- 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.
New York, NY - United States of America
Python Job Details
Our client, a global investment bank, is seeking a Python Programming Consultant in their NYC location:
Principal Duties and Responsibilities