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Financial Risk Analytics FRA Analyst - S&P Global
Software Engineer
Senior analyst driving risk analytics solutions using Python, machine learning, and big‑data technologies to model counterparty credit, market, and regulatory risk for financial institutions.
About the role
Key Responsibilities
- Develop and maintain scalable risk models and pricing libraries using Python and vectorized computations.
- Apply machine learning techniques to enhance credit, market, and regulatory risk assessments.
- Integrate big‑data solutions (e.g., Hadoop, Spark) to process large datasets and improve model performance.
- Collaborate with cross‑functional teams to translate business requirements into analytical solutions.
- Validate model outputs, perform back‑testing, and document methodology for regulatory compliance.
Requirements
- Strong programming skills in Python and experience with vectorized libraries (NumPy, Pandas).
- Proficiency in machine learning frameworks (scikit‑learn, TensorFlow, PyTorch) and model deployment.
- Hands‑on experience with big‑data platforms (Hadoop, Spark) and SQL databases.
- Solid understanding of financial risk concepts: counterparty credit, market, regulatory capital, and derivative valuation.
- Excellent analytical, problem‑solving, and communication skills.
Skills
pythonmachine learningsql