Job Description

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

Qualifications

Posting end date: 5/29/2026