Développeur DataIKU / Python (on site)

At Chez Sword Technologies, we support our clients in their digital transformation projects, participating in high-value-added projects in demanding environments. We pay particular attention to the quality of the missions offered, as well as to supporting our employees in their development. As part of our growth, we are looking for specialists to strengthen our teams. You will work in the Risk Management department in close collaboration with the modeling team. The main objective is to develop, directly in DataIKU, a sensitivity analysis tool that explains the evolution of ECL between two dates, as well as the deviations observed compared to previous estimates, within the framework of the ICAAP process. You will start by analyzing the business requirements and the current operation of the ECL models, then you will formalize the expected simulations before moving on to development. As the existing models are already available in the environment, you will leverage these components to create a robust, efficient tool integrated into the existing DataIKU architecture. Experience on similar projects, particularly in Python and DataIKU, will be particularly valued.

Technical environment:

Must have:

• Proven mastery of the DataIKU platform (pipeline development, model integration, application architecture management)
• In-depth knowledge of Python, particularly for developing calculation and quantitative analysis tools
• Experience in Banking Risk Management or Financial Modeling (knowledge of ECL, IFRS 9, ICAAP concepts is a plus)
• Ability to understand and formalize complex business requirements related to modeling teams
• Ability to produce robust, efficient, and maintainable code in a production banking environment
• Demonstrated references for developing tools in Python within DataIKU

Nice to have:

• JavaScript skills for enhancing interfaces or visualizations in DataIKU
• Knowledge of credit loss forecasting processes and ICAAP models
• Experience in the Luxembourg banking sector or, more broadly, in the European regulatory context
• Ability to document and present sensitivity analyses understandable to non-technical stakeholders