Support the implementation, testing, documentation, and ongoing validation of credit loss forecasting models for CECL Allowance and Capital Stress Testing
Job Summary
Support the implementation, testing, documentation, and ongoing validation of credit loss forecasting models for CECL Allowance and Capital Stress Testing.
Gather client requirements and translate to technical specifications, working closely with Risk Management Information Reporting (RMIR) and KTOS teams on changes to the production CECL environment.
This position is eligible to earn a base salary in the range of $68,000.00 - $103,000.00 annually, with eligibility for incentive compensation and benefits.
Matching Summary
Support the implementation, testing, documentation, and ongoing validation of credit loss forecasting models for CECL Allowance and Capital Stress Testing.
Salary
Base: $68,000.00 - $103,000.00 annually; Bonus/Equity: eligibility for incentive compensation; Benefits: Not specified
Skills & Requirements
Must-have
Python (NumPy, Pandas)
Database querying and data transformation
Google Cloud Platform (GCP)
Credit loss forecasting models
Quantitative analytics
Nice-to-have
Git and coding best-practices
ReactJS
Continuous improvement and efficiencies
Business acumen and intellectual curiosity
Key Requirements
Bachelor’s Degree (Math, Statistics, Data Analytics, Computer Science, Finance, Accounting or related degree preferred)
Two years of relevant experience or a graduate degree
Proficiency in Python or other Object-Oriented Programming language
Database querying and data transformation experience
Familiarity with building reporting dashboards (Tableau, Google Looker Studio)
Experience with complex and large data sets
Excellent communication skills
Quantitative, analytical, problem solving, and decision-making skills