VP, Credit Modeling Specialist (CECL)

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

Salary Range: $130,000-$160,000

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.