Manage, lead and support team of direct reports on various model development projects; engage in day-to-day work and monitor progress to sure deadlines are met. Gather data from various sources within the organization, clean the data by removing outliers, and create data sets and analyze the data using R, SAS, SQL, Excel, and Oracle Essbase. Create model documentation for review by internal and external regulators by performing validity tests as part of internal stress testing, CECL (Current Expected Credit Losses), ALM (Asset and liability management) and related regulatory documents, SR 11-7 and 15-9. Develop and test statistical models, using selected variables and different econometric methods to forecast response variables such as loan prepayments, loan balance growth, and loan pricing spread using AIC, BIC, or R-Squared. Conduct back tests, sensitivity tests, and scenario analysis to test model validity. Perform test model assumptions including stationarity, heteroscedasticity, autocorrelation, linearity and multicollinearity of selected variables and models; present candidate models to subject matter experts and senior management team for review and approval. Implement models developed in QRM tool (Quantitative Risk Management), generate forecasts, and review results for statistical soundness. Monitor and create internal controls to ensure models are applied without error and forecasted results are mathematically accurate and reliable. Respond to inquiries from U.S. regulatory institutions including the Federal Reserve Bank, the Office of the Comptroller of the Currency, and internal Model Risk Management and Internal Audit departments. Telecommuting permitted within the area of intended employment.

Position requires Master's or foreign degree equivalent plus 5 years related experience.