Portfolio Risk - Cards CCAR Model Development Associate

You will be joining the Portfolio Risk Modeling team as a Model Development Associate. Your role will involve supporting and developing regulatory models, executing and preparing model surveillance, and providing insights for various regulatory requirements. Your expertise in performance assessment methods and metrics for different types of risk models will be crucial for portfolio Risk, regulatory modeling, and forecasting methods. You will also play a key role in developing stress test models as part of the annual CCAR/CECL exercise. Your experience with econometric/statistical modeling, data manipulation, query efficiency techniques, reporting, and automation will be put to good use in this role. Your intellectual curiosity and passion for promoting solutions across organizational boundaries will be highly valued. Responsibilities: - Design, develop, test, and validate statistical models for Cards Unsecured Lending portfolio risk forecast and model performance monitoring - Utilize graduate-level research and analytical skills to perform data extraction, sampling, and statistical analyses using various techniques such as logistic regression, multinomial regression, multivariate analysis, discriminant analysis, time series analysis, panel data analysis, and Survival Hazard Rate Models - Efficiently design and produce programs to streamline and create repeatable procedures for model development, validation, and reporting - Process, cleanse, and verify the integrity of data used for analysis - Perform deep dive analysis to address ad hoc inquiries Qualifications: - MS, Engineering, or PhD degree in a quantitative discipline - Minimum 3+ years of hands-on work and research experience of advanced analytical skills in the areas of statistical modeling and data mining - Proficiency in advanced analytical languages such as SAS, R, Python, PySpark - Experience utilizing SQL in a relational database environment such as DB2, Oracle, or Teradata - Ability to deliver high-quality results under tight deadlines - Strong multi-tasking skills with demonstrated ability to manage expectations and deliver results Preferred qualifications, capabilities, and skills: - Knowledge of regulatory modeling (IFRS9/CECL/CCAR preferred),