CECL Model Development & Implementation Lead

CECL Model Development & Implementation Lead The CECL Model Development & Implementation Lead leads Current Expected Credit Losses (CECL) model development, enhancement, and end-to-end implementation initiatives, focusing on improving model performance, expanding coverage across new segments, and ensuring models are production-ready within a scalable and automated framework. 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 Role Specific Work Experience 5+ Years Required; 7+ Years Preferred Physical Requirements Physical Requirements: Sedentary Work Career Level 8IC Posting end date: 5/29/2026