Sr.Leadership Role ll Credit Risk Model Implementation

This position within Global Consumer Banking will maintain and enhance current software platform named Cash Flow Engine and other technological platforms used by CCAR/DFAST, CECL stress loss-forecasting team for model development, monitoring and production process for secured portfolios (e.g., Home Equity, Mortgage etc.). The responsibility includes but not limited to the following activities :

- Maintain current software platform named Cash Flow Engine and other technological platforms used by stress loss-forecasting team for model development, monitoring and production process

- Enhance current software platform as per request raised by model development and other teams

- Develop from scratch new software and technological platforms to deliver similar and enhance functionalities

- Support Migration of existing codes to new big data platform

- Maintain inventory of codes and access controls as per control process

- Improve code management, request management and access control processes

- Improve code run time and standard report generation process

- Produce on-demand runs to support analytical requests from peer groups and model sponsors

- Work closely with all modeling functions as the codes developed by this team will be used by all others

- Support extensive user acceptance and implementation testing of the code

- Conduct QA/QC on all steps (e.g., macro-economy series, model output, etc.) required for modeling process

- Deliver comprehensive write-up of software platform development and maintenance process

- Understand model variables and economic forecasts

- Work closely with cross functional teams, including country/regions business stakeholders, model validation and governance teams, and model implementation team

- Maintain and improve automation solutions

- Ensure timely completion of governance controls

- Advanced Degree (Bachelors required or Masters preferred) in Statistics, Computer Science, Operations Research, Economics, etc. MBA s should apply only if they are interested in career in specialized quantitative risk management discipline.

- Strong programming skills in SAS are required. Basic programming skills in Python and R

- 7 - 10 Years SAS programming experience

- Experience of working in SAS for a financial institution.

- Experience of automating model development and reporting

- Understanding of SAS based technology systems & infrastructure

- Understanding of Big Data Platforms is a plus

- At least 3 Years as a people leader

- Lead multiple projects independently.

- Manage effective team delivery

- Ability to manage work in cross functional teams

- Effectively coordinate with model developers/SMEs to analyze model forecast results and explain to both technical and non-technical senior audience.

- Good understanding of regulatory requirements

- Understanding of modeling processes (regression, time series, decision tree, linear/nonlinear optimization etc.) would be desirable.

- Experience in developing end-to-end automation of modeling processes

- Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences

- Manage 1-5 member team

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