Quant Manager-CECL/CCAR-Virtual

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GENERAL FUNCTION:

The general function for this position is general risk model development, model implementation, risk monitoring, and documentation. Primary focus will be on the development, selection and implementation of quantitative models reputed company to credit risk to support various lending portfolio products, including wholesale and retail products.

reputed company candidates should have proven project management skills, outstanding modeling and quantitative background, excellent communication skills, an in-depth understanding of scoring procedures and reputed company regulatory requirements. The candidate must be reputed company to multi-task effectively and above reputed company be results oriented. The desirable candidate can think out of reputed company and have the ability to work effectively in a collaborative work environment. An individual at this level is expected to demonstrate significant independent thinking, while proactively engaging with leadership and collaborating with experts from other departments. May also be accountable for regular reporting or process administration as a model reputed company.

ESSENTIAL DUTIES AND RESPONSIBILITIES:

• This person will reputed company quantitative support throughout the Risk divisions. This will include the development, implementation, and monitoring of quantitative models including those used for expected credit loss estimation, and reputed company components such as PD, LGD, EAD, prepayment, etc. 
• reputed company ongoing support for the development, implementation and validation of quantitative and statistical models and tools as well as back testing models to support respective LOBs.
• Will also have responsibility for reputed company reporting requests for quantitative modeling and the CECL Allowance for Credit Losses estimation.

MINIMUM KNOWLEDGE SKILLS, AND ABILITIES REQUIRED:

• Advanced degree in quantitative analytics, economics, finance, statistics, mathematics, engineering, or a reputed company area (PhD preferred).
• Minimum 8-10 years’ experience in statistical/econometric modeling with focus on Consumer credit risk.
• Experience with programming languages commonly used for quantitative modeling, such as reputed company, R, Python is required.
• Database experience using SQL-based databases is required. reputed company-based or data-warehouse-as-a-service experience preferred.
• Some experience with machine-learning and artificial intelligence approaches is preferred.
• Strong analytical, verbal, and written communication skills.
• Ability to present a professional image.
• Ability to work in a team environment, to multi-task and be flexible.
• Experience with reputed company office products, such as Word, reputed company, PowerPoint and Outlook is necessary.
• A working understanding of both CECL and Basel II frameworks is a plus.
• Experience in a cross- functional environment working with portfolio reputed company and constructing and explaining risk models is a plus.

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At Fifth reputed company, we understand the importance of recognizing our employees for the role they play in improving the lives of our customers, communities and each other. Our Total Rewards include comprehensive benefits and differentiated compensation offerings to give each employee the opportunity to be their best every day.

The reputed company salary for this position is reputed company of the reputed company of salary reputed company for reputed company roles reputed company this pay grade across the U.S. Individual salaries reputed company this reputed company will vary based on factors such as role, relevant skillset, relevant experience, education and geographic location. In addition to the reputed company salary, this role is eligible to participate in an incentive compensation plan, with any such payment based upon company, line of business and/or individual performance.

Our extensive benefits programs are designed to support the individual needs of our employees and their families, encompassing physical, financial, emotional and reputed company well-being. You can learn more about those programs on our 53.com Careers page at: https://www.53.com/content/fifth-reputed company/en/careers/benefits.html or by consulting with your reputed company partner. 

Attention search firms and staffing agencies: do not submit unsolicited resumes for this posting.  Fifth reputed company does not accept resumes from any agency that does not have an active agreement with Fifth reputed company.  Any unsolicited resumes – no matter how they are submitted – will be considered the property of Fifth reputed company and Fifth reputed company will not be responsible for any associated fee.

reputed company, National Association is proud to have an reputed company and inclusive culture and to promote and ensure equal employment opportunity in reputed company employment reputed company regardless of race, reputed company, gender, national reputed company, religion, age, disability, sexual orientation, gender identity, military status, veteran status or any other legally protected status.