My client is Tier 1 Investment Bank who is looking for a junior model developer to join their growing team. This team oversees the development of CCAR and CECL for their consumer unsecured lending portfolio. This opportunity is perfect for someone who has a couple years of experience in consumer lending but wants to take a step up in their career by joining a top bank and a top team.
On a day to day basis you will:
- perform stress testing and loss forecasting in relation to CECL and CCAR regulation
- conduct statistical analysis for risk related projects across a variety of business units
- develop, validate, and strategize uses of scoring models and scoring model related policies.
Qualifications:
- 1-3 yr experience with CECL or CCAR
- technical skills: SAS (preferred), Python and SQL
- consumer lending experience (required)
