Consultant - Credit/PPNR Modelling - BFS

Primary role is to apply business knowledge and advanced programming skills and analytics to serve as a subject matter expert, analyst, advisor and consultant to the CAPM Modeling COE supporting model lifecycle; model performance monitoring, performance testing, data analysis, model implementation, model production, delivery of model results,change management, documentation and governance.

Job Role :

- 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

- Support implementation and monitoring of Fee Income and Expense Modeling with focus on non-interest income and expense related models

- Develop dynamic dashboards; analyze key risk parameters to help understand changes in business and model performance

- Identify opportunities and deliver process improvements, standardization, rationalization and automations. Enhance and standardize performance analysis, reporting packages and business loss forecast processes

Essential Qualifications :

- Over all experience around 5-8 years in similar role

- Bachelor's degree or higher in a quantitative fields such as applied mathematics, statistics, engineering, finance, economics, econometrics or computer sciences

- 5+ years of experience in credit risk analytics

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