use pg in Lambda Python for Redshift

I have a Lambda function that is called from a Glue Job. I want to write a row in Redsfhit by using the pg module in Python.

when doing: "import pg" I get the following error:

Response:
{
  "errorMessage": "Unable to import module 'lambda_function': No module named 'pg'",
  "errorType": "Runtime.ImportModuleError"
}

Could you tell me how to use pg module in Lambda?

the connection specification looks like this:

def get_connection(host):
    rs_conn_string = "host=%s port=%s dbname=%s user=%s password=%s" % ("xxx-redshift-c1.something.eu-west-3.redshift.amazonaws.com", 5439, "db", "user", "pass")
    rs_conn = pg.connect(dbname=rs_conn_string)
    rs_conn.query("set statement_timeout = 1200000")
    return rs_conn

then

con1 = get_connection("xxx-redshift-c1.something.eu-west-3.redshift.amazonaws.com")

finally

res2 = con1.query("INSERT INTO...

thanks

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