CECL Model Development & Implementation Lead

Key Responsibilities And Duties

• Develops and implements Current Expected Credit Losses (CECL) models for material segments without existing coverage, including assessing portfolio characteristics and identifying key risk drivers.
• Leads model enhancement and replacement strategy for underperforming models, including reassessment of assumptions, data inputs, and model structure.
• Executes end-to-end model development lifecycle, including calibration, testing, documentation, validation readiness, production deployment, and model performance monitoring.
• Applies strong understanding of cash flow-based CECL methodologies, including lifetime loss estimation, prepayment, and charge-off dynamics.
• Identifies opportunities for system automation and process improvement across data preparation, model execution, and testing.

Educational Requirements

University (Degree) Preferred

Required Qualifications

• Extensive experience in model development, testing, and production implementation across multiple asset classes, including CRE, C&I, and consumer portfolios.
• Strong programming skills in Python, SAS, and SQL.
• Experience in model performance evaluation and back-testing.
• Strong expertise in CECL / ACL frameworks and stress testing.

Preferred Qualifications

• Master’s degree and above in Economics, Finance, accounting, and related areas (highly preferred).
• Experience with Moody’s platforms.

Physical Requirements

Sedentary Work

Career Level

8IC

Pay

$143,581 - $194,257

Schedule

N/A

Benefits

• Medical, dental, vision & HSA/FSA
• 401(k) savings
• Paid holidays & generous PTO
• Additional wellness & voluntary benefits
• Tuition reimbursement
• Commuter Benefits
• Life and Disability Insurance