Model Implementation/Monitoring Role - Banking Captive

Responsibilities include

- Establishing and cultivating relationships with the lines of business, model users, data, and model development teams

- Coherently supporting analysis to a variety of audiences, including audit, regulatory agencies, management, and end users

- Leading development of complex stress test, CECL/IFRS9, and PPNR model implementation environments working with large data sets, advanced statistical models, and SAS coding to effectively and efficiently execute models for purposes including Annual Stress Tests/CCAR and CECL/IFRS9.

- Establishing strong controls and creating consistent and robust execution processes across models

- Developing analytics around model results for enhancing forecast performance

- Understanding the trends within commercial loan portfolio, their impact on model performance, and quantifying the risks not captured by models via overlays

- Maintaining documentation for key implementation processes across the team with focus on standardization of implementation and execution controls

- Leading and developing team members, including offshore resources

- As a Team Member Manager, you are expected to achieve success by leading yourself, your team, and the business. Specifically you will

- Lead your team with integrity and create an environment where your team members feel included, valued, and supported to do work that energizes them.

- Accomplish management responsibilities which include sourcing and hiring talented team members, providing ongoing coaching and feedback, recognizing and developing team members, identifying and managing risks, and completing daily management tasks.

Required Qualifications

- 4+ years of experience in an advanced scientific or mathematical field

- 2+ years of leadership experience

- A master's degree or higher in a quantitative field such as mathematics, statistics, engineering, physics, economics, or computer science

Desired Qualifications

- Excellent verbal, written, and interpersonal communication skills

- Ability to identify and manage complex issues and negotiate solutions within a geographically dispersed organization

- A PhD in a quantitative discipline

- Strong experience in SAS & Python