Title : AVP – Credit Model Development

Role Summary/Purpose:

A critical new role AVP, Credit Model Development, will be responsible for providing the thought
leadership and analytical/quantitative input to develop, document, implement and monitor the
build of complex consumer credit risk loss forecasting, reserve and capital models in adherence
to SR11‐7 guidelines. This successful candidate will use their business analysis, process, and
quantitative knowledge to mentor the junior analysts while managing multiple initiatives and
deliver results within deadlines and with a focus on accuracy and attention to detail. In addition
to responsibilities on individual modeling projects this role will be expected to work on ad‐hoc
projects as needed. Communicating these to leadership is essential.

This is a great opportunity for a modeler/statistician/data analyst/programmer with experience

in consumer credit analysis. We offer a dynamic, collaborative team environment with a strong
credit risk management culture.

Essential Functions / Responsibilities:

• Lead the development of ALLL, Loss Forecasting, Stress Testing, Capital Planning and
CECL models using SAS/Python or R in collaboration with the on-shore team
• Perform in depth analysis on large data sets, and prepare analysis and reports to support
discussions on key analytics and model risks
• Support building and enhancing procedures and model documentation in compliance
with regulatory guidance as well as the Bank’s model risk policy
• Support implementation and monitoring of ALLL and capital stress testing models
• Develop alternative predictive methodologies / tools to better identify credit dynamics in
portfolio performance
• Proactively manage strong working relationships to maintain on-shore stakeholder
satisfaction
• Assist in analyzing the current and future model landscape, technologies, data
frameworks and implementation platforms in line with internal as well as industry best
practices
• Develop and execute initiatives such as conducting applicable research and
implementing industry best practices in modeling methodologies and management of
model risk
• Maintain current/develop new analytical reports and presentations for senior
management, executive committees and regulatory exams
• Perform other duties and/or special projects as assigned
Qualifications / Requirements :

Experience/Knowledge

• M.S. / PhD degree with quantitative underpinning (i.e., Risk, Economics, Finance,
Mathematics, Statistics, Engineering)
• 10+ years of experience in Risk, Credit, Finance or other relevant professional experience
• 5+ years’ experience in an analytical/quantitative role related to consumer lending
• 3-5 years’ experience developing ALLL, loss forecasting, stress testing or credit models

Technical Skills

• Credit card modeling/analytics experience

• Proven hands-on experience utilizing SAS or SQL data mining skills as well as open-source
tools such as R and Python.
• Advanced analytics using Excel/VBA, strong PowerPoint and documentation skills

Desired Qualifications :

Experience/Knowledge

• Problem solving skills: Strong ability to rapidly learn the intricacies of an unfamiliar
process, structure and scope complex problems, apply a range of analytical tools, gain
and synthesize insights, and develop actionable recommendations
• Experience building/reviewing champion/challenger credit and risk models for consumer
loss forecasting
• Comfort with Data and Technology: Prior experience functioning in roles and functions
that are highly data-driven and require understanding of data models, process flows, and
technology architecture as related to business requirements, including comfort
interacting with internal technology teams
• Knowledge of external environment, industry/competitor profiles, and common macro-
economic indicators and correlations

Soft skills

• Ability to manage multiple competing initiatives and deliver results within deadlines and
with a focus on accuracy and attention to detail
• Client management and teamwork skills: Strong partnership skills and experience (at least
3-5 years) managing relationships across multiple teams of people
• Communication and influence skills: Excellent communication and influencing skills to
coordinate with multiple functional areas
• Documentation skills: Demonstrated ability in documenting controls and procedures