ROLE
– Obtain/implement model from model development to production environment, and obtain updated data from countries/regions and/or Risk Architecture to run primary & benchmark CCAR models
– Document all production related activities around production/model implementation/performance tracking
– Run quarterly model prediction performance back-testing and sensitivity analysis against accuracy and other required model performance triggers for production models
– Perform diagnostic analytics around drivers on the models when performance shifts are observed
– Document & review base and stress CCAR model performance with assigned countries & regions quarterly and assist countries and regions in their use of the CCAR/DFAST models in business activities
– Review model performance and drivers of any gaps or deterioration in model performance with MRM, IRMO, and regional and country risk managers
– Perform full, formal annual model review to follow MRM’s guidance and standards

REQUIREMENTS
– Degree in Statistics, Applied Mathematics, Operations Research, Statistics, Economics, or other highly technical quantitative discipline
– 0-2 years’ experience in developing or tracking quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and econometric modeling of consumer credit risk
– Strong working knowledge in SAS Programming, ability to code from scratch, automate SAS processes etc
– Expertise in successfully executing either the model development or model performance tracking components of an analytical, econometric modeling-driven stress loss process
– Expertise in running model implementation and model tracking processes across consumer products and/or business lines
– Expertise in delivering technical presentations to countries, regions, internal modeling oversight functions, external regulators, and internal audit functions
– Strong capabilities in communicating technical information verbally and in writing to both technical and non-technical audiences
– Tableau, Advanced Excel, VBA Automation programming is preferred
– Proficient understanding of code versioning tools such as BitBucket, Job Scheduling in Autosys is considered a plus
– Analytical Thinking, Business Acumen, Constructive Debate, Data Analysis, Escalation Management, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Statistics