Role OverviewLeads 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.
What You Will Do
Develops and implements CECL models for material segments without existing coverage, leads model enhancement and replacement strategy, executes end-to-end model development lifecycle, and applies strong understanding of cash flow-based CECL methodologies.
Why It Might Be a Fit
Requires extensive experience in model development, testing, and production implementation, strong programming skills in Python, SAS, and SQL, and experience in model performance evaluation and back-testing.
Requirements
- Extensive experience in model development, testing, and production implementation across multiple asset classes
- 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
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