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, and ensure models are production-ready within a scalable framework.

Key Responsibilities

• Develops and implements CECL models for segments lacking existing coverage, assessing portfolio characteristics and identifying key risk drivers
• Leads strategies for enhancing and replacing underperforming models, including reassessing assumptions and data inputs
• Executes the end-to-end model development lifecycle, including calibration, testing, documentation, and performance monitoring

Required Qualifications

• Extensive experience in model development, testing, and production implementation across various 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
• University degree preferred