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

Key Responsibilities

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

Required Qualifications

• Extensive experience in model development and implementation across various asset classes, including CRE, C&I, and consumer portfolios
• 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