Pandas: How do I re-name a multi-level indexed column or create a new column?

I am new to pandas. And really confused with working on a dataframe with multi-level index for columns.

I want to

1. re-name my level 2 column name by appending with the column.iloc: _0, _1, …
2. add a new column New_Max which is the max value of the previous 2 columns. The level 0 & 1 name for New_Max is not important.

Thank you

Current State

Importance| H         | H    |
Category | Cat1       | Cat2 |
         |Total Assets| AUMs |
Firm 1   | 100        | 300  |
Firm 2   | 200        | 3400 |
Firm 3   | 300        | 800  |
Firm 4   | NaN        | 800  |

Desired State

Importance| H           | H      |
Category | Cat1         | Cat2   |
         |Total Assets_0| AUMs_1 | New_Max |
Firm 1   | 100          |  300   |  300    |
Firm 2   | 200          | 3400   |  3400   |
Firm 3   | 300          | 800    |  800    |
Firm 4   | NaN          | 800    |  800  |

Answer

Use enumerate for counter for tuples and create MultiIndex by MultiIndex.from_tuples:

tups = [(a, b, f'{c}_{i}') for i, (a,b,c) in enumerate(df.columns)]

df.columns = pd.MultiIndex.from_tuples(tups)
print (df)
                   H       
                Cat1   Cat2
      Total Assets_0 AUMs_1
Firm1          100.0    300
Firm2          200.0   3400
Firm3          300.0    800
Firm4            NaN    800

Last for new column by last 2 columns select them by position by DataFrame.iloc, extract original last tuple and rename last third value to new column name:

new = list(tups[-1])
new[2] = 'New_Max'
print (new)
['H', 'Cat2', 'New_Max']

df[tuple(new)] = df.iloc[:, -2:].max(axis=1)
print (df)

                   H               
                Cat1   Cat2        
      Total Assets_0 AUMs_1 New_Max
Firm1          100.0    300   300.0
Firm2          200.0   3400  3400.0
Firm3          300.0    800   800.0
Firm4            NaN    800   800.0