R / Python Library Developer

Company: Experis
Location: Morrisville, North Carolina, United States
Type: Full-time
Posted: 31.JUL.2021

Summary

Responsibilities: * R / Python library developer. * Creating "R" libraries to be used as interface between model "R" code and generic data ...

Description

Responsibilities:

  • R / Python library developer.
  • Creating "R" libraries to be used as interface between model "R" code and generic data retrieval API.
  • Python and pyspark package development.
  • Communicate and direct model development teams on implementation of statistical models.
  • Write specifications and documentation for "R" interfaces.
  • Interface with Quant users and gather feedback on delivered analytical data.
  • Communicate needed changes to development team.
  • Work with QA team on test plan reviews and assist in QA testing process with requirements clarifications and questions Functional.
Responsibilities: Specific tasks include but are not limited to:
  • Work on one of following initiatives within Global Markets Data Analytics group and other projects
  • Liaise with Dev team on defining data structures used in computing modeling
  • Liaise with QA team on explaining requirements and assisting with QA testing process
  • Support UAT process
Required Skills: Technical / Analytical Skills:
  • Experience with advanced "R" coding including package development
  • "R" code optimization and memory management
  • Understanding of core R data structures required
  • Understanding of Python and PySpark development
  • Good understanding of testthat, dplyr and sparklyr packages
  • Software development background preferred and experience working in Agile environment
  • Comfortable working with UNIX/LINUX environment
  • Understanding of GIT and/or SVN processes
  • Previous experience with RESTful API framework
  • Good understanding of XML and JSON
  • Good comfort level with relational databases and SQL
  • Experience creating interface specification documents, attribute mapping documents, functional specifications
  • Proficiency with MS Excel, MS Word, MS Visio and MS PowerPoint
Nice to have:
  • Experience with Docker, Jenkins, Azure and Openshift .
  • Experience with open source big data technologies (Hadoop, Hive, Impala, MLLIB, Oozie etc.) for large scale data analysis.
  • Experience with visualization tools like Tableau.
  • Experience with RShiny .
  • Knowledge of regression techniques for modeling the relationship between an output variable and several input variables.
  • Understanding of regulatory guidelines (CCAR, Basel) around Model Risk Management.
  • Working knowledge of various Fixed Income and Equities products, for example Derivatives, FX and Cash Equities Essential Skills.
  • Strong verbal and written communication skills.
  • Strong analytical and problem-solving skills.

 
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