CCAR Unsecured Model Analyst II - Remote

Overview

This position within US Personal Banking Risk will develop CCAR/CECL models for unsecured portfolios such as credit cards and installment loans.

In Short

• Develop CCAR/CECL models for unsecured portfolios.
• Conduct QA/QC on data for model development.
• Perform sensitivity and back-testing on models.
• Validate and recalibrate models annually.
• Prepare comprehensive model documentation.
• Collaborate with cross-functional teams.
• Prepare presentations for regulatory agencies.
• Advanced degree in a quantitative discipline preferred.
• 2+ years of experience in quantitative analysis.
• Proficiency in SAS, SQL, and other analytical tools.

Requirements

• Bachelor's degree required; Master's or PhD preferred.
• Experience in statistical modeling and loss forecasting.
• Knowledge of unsecured or secured products is a plus.
• Strong analytical and problem-solving skills.
• Able to communicate technical information effectively.
• Experience with stress loss modeling approaches preferred.
• Active role in data collection and integrity QA/QC.
• Familiarity with econometric modeling processes.
• Experience in model documentation and implementation.
• Proficiency in Microsoft Office Suite.

Benefits

• Equal opportunity employer.
• Consideration for candidates without regard to protected characteristics.
• Accessibility accommodations available for applicants.
• Comprehensive benefits package.
• Opportunities for professional development.
• Collaborative work environment.
• Supportive company culture.
• Flexible work arrangements.
• Competitive salary and bonuses.
• Health and wellness programs.