VP, Credit Modeling Specialist (CECL)

Full Time

International Banking Client

Office Status: Hybrid (3 days per week in office)

Responsibilities:

  • Research, develop, and maintain wholesale credit loss models used for credit provisioning i.e. Current Expected Credit Losses (CECL) and internal stress testing.
  • Actively engage across all model development initiatives, including PD/LGD/EAD models, and CECL models.
  • Support business, finance / accounting, credit risk analysts, model validation, internal audit, and banking supervisors for stress testing related discussions.
  • Actively participate in the analysis and interpretation of results, incorporating feedback as appropriate into models and metrics.
  • Assist in maintaining ongoing monitoring of model performance.
  • Assist in managing the model related documentation.
  • Assist in integrating the models in the internal online system.
  • Assist in preparing stress testing / credit provisioning related policies and procedures.
  • Assist in working team administration.
  • Other assigned responsibilities.
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