Partnered with a leading financial service firm who is looking for a VP Senior Developer to join their core implementation team. This team will focus on designing and implementing high performance calculations for Wholesale Credit Stress and Loan loss.
This role will help lead the firm's next generation stress and risk models platform. Candidates should have experience in complex software projects and modeling in Python.
- Design and develop flexible, extendable and highly performant software frameworks and related tools that efficiently integrates pricing and forecast models into the platform
- Implement software frameworks and tools that support the development of models, back-testing and any other analytics infrastructure required for model development;
- Be a technical mentor, help guide and lead junior developers
- Strong proficiency in code design and programming skills in Python
- Advanced degree (PhD, MSc or equivalent) in Computer Science, Engineering, Mathematics, Physics, etc