaR back testing
  • Capital figures extraction and analysis
  • RTPL vs HPL scatter plots and panel data generation for analysis
  • running the dashboard (uploading results)
  • extracting data from the dashboard
  • generating the desk status summary slides at bank level

Skills:

  • 3-5 years of experience as a Python Developer, ideally within the Quantitative space
  • University degree with strong technical background (eg, Engineering, Physics, Mathematics, Computer Science)
  • 2+ years of experience with data engineering and analysis is a must have
  • Highly focused and able to perform in-depth analysis, identify problems and propose meaningful solutions
  • Good Mathematical skills with strong calculation capabilities to be able to solve
  • Willing to go the extra mile, have a structured mindset and a strong sense of ownership
  • Passionate about financial markets, business transformation, technology and trading
  • Experience with financial products, financial modelling and risk management would be highly beneficial

Interested in this opportunity? Kindly send us your CV today through the link in the advert. However should you have any questions please contact Sophia Biafora

Reference: 1556137568

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