@Antoine
Couldn't this be linked to #11564 (pickle not 64-bit ready)? Basically, an integer overflow, and malloc() would bail out when asked a ridiculous size. AFAICT this wasn't fixed in 2.7. 

@Philipp
I'd be curious to see the last lines of
$ ltrace -e malloc python test_np.py

you'll probably see a call to malloc() return NULL.
Also, depending on Antoine's answer, trying with default (3.3) could be useful.