Quantitative Developer

Hands-on developers executing under the senior modeling lead.

Must-have experience:

4 to 8 years building CECL or CCAR models inside regulated banks or top-tier advisory practices

Original model construction, not solely back-testing or monitoring

Bachelor's in Business Admin, Finance, Accounting, Stats, Econ, Financial Engineering, Applied Math, or Quant Finance.

Macroeconomic scenario design and stress testing.

Tech stack:

Python and SAS required

Excel and database management fluency

Databricks notebook comfort

Moody's RiskFoundation or Scenario Analyzer exposure a plus

Adenza / AxiomSL element exposure a plus

ML / neural net comfort a plus