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 practicesOriginal model construction, not solely back-testing or monitoringBachelor'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 requiredExcel and database management fluencyDatabricks notebook comfortMoody's RiskFoundation or Scenario Analyzer exposure a plusAdenza / AxiomSL element exposure a plusML / neural net comfort a plus