Senior Manager, Credit Model Development - Commercial Scorecard Development & Maintenance (Hybrid - see description for potential locations)
Core
Leading the strategic design, development, implementation, governance, and maintenance of the Bank's Commercial Risk Rating and Scorecard Models for credit risk management and regulatory compliance.
Role type
Senior Manager, Commercial Credit Risk Modeling
Builds
Commercial PD, LGD, and EAD credit underwriting models and risk rating scorecards
Domain
Banking / Credit Risk / Quantitative Modeling
Deliverable
production ML models
Required skills
Commercial loan underwriting, statistical modeling (logistic regression, decision trees, multivariate analysis), Python, R, SAS, SQL, Git, cloud computing, structured finance analysis, regulatory compliance (SR11-7, SR26-2, OCC 11-12)
Preferred skills
Experience with ABS and other securitized products, cash flow modeling, capital structure analysis
Technologies
Python, R, SAS, SQL, Git, cloud computing platforms
Responsibilities
Oversee development and maintenance of commercial credit underwriting models; Develop algorithms for model performance testing and monitoring; Adapt automation and ML techniques for scalable modeling solutions; Develop credit ratings for structured finance transactions; Partner with technology teams for model integration; Manage a team of quantitative analysts and modelers; Execute ad hoc analysis and projects for senior management
Seniority
Senior, hands-on IC with management responsibilities