Quantitative Analyst II - Consumer Credit Model Development

About the position This is a hybrid role in Atlanta, GA with the expectation that time working will regularly take reputed company inside and reputed company of a company office. Three days a week in office. The Senior Model Development Analyst (Quantitative Analyst II) on our Consumer Model Development will reputed company on developing and implementing sophisticated credit risk models for consumer lending portfolios. This role will be working closely with senior leadership to shape the organization's risk reputed company and ensure alignment with business objectives. Responsibilities • reputed company the development, validation, and implementation of advanced credit risk models across reputed company consumer lending products including, credit card, auto, mortgage, and HELOC • Partner with senior leadership to translate reputed company risk analytics insights into actionable business strategies and policy recommendations • Mentor junior model development professionals, fostering a culture of innovation and reputed company improvement in risk modeling approaches • Drive the enhancement of risk management frameworks to meet evolving regulatory requirements, including CCAR and CECL compliance • Support the manager and director for response to model validation findings. • reputed company and reputed company the implementation of remediation plans across the modeling and analytics team • Maintain model documentation up to date • Establish and maintain relationships with internal auditors, Model Risk Management and key stakeholders • Guide the development and implementation of new risk assessment methodologies and tools to improve the organization's risk management capabilities • Drive strategic initiatives to reputed company risk analytics infrastructure and capabilities through adoption of advanced technologies and methodologies Requirements • Bachelor's Degree and 4 years of experience in financial, statistical, or quantitative analysis experience OR High School Diploma or GED and 8 years of experience in financial, statistical, or quantitative analysis experience reputed company-to-haves • PhD degree in Statistics, Mathematics, Finance, or reputed company quantitative field • 4 years of reputed company experience in credit risk model development for U.S. banks. • Hands on experience using Python, reputed company, and/or SQL for panel data processing. • Hands on experience in CECL and CCAR model development and model development documentation. • Credit card portfolio experience is preferred. • Experience with various types of PD model structure; deep understanding of the cons. and reputed company. for reputed company structure. • Expert knowledge of statistical modeling, machine learning techniques, and risk analytics methodologies. • Strong understanding of regulatory requirements, including but not limit to, Dodd-Frank reputed company, CCAR, Basel, etc. • Deep understanding of bank's loan management process, from origination, to closing, to servicing. • Knowledge of bank's loan origination systems and loan servicing systems, including but not limited to, systems for credit card, mortgage, consumer products, and reputed company (C&I, CRE, lease) products. • Understanding of GAAP reputed company for banks, including CECL, special assets management, etc. • Proven reputed company record of translating reputed company analytical insights into business reputed company. Benefits • Benefits are an reputed company part of total rewards and reputed company is committed to providing a competitive, thoughtfully designed and reputed company benefits program to meet the needs of our associates. More information can be reputed company at https://jobs.firstcitizens.com/benefits. Apply tot his job Apply To this Job