Job Description
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