Quantitative Manager-CCAR/CECL
Core
Lead quantitative model governance, development, implementation, and monitoring for commercial/wholesale credit risk rating (PD, LGD, EAD models) and support CCAR/CECL frameworks.
Role type
Senior quantitative manager (credit risk modeling)
Builds
Quantitative models for commercial credit risk rating and portfolio management; data reconciliation infrastructure; analytical dashboards
Domain
Banking / Commercial Credit Risk / Regulatory Capital
Deliverable
production ML models | dashboards & analysis
Required skills
Statistical/econometric modeling, data analytics, Python, SAS, SQL, VBA, credit risk modeling frameworks, scorecard development, portfolio management concepts, data construction, cloud-based tools (Snowflake)
Preferred skills
Commercial lending products knowledge, regulatory requirements familiarity
Responsibilities
Develop and monitor quantitative models for commercial credit risk rating; provide analytical consulting to business partners; develop data reconciliation infrastructures; prepare model documentation aligning with regulatory expectations
Seniority
Senior, hands-on IC with project management
