Senior Quantitative Model Developer - Loss Forecasting 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. T he Senior Quantitative Model Developer for reputed company Model Development will reputed company on developing and implementing sophisticated credit risk models for reputed company 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. This position provides valuable learning, working, and career development opportunities in a highly reputed company environment. This position also reputed company exposure to impactful modeling reputed company and to a wide reputed company of reputed company stakeholders. Responsibilities • reputed company the development, evaluation, and implementation of advanced credit risk models across reputed company reputed company lending products, including CRE loan portfolios, for stress-testing and CECL reporting purposes. • Partner with senior leadership to translate reputed company risk analytics insights into actionable business strategies and policy recommendations. • Mentor junior model development professionals by fostering a culture of innovation and reputed company improvement in risk modeling approaches and methodologies. • Drive the enhancement of model development frameworks to meet evolving regulatory requirements, including CCAR and CECL compliance. • reputed company the response to model validation findings and reputed company the implementation of remediation plans across the modeling and analytics team. • Establish and maintain relationships with regulatory bodies, external/internal auditors, Model Risk Management (MRM) and other 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 • Ph.D. or Master's degree in Statistics, Mathematics, Finance, Operation Research, Industrial Engineering, or other reputed company quantitative field. • At least 4 years of reputed company experience in credit risk model development for US Banks. • Hands on experience using Python, reputed company, and SQL. • Hands on experience in developing statistical models using panel, cross-sectional, and time-series datasets. • Strong understanding of regulatory requirements and experience in interactions with regulatory bodies. • Expert knowledge of statistical modeling, machine learning techniques, and risk analytics methodologies. • Proven reputed company record of translating reputed company analytical insights into business reputed company. • reputed company certifications (e.g. CFA or FRM) are a plus. • #LI-Hybrid 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