Python Architect / Credit Risk Modeling - Freelance (M/F)

IN A FEW WORDS

Cherry Pick is looking for a Python Architect / Credit Risk Modeling (M/F) for one of its clients operating in the banking sector.

DESCRIPTION

MISSION CONTEXT

As part of a major transformation and simplification program of the banking IT system, we are looking for a Python Architect with a solid understanding of credit risk issues and quantitative modeling.

The mission is part of a project to modernize tools historically developed in-house, notably through the migration of credit risk models developed in MATLAB to Python.

The need is particularly oriented towards a profile capable of bridging the gap between IT / architecture teams and credit risk business experts. This dual technical and business competence is therefore essential.

MAIN MISSIONS AND ROLE

• Analyze and support the migration of credit risk models from MATLAB to Python.
• Understand, document, and take ownership of existing models.
• Design and evolve the Python architecture associated with the models.
• Participate in the simplification and modernization of the internal tools architecture.
• Collaborate with IT architects to ensure the consistent integration of solutions into the IT system.
• Take ownership of the existing technical environment: Python, MATLAB, Git, PyCharm.
• Exchange with business teams on credit risk modeling issues.
• Translate business needs into suitable technical solutions.
• Support design and architecture choices.
• Collaborate with teams based in Belgium.
• Occasionally contribute to AI / GenAI topics as part of transformation initiatives.

OBJECTIVES

• Modernize models historically developed in MATLAB by migrating them to Python.
• Simplify and streamline the architecture of existing modeling tools.
• Guarantee the robustness and sustainability of Python solutions.
• Ensure good integration of solutions with the existing IT architecture.
• Effectively bridge the gap between credit risk experts and IT teams.
• Preserve the functional consistency of models during their technological migration.

REQUIRED SKILLS

PYTHON ARCHITECTURE & DEVELOPMENT

• Python: excellent mastery.
• Experience in architecture and design of Python solutions.
• Ability to analyze and evolve an existing application architecture.
• Good software development and design practices.
• Git.
• PyCharm.

MODELING & CREDIT RISK

• Good understanding of credit risk.
• Experience in credit risk modeling.
• Knowledge of the following concepts:
• Portfolio;
• Credit VaR;
• Monte-Carlo simulations.
• Ability to understand existing quantitative models and support their migration.

MATLAB

• Good knowledge of MATLAB.
• Ability to understand and analyze existing models developed in MATLAB.
• Experience migrating MATLAB to Python is appreciated.

AI / GENAI

• Knowledge of AI / GenAI issues is a plus.
• Awareness of the challenges of industrialization and modernization of models.

LANGUAGES

• Professional English - mandatory.

PROFILE

• Minimum 5 years of experience in similar roles.
• Profile type Python Quant Developer, Quantitative Developer, Risk Model Developer, or Python Solution Architect with significant experience in a banking environment.
• Strong ability to bridge the gap between IT, Architecture, and Risk business teams.
• Both technical and functional profile,