Farm Credit East is looking to improve its risk modeling, forecasting, and decision modeling efforts to inform decisions by the Executive Leadership Team and Board, and to drive operational excellence, generate growth opportunities, and enhance the customer and employee experience.
Requirements
- Proficiency in R, Python, or SAS
- Experience with AI/ML techniques
- Strong background in credit risk modeling, CECL, and stress testing
- Bachelor's degree in quantitative field such as Mathematics, Statistics, Economics, Finance, or related discipline
- Advanced degree (Master’s or PhD), while not required, will be looked upon favorably
- 3+ years of experience in quantitative modeling, risk analytics, or data science
Responsibilities
- Develop, document, and deploy quantitative models for credit risk and capital management (CECL, stress testing, economic capital) and automated credit decision models.
- Communicate complex modeling concepts clearly to technical and non-technical audiences.
- Work across business lines to develop and execute analytics use cases that will drive operational excellence, generate growth opportunities, and/or enhance the customer and employee experience.
- Partner with risk, finance, and business operations to align modeling initiatives with strategic goals.
- Collaborate with business units to identify analytics use cases and opportunities for applying quantitative modeling techniques to address business challenges and opportunities.
- Work with the data team to ensure governance and data quality and to build data pipelines for production models.
- Document model development and testing in accordance with Model Risk Management guidelines.
Other
- Bachelor's degree in quantitative field such as Mathematics, Statistics, Economics, Finance, or related discipline
- Ability to influence stakeholders and drive cross-functional collaboration
- Strong communication skills to translate complex concepts for diverse audiences
- Hybrid work options after two weeks of employment with Farm Credit East
- Travel requirements not specified
