CECL Model Development Lead

Job Summary

Leading the development and implementation of Current Expected Credit Losses (CECL) models, the full-time CECL Model Development Lead will enhance model performance, expand coverage across new segments, and ensure models are production-ready within a scalable and automated framework.

Key Responsibilities

• Develops and implements CECL models for segments lacking existing coverage, assessing portfolio characteristics and identifying key risk drivers
• Leads the enhancement and replacement strategy for underperforming models, including reassessment of assumptions and model structure
• Executes the end-to-end model development lifecycle, including calibration, testing, documentation, and model performance monitoring

Required Qualifications

• Extensive experience in model development, testing, and production implementation across multiple asset classes
• Strong programming skills in Python, SAS, and SQL
• Experience in model performance evaluation and back-testing
• Strong expertise in CECL / ACL frameworks and stress testing
• 5+ years of relevant work experience required