CECL Model Development & Implementation LeadThe CECL Model Development & Implementation Lead leads Current Expected Credit Losses (CECL) model development, enhancement, and end-to-end implementation initiatives, focusing on improving model performance, expanding coverage across new segments, and ensuring models are production-ready within a scalable and automated framework.
Key Responsibilities and Duties- Develops and implements Current Expected Credit Losses (CECL) models for material segments without existing coverage, including assessing portfolio characteristics and identifying key risk drivers.
- Leads model enhancement and replacement strategy for underperforming models, including reassessment of assumptions, data inputs, and model structure.
- Executes end-to-end model development lifecycle, including calibration, testing, documentation, validation readiness, production deployment, and model performance monitoring.
- Applies strong understanding of cash flow-based CECL methodologies, including lifetime loss estimation, prepayment, and charge-off dynamics.
- Identifies opportunities for system automation and process improvement across data preparation, model execution, and testing.
Educational Requirements- University (Degree) Preferred
Required Qualifications- Extensive experience in model development, testing, and production implementation across multiple asset classes, including CRE, C&I, and consumer portfolios.
- Strong programming skills in Python, SAS, and SQL
- Experience in model performance evaluation and back-testing
- Strong expertise in CECL / ACL frameworks and stress testing
Preferred Qualifications- Master's degree and above in Economics, Finance, accounting, and related areas (highly preferred).
- Experience with Moody's platforms
Role Specific Work Experience- 5+ Years Required; 7+ Years Preferred
Physical Requirements- Physical Requirements: Sedentary Work
Career Level8IC
Posting end date: 5/29/2026
