Job Description

The Model/Anlys/Valid Intmd Anlyst is a developing professional role. Deals with most problems independently and has some latitude to solve complex problems. Integrates in-depth specialty area knowledge with a solid understanding of industry standards and practices. Good understanding of how the team and area integrate with others in accomplishing the objectives of the subfunction/ job family. Applies analytical thinking and knowledge of data analysis tools and methodologies. Requires attention to detail when making judgments and recommendations based on the analysis of factual information. Typically deals with variable issues with potentially broader business impact. Applies professional judgment when interpreting data and results. Breaks down information in a systematic and communicable manner. Developed communication and diplomacy skills are required in order to exchange potentially complex/sensitive information.

Moderate but direct impact through close contact with the businesses' core activities. Quality and timeliness of service provided will affect the effectiveness of own team and other closely related teams.

Description:

This position within Global Consumer Banking will develop CCAR/CECL models for unsecured portfolios (e.g., credit cards, installment loans, ready credit etc.)

The responsibility includes but not limited to the following activities:

Obtain and conduct QA/QC on all data required for CCAR/CECL model development

Develop segment and/or account level CCAR/CECL stress loss models

Perform all required tests (e.g. sensitivity and back-testing)

Validate/recalibrate all models annually to incorporate latest data. Redevelop as needed

Deliver comprehensive model documentation

Work closely with cross functional teams, including country/region's business stakeholders, model validation and governance teams, and model implementation team

Prepare responses/presentations to regulatory agencies on all CCAR/CECL models built

Qualifications:

Advanced Degree (Masters required, PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or other highly quantitative discipline

5+ years' experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses

Experience with dynamics of unsecured products a strong plus

Active role in performing some analytical components of an econometric modeling-driven stress loss process (data collection, data integrity QA/QC/reconcilements, pre-processing, segmentation, variable transformation, variable selection, econometric model estimation, sensitivity testing, back testing, out-of-time testing, model documentation, and model production implementation)

Exposure to various stress loss modeling approaches at the segment or account level preferred

Able to communicate technical information verbally and in writing to both technical and non-technical audiences

Proficiency in SAS/SQL/Oracle/Unix/Microsoft Word, Excel and PowerPoint

Work as an individual contributor



Job Family Group: Risk Management



Job Family: Risk Analytics, Modeling, and Validation



Time Type: Full time



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