ROLE
– Obtain and conduct QA/QC on all data required for CCAR/CECL model development
– Develop segment and/or account level CCAR/CECL stress loss models
– Validate/recalibrate all models annually to incorporate latest data
– Redevelop as needed
– Deliver comprehensive model documentation
– Work closely with cross functional teams, including country/region’s business stakeholders, model validation and governance teams, and model implementation team
– Prepare responses/presentations to regulatory agencies on all CCAR/CECL models built

REQUIREMENTS
– 4+ years’ experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses
– Experience with dynamics of unsecured or secured products a strong plus
– Active role in performing some analytical components of an econometric modeling-driven stress loss process
– Exposure to various stress loss modeling approaches at the segment or account level preferred
– Able to communicate technical information verbally and in writing to both technical and non-technical audiences
– Proficiency in SAS/SQL/Oracle/Unix/Microsoft Word, Excel and PowerPoint