Carrer

The key objective of this role is to develop a Python based infrastructure and framework for Wholesale Credit Econometric modelling. Such modelling is required across multiple applications and as such an extendible software framework and environment is needed for model development. This role is for a strong Python developer who has experience with the use of Python in the data analysis/big data and ideally, econometrics spaces. The successful candidate will work with model developers and rapidly develop an end-to-end framework that will include data acquisition, mapping, segmentation tools, a model implementation framework and an environment for carrying out analysis. In addition, the candidate will develop a process for deploying and releasing software.

Core Responsibilities:

 Develop an understanding of the use-cases and gather requirements from model developers.

 Implementation of the end-to-end framework and data analysis environment

 Work with model developers to achieve the implementation of their models in the framework

 Work on the development of a data store and gathering of data

 Help develop controlled release and testing process

Essential skills, experience, and qualifications:

 Exceptional Python development skills

 Exceptional object-oriented design skills

 Experience with and knowledge of Pandas, NoSQL/SQL databases, PyTables, etc

 Graduate degree in either computer science or a numerate subject (e.g. engineering, sciences, computing or mathematics)

 Strong analytical and problem solving abilities

 Good communication and able to work in a team-oriented environment

Desirable skills, experience, and qualifications (optional):

 Experience with R and Python interfacing

 Experience with cross-language interfacing (e.g. C/C++, Python or JAVA)

 Experience with subversion, automated build/test systems

 Experience with performance profiling, code coverage and unit testing