Position ID: NAL-1410-06
Job Type: Contract
Interview Type: Phone, & Skype
Job Description
Required Skills:
- 5+ years of advanced Python skills (deep understanding of language internals, profiling, best practices)
- Proficient in Python extensions for Scientific Computing (e.g. numpy, pandas, cython, numba, theano, f2py)
- Strong skills in statistics, math, or similar quantitative field
- Very good understanding of object oriented design patterns and Python idioms; software engineering background a plus
- Experience with ETL/DBMS, preferably Oracle, PL SQL
- Experience in model development economic capital, ICAAP/CCAR, operational risk, liquidity risk, or ALM a plus
- Experience with high performance computing, grid computing, distributed data caches and risk pricing
- Knowledge of version and revision control practices and procedures
- Thorough knowledge of statistics and econometrics and experience with statistical software (SAS, R) highly desirable
- Experience with proprietary Python frameworks (e.g. JPMC’s Athena, Bank of America’s Quartz) desirable
- Knowledge of C++, OpenMP, and MPI desirable
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