You need to specify data, index and columns to DataFrame constructor, as in:
>>> pd.DataFrame(data=data[1:,1:], # values
... index=data[1:,0], # 1st column as index
... columns=data[0,1:]) # 1st row as the column names
edit: as in the @joris comment, you may need to change above to np.int_(data[1:,1:]) to have correct data type.