Portfolio Analytics & Strategy Analyst Senior - Data, Modeling & Analytics
Core
Execute and report on retail lending models, specifically CECL and CCAR credit loss forecasting, translating data and model knowledge into actionable insights for senior management.
Role type
Senior IC data analyst (financial risk modeling)
Builds
Production credit loss forecasting models and regulatory reporting suites
Domain
Financial services / Banking / Credit Risk
Deliverable
production ML models | dashboards & analysis
Required skills
Python, PySpark, SQL, statistical modeling, regulatory credit loss processes (CECL/CCAR), data stitching, data validation, model output analysis
Preferred skills
R/C/C++, data visualization (Matplotlib, Tableau, Excel), IT infrastructure, automation, software development practices, bank balance sheet knowledge
Technologies
Python, PySpark, Pandas, NumPy, Scikit-learn, Slurm, SQL, Matplotlib, Tableau, Excel
Responsibilities
Write code for data stitching, validation, and model output analysis; Create PowerPoint reports and document methodologies; Generate tables and figures for presentations; Explain work and approach to internal and external personnel; Collaborate with business, credit, data, and model development partners to design and monitor test designs and analytical reporting; Assess and establish credit risk appetite and policies
Seniority
Senior, hands-on IC
