Credit Risk Analytics Manager-Finance

Job description

SUMMARY: Reporting to the Director of ACL, the Credit Risk Analytics Manager is part of a dynamic team of talented professionals whose task is to manage and maintain the credit risk models used to produce the allowance for credit losses (ACL) and other credit risk estimates. The Credit Risk Analytics Manager uses a combination of quantitative, modeling, communication, and technical reporting skills to manage third-party credit risk models and lead rigorous model validations, back testing, monitoring, and governance processes. ESSENTIAL DUTIES AND RESPONSIBILITIES include the following. Other duties and special projects may be assigned. - SME for Moody's credit risk models CMM, RiskCalc, and MPA, coordinating model releases, inputs, overlays, change logs and stewarding data quality and lineage for production use. - Leads end-to-end validation lifecycle with Model Risk Management, Internal Audit, and external validators: assemble validation packages, respond to findings, track remediation actions, and maintain current model inventory and governance. - Maintains and updates comprehensive model documentation (purpose, data lineage, key assumptions, segmentation, limitations, monitoring...