Credit Risk Analytics Officer - BFS

About the Role :

Primary role the credit risk analytics officer in the Model Implementation and Production team is to apply business knowledge and advanced analytics and programming skills 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.

Responsibilities :

- Lead and 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

- Lead large-scale projects. 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

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

- Lead 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 for strategic and infrastructure projects. Design and deliver process improvements, standardization, rationalization and automations.

- Enhance and standardize performance analysis, reporting packages and business loss forecast processes

Develop frameworks for documentation for implementation and monitoring processes across the team with focus on standardization of controls

Essential Qualifications :

- Over all experience around 8-11 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

- 8+ years of experience in credit risk analytics

- 8+ years of advanced programming expertise in SAS and Python

- Strong technical skills and problem solving skills

- Strong project management skills with ability to prioritize work, meet deadlines, achieve goals, and work under pressure in a dynamic and complex environment

- Excellent verbal, written, and interpersonal communication skills

- Strong ability to develop partnerships and collaborate with other business and functional areas

- Knowledge and understanding of issues or change management processes

- Experience determining root cause analysis

- Flexibility with changing priorities