Model Implementation Role - Credit Risk Analytics - BFS

Model Implementation

- 5+ years of experience in credit risk analytics

- 5+ years of advanced programming expertise in SAS - Python

- Perform various complex activities related to predictive modeling. Provide analytical support for evaluating, implementing, monitoring and executing credit and PPNR models across consumer and commercial business verticals

- Implement, execute and monitor credit ACL, CECL, IFRS9, Basel and CCAR models for Home Lending, Auto, Unsecured (Cards, Loans, Small Business Loans, Other) portfolios and commercial portfolios

- Support implementation and monitoring of Balance Sheet Modeling with focus on balance forecasting, loan spread modeling and deposit modeling