- Build and document CECL/IFRS9-compliant loss prediction models for global credit products leveraging internal performance data and various macroeconomic inputs.
- Successfully navigate model development process from model design and dataset construction, through validation to implementation.
- Meet with subject matter experts to identify key drivers of credit loss behavior.
- Communicate model methodologies and results to senior management and stakeholders.
- Participate in monthly/quarterly reserve setting process with Finance and Accounting.
Functional Skills & Behaviors
- Understanding and Knowledge of credit loss modeling methodologies.
- Articulate, executive level presentation and communication skills.
- Be data-driven and outcome-focused.
- Must have good business judgment with demonstrated ability to think creatively and strategically.
- Takes personal ownership; Self-starter; Ability to drive projects with minimal guidance and focus on high impact work.
- Learns continuously; seeks out knowledge, ideas and feedback.
- Looks for opportunities to build skills, knowledge and expertise.
- Minimum Bachelor’s degree in Mathematics, Statistics, Operations Research, Finance, Economics or related quantitative discipline; preferably an advanced degree.
- 7+ years of proven model development experience.
- Analytical and project management experience.
- Proven experience in credit loss model development at a financial institution
- SAS and SQL skills to be able to run data queries; experience using common data science tools like R, Python or SAS for model development.