Quantitative Developer (Atlanta)

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