Description
Python BI Developer - Counterparty Risk - Investment Bank
Essential
- Skills - Technical: Python (Expert); Microsoft Excel (Proficient); Microsoft Power BI (Proficient)
- Skills - Behavioural: Communication skills - oral & written (Proficient); Ability to deliver/results driven (Expert); Ability to collaborate/teamwork (Expert)
Preferred
- Skills - Technical: VBA (Basic)
- Skills - Behavioural: Creativity and Innovation/Problem Solving (Proficient); Ability to develop and adapt a process (Proficient)
Key personal responsibilities:
- Redevelopment of an End User Computing Tools (primarily based in Excel) into a consistent, well-documented Python and Power BI. These tools are used for stress testing and risk analysis of Hedge Fund counterparties (Counterparty Risk focused).
- In addition to coding and documentation, this will necessarily involve some Business Analysis and Testing tasks, in collaboration with team members.
- As part of this, develop and enhance data quality controls supporting tasks.
- Similar redevelopment of End User Computing Tools (primarily in Excel) into a well controlled Python code base, for additional Counterparty Risk Analysis needs, including for the Capital Markets Risk
- The position is within an end user team, not IT, but will involve interaction with the IT team (Risk Systems) to understand the source data extracted for use in the Python scripts.
- Contribution to other tasks as needed, to enhance the Management Information set-up, potentially covering Market Risk and Market Data topics in addition to Counterparty Risk.
The team is responsible for the global risk analysis and reporting linked to market, counterparty and liquidity risks. As such, the team maintains an associated governance framework comprising committees, notably including the Capital Market Risks. The scope includes the animation of the process surrounding the internal model capital production for market and counterparty risk, as well as the steering and animation of the framework for capital markets stress testing for internal and regulatory purposes. The team is organised around 3 interconnected & readable frameworks.
Adlam Consulting operates as an Employment Agency & an Employment Business Applicants must be eligible to work in the specified location