Senior Credit Modeling Analyst: CECL & Forecasting Leader

Jobtailor; Connecticut; On-site; USD 120,000 - 180,000; Full time

Job summary

Jobtailor is seeking a Senior Model Risk Analyst in the United States to plan and execute production models in Reserves and Loss Forecasting, with a focus on CECL, recoveries, and stress testing.

You will monitor inputs, controls, and outputs, support quarterly close, and collaborate with Forecasting, Data Governance, Finance, and Controllership to drive model governance and optimization across the organization.

Qualifications

• Bachelor's degree with quantitative underpinning and 5+ years in Programming/Analytics in Risk, Credit, Finance, or related fields; 9+ years with no degree.

Responsibilities

• Plan and execute models in production Reserves and Loss Forecasting, focusing on CECL, recoveries, scenario management, and stress testing
• Maintain model data input monitoring, production controls, output analytics, results analysis, and documentation
• Support quarterly review, quarter-closing activities, and act as peer reviewer for process controls
• Visualize insights, performance, and trends in model inputs and outputs
• Analyze drivers and provide narrative support for assumptions and projections to model owners and sponsors
• Respond to model validation and regulatory requests, including exam findings
• Follow model governance standards
• Support development of new models and enhancements to existing models
• Manage models through lifecycle from development to production implementation
• Outline enhancements for evaluation and future releases
• Meet project timelines, perform ongoing analysis, and pursue process improvements
• Collaborate on model recalibrations and refits with business changes
• Collaborate with Forecasting, Reserve/Stress Testing, Model Development, Data Governance, Finance, Collections, Controllership teams
• Perform other duties and special projects as assigned

Skills

Model Development

Statistical Analysis

SQL Programming

Python Programming

Model Governance

Education

Bachelor's degree in a quantitative field

Tools

Linux

HDFS

AWS

Relational Databases

Cloud Computing

Job description

Jobtailor is seeking a Senior Model Risk Analyst in the United States to plan and execute production models in Reserves and Loss Forecasting, with a focus on CECL, recoveries, and stress testing.

You will monitor inputs, controls, and outputs, support quarterly close, and collaborate with Forecasting, Data Governance, Finance, and Controllership to drive model governance and optimization across the organization.