Upvote
Downvote
Financial Assets Modeler Sr
Share Job
- Suggest Revision
- JOB SUMMARY A Senior Financial Assets Modeler is responsible for the design, build and operation of compliant quantitative models and producing analytics for current expected credit loss (*CECL*), macroeconomic scenarios (*Stress Testing*), and portfolio (*Loan Concentration*) credit risk.
- Design and assist with the integration of all applicable inputs, outputs, calculations and analytics required by the Assets and Liabilities Management (*ALM*) and the Allowance for Loan and Lease Losses (*ALLL/CECL*) models.
- The scope of model design and operation includes development, enhancement, maintenance, and execution of statistical and cash flow models; design, creation, testing and reporting of macroeconomic scenarios; support for governance, benchmarking, management, validation, and regulatory reporting pertaining to quantitative models; and the development, enhancement, maintenance, and execution of production control procedures within the integrated ALM/CECL/Stress Testing model frameworks.
- Assists with the analysis and documentation of Management, Internal Audit, Enterprise Risk Management and Regulatory findings and requirements.
- 5 to 8 years of experience with commercial lending data; Commercial Real Estate (CRE), Commercial and Industrial (C-I), Construction, and Asset-Based Lending (ABL).
Active Job
Updated 3 days agoSimilar Job
Relevance
Active