About this role
The team is seeking an experienced AVP for CCAR and Credit Risk Model Development. The ideal candidate will have a strong background in model development within the financial services sector, with a focus on credit risk and CCAR models.
Key Responsibilities:
- Develop and validate credit risk models and CCAR models.
- Create econometric forecasting models for key balance sheet and income statement line items to support capital and business planning.
- Manage the model life-cycle, including documentation, validation, and regulatory compliance.
- Collaborate with cross-functional teams to ensure models meet business needs and regulatory standards.
- Conduct ongoing monitoring and performance analysis of existing models.
Required Skills & Qualifications:
- Master’s degree or MBA in Economics, Mathematics, Statistics, Finance, or Computer Science from a Tier 1 institution.
- 3-8 years of experience in model development for financial services.
- Proficient in SAS, SQL, and Python programming.
- Strong knowledge of CCAR and credit risk modeling methodologies.
- Excellent analytical and problem-solving skills.
What we offer:
- A dynamic work environment with opportunities for professional growth.
- The chance to work on impactful projects within the financial services industry.
- A collaborative team culture that values innovation and excellence.
Applications are read by our talent team, usually within two working days.
If you look like a fit we will call you, and you will hear from us either way.