Python Job: Python Programming Consultant

Our client, a global investment bank, is seeking a Python Programming Consultant in their NYC location:

Principal Duties and Responsibilities

• Transition SAS standard OLS and autoregressive model and model performance statistics to Python using standard statistical libraries.
• Excellent understanding of Statistical Python Libraries (Pandas / NumPY / SciPy / Matplotlib).
• Expert knowledge of SAS and Python is required.
• Proficiency in regression models and assumption testing (OLS Assumption testing).
• Proficiency in regression optimization techniques (E.g. LASSO regression, goodness of fit, etc.).
• 3+ years’ experience in programming, risk management or statistics is preferred.
• Master degree of statistics, mathematics or computer science is preferred.
• Working knowledge of trading products (banking, equity, bonds, ABS/MBS, derivatives, etc.) is a plus.
• Effective communication skills: oral, written, listening and presentation.