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Regulatory Modelling Specialist (Credit Risk)

Company: SquarePeg
Location: Fairfield
Posted on: March 15, 2020

Job Description:

Our Credit and Capital Management team is looking for an experienced credit risk professional who has proficiency in regulatory (SR11-7/OCC 2011-12) modeling frameworks with a focus on Loss Forecasting, ALLL, Stress Testing and Capital Planning models (preferably Credit Cards or Consumer Lending). The role requires the individual to have a combination of statistical/quantitative as well as software/programming skills using big data. The incumbent will manage a team and serve as a Project Lead in developing robust and cutting-edge modeling solutions by executing on key responsibilities outlined below. Reporting to the Credit Model Development Leader, this role presents unique opportunity for a well-rounded candidate to display strong characteristics of model development, thought leadership, project and team management, analytic excellence, and business acumen.

Keywords: SquarePeg, Fairfield , Regulatory Modelling Specialist (Credit Risk), Other , Fairfield, Connecticut

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