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How can i change the JSON format in Python

My JSON files looks like this

"{\"GetEventHeadlines_Response_1\":{\"EventHeadlines\": 
{\"Headline\":[{\"CountryCode\":\"US\",\"EventType\":\"EarningsCallsAndPresentations\",
\"Duration\":
{\"EndDateTime\":\"2019-12-30T12:00:00\",\"EndQualifier\":\"None\", \"IsEstimate\":false,\"StartDateTime\":\
"2019-12-30T12:00:00\",\"StartQualifier\":
\"DateTime\"},\"EventId\":12969284......

I want to change this to

{
"GetEventHeadlines_Response_1":{
"EventHeadlines":{
  "Headline":[
    {
      "CountryCode":"US",
      "Duration":{
        "EndDateTime":"2019-12-30T12:00:00",
        "EndQualifier":"None",
        "IsEstimate":false,
        "StartDateTime":"2019-12-30T12:00:00",
        "StartQualifier":"DateTime"
      },
      "EventId":12969284,.....

So in short i want to get rid of the ""(only at the beginning and end ) and the \\ sign.

import json

data = '''
        {\"GetEventHeadlines_Response_1\":{\"EventHeadlines\": 
{\"Headline\":[{\"CountryCode\":\"US\",\"EventType\":\"EarningsCallsAndPresentations\",
\"Duration\":
{\"EndDateTime\":\"2019-12-30T12:00:00\",\"EndQualifier\":\"None\", \"IsEstimate\":false,\"StartDateTime\":\
"2019-12-30T12:00:00\",\"StartQualifier\":
\"DateTime\"}
       '''


data = json.loads(json.dumps(data))
print(data)
import json

myUnfomattedJSON = "..."

jsonObj = json.loads(myUnformattedJSON)

formattedJSON = json.dumps(jsonObj, indent=2)

print(formattedJSON)

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