Credit Model Developer

Build and maintain credit risk models used for CECL, stress testing, loss forecasting, origination, portfolio management, and economic capital. You’ll source and transform data, apply statistical and mathematical methods, implement models in production-ready code, and perform back-testing and ongoing performance monitoring. The role also requires clear documentation for GAAP/regulatory needs and communicating model results to non-technical stakeholders, supporting validation, audits, and remediation.