Responsibilities
- Lead the development and implementation of credit risk models for consumer loan products
- Conduct in-depth statistical analysis to assess model risk and performance
- Develop and maintain model documentation adhering to regulatory guidelines
- Contribute to the generation of reports for CCAR and CECL requirements
- Mentor junior team members
- Remediate identified model findings and lead the development of mitigation strategies.
Qualifications
Bachelor's Degree and 4 years of experience in Risk management, or financial analysis, or statistical modeling OR High School Diploma or GED and 8 years of experience in Risk management, or financial analysis, or statistical modeling
Preferred qualifications :
- Master's degree in Statistics, Mathematics, Finance, or a related field (preferred)
- 4+ years of experience in credit risk modeling or a similar quantitative role
- Strong proficiency in Python, SAS, R, and SQL
- Solid understanding of statistical concepts, including regression analysis, time series analysis, and risk metrics
- Understanding of consumer loan products
- Excellentmunication, presentation, and writing skills.
- Ability to manage multiple projects and meet deadlines efficiently.
If hired in (CA or NC) the base pay for this position is generally between $90,000 and $196,000 per year. Actual starting base pay will be determined based on skills, experience, location and other non-discriminatory factors permitted by law.
For some roles, totalpensation may also include variable incentives, bonuses, benefits, and / or other awards as outlined in the offer of employment.
First Citizens benefits programs are designed to meet our Associates where they are in life. Full-time associates (20+ hours) are offered aprehensive benefits program, with customized offerings, including those designed to support families, however defined.
More information regarding our benefits offerings can be found here : / / jobs.firstcitizens / benefits Job ID 23353