Assistant Manager/Lead/Assistant Manager - CECL Modeling

Responsibilities:

- This CECL modeler role will play a critical role in supporting the Loss Forecasting and Reserve for the credit card portfolio of Self Financial

- Perform portfolio risk evaluation and credit loss forecasting with a comprehensive understanding of relevant model techniques, business operations, and risk compliance requirements

- Conduct monthly credit loss forecast by using econometric/statistical/non-statistical models with portfolio performance data and other external factors

- Develop and update monthly loss forecasting and CECL reserve reports and presentations for senior managements

- Improve forecasting methodologies and techniques through conducting deep dive analytics and leveraging industry expertise

- Collaborate with various business units to understand and solve business problems.

Qualifications:

- 3+ years of relevant experience

- Proficiency in SQL, R/Python and Excel

- Proven ability to remain organized in a fast-paced environment and manage multiple projects

- Proven interpersonal, organizational and analytic skills

- Bachelor's degree/University degree or equivalent experience in Economics, Statistics, Mathematics or any other Quantitative field.

- Master's degree is preferred.