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Job

Model Development Officer

  • Location

    Irvine, California

  • Sector:

    Financial Services and Banking

  • Job type:

    Permanent

  • Salary:

    $135,000

  • Contact:

    Devan Kovach

  • Contact email:

    d.kovach@hamlynwilliams.com

  • Salary high:

    0

  • Salary low:

    0

  • Published:

    6 months ago

  • Expiry date:

    2021-06-03

  • Startdate:

    ASAP

Model Development Officer

We are currently working with a fast-growing bank as they continue to expand and invest in their model development function. This role is primarily involved with the development and implementation of Stress Testing models and will also perform model monitoring and documentation in the bank's CRE and C&I portfolios. We are looking to speak with highly collaborative and motivated model development specialists who are looknig for a fast-paced, high growth career opportunity. The ideal candidate will possess expert level SAS programming skills and strong knowledge of PD/LGD/EAD models in commercial banking.

Responsibilities:

  • Development of stress testing models, including CECL, PD/LGD/EAD
  • Implementation and maintenance of models
  • Working collaboratively with validators and auditors
  • Perform attribution and sensitivity analyses, as well as ad hoc analysis as needed.
  • Employ historical data to support CECL assumption/projections.
  • Clean, debug, and transform data and unexpected results using SAS

 

Requirements:

  • 4 + years of banking experience, developing stress testing models
  • Master’s or PhD in a quantitative field.
  • Expert level SAS Programming skills
  • Strong communication skills and ability to influence leaders and stakeholders.
  • CECL knowledge a plus, but not required.
  • Experience working with C&I or CRE portfolios with a small to mid-size organization.

Please apply directly for consideration or send resumes to d.kovach@hamlynwilliams.com

*This opportunity cannot provide visa sponsorship, US Citizenship or Green Card is needed. *

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