Supporting the implementation, testing, documentation, and on-going validation of credit loss forecasting models for use in CECL Allowance and Capital Stress Testing.
Requirements
- Proficiency in Python (e.g., NumPy, Pandas) or other Object-Oriented Programming language
- Database querying and data transformation experience (e.g., Excel, BigQuery, DB2)
- Familiarity with building reporting dashboards, including through the use of Tableau, Google Looker Studio, or other similar tools
- Experience dealing with complex and large data sets from multiple sources to support analytical processes
- Experience with Git, and demonstrable coding best-practices
- Familiarity with Cloud Analytics (e.g., Google Cloud Platform, Azure, AWS)
- Familiarity with quantitative modeling or forecasting
Responsibilities
- Supporting the implementation, testing, documentation, and on-going validation of credit loss forecasting models for use in CECL Allowance and Capital Stress Testing
- Coordinating with Lines of Business, Data Owners, Risk Management, and Key Technology, Operations, and Services (KTOS) to ensure alignment with all activities impacting credit loss models
- Creating and/or maintaining production environments for ongoing credit loss forecasting, including creation of process controls
- Working both independently and as part of cross-functional teams to perform business, data, and application analysis to implement business requirements on a variety of reporting needs and strategic project initiatives
- In working with other teams within Finance, support orderly maintenance and development of a Google Cloud Platform (GCP) environment for model development and deployment
- Assist with design of and implementation of production applications for credit loss modeling
- Gather client requirements and translate to technical specifications; working closely with Risk Management Information Reporting (RMIR) and KTOS teams on changes to the production CECL environment, system conversions, quarterly change cycles, technical error resolution, production support, and other enhancements
Other
- Bachelor’s Degree (Math, Statistics, Data Analytics, Computer Science, Finance, Accounting or related degree preferred)
- Two years of relevant accounting, finance, analytics, or modeling experience, or a graduate degree in a related field
- Excellent communication skills
- Quantitative, analytical, problem solving, and decision-making skills
- Detail-focused organizational skills required to coordinate and manage multiple tasks simultaneously to meet strict deadlines
