CCAR Unsecured Model Development Intmd Analyst

**Role Overview:** As a member of the USPB Risk team, you will be responsible for developing CCAR/CECL models specifically for unsecured portfolios like credit cards and installment loans. Your key responsibilities will include: - Obtaining and conducting Quality Assurance/Quality Control on all data required for CCAR/CECL model development - Developing segment and/or account level CCAR/CECL stress loss models - Performing necessary tests such as sensitivity and back-testing - Validating and recalibrating all models annually with the latest data updates, and redeveloping as necessary - Providing comprehensive model documentation - Collaborating closely with cross-functional teams, including country/region business stakeholders, model validation and governance teams, and model implementation team - Preparing responses/presentations to regulatory agencies on all CCAR/CECL models built **Qualifications:** - Advanced Degree (Bachelors required, Masters / PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or other highly quantitative discipline - 5+ years of experience in quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and econometric modeling of consumer credit risk stress losses - Experience with unsecured products dynamics is a strong plus - Active role in performing analytical components of an econometric modeling-driven stress loss process - Exposure to various stress loss modeling approaches at the segment or account level preferred - Ability to communicate technical information verbally and in writing to both technical and non-technical audiences - Proficiency in SAS/SQL/Oracle/Unix/Microsoft Word, Excel, and PowerPoint - Work as an individual contributor,