Summary

This role is responsible for model development and implementation initiatives related to ALM, profitability, pricing, and risk measurement across the commercial, mortgage, and insurance functions. These activities will be coordinated throughout the organization including Finance, Accounting, Credit, Treasury, Risk, and IT.

Responsibilities

· Develop and maintain linear, time series, and/or survival/logistic regression models used in forecasting

· Own the model development process, including new model exploration and specification, data analysis, collaboration to verify/validate model hypothesis, testing and implementation into production systems

· Present and champion model results to leadership, internal stakeholders, model validation, and external regulators

· Coordinate deliverables for model risk management validations and periodic reviews and assists in the assessment and mitigation of model risk.

· Ensure a high degree of data quality and accuracy in all model results and reporting

· Analyze, report, and execute on strategic model initiatives, including loan, securities, and deposit profitability  

· Provide leadership within the organization through senior-level meetings, leading strategic model initiatives, and acting as a subject matter expert to other areas of the business

· Support various lines of business with ad hoc queries and analysis to answer complex business problems

Requirements

· 5+ years’ experience in statistical modeling and coding with R, Python

· Advanced skills in modeling, (time series, regression, ML, and other modeling approaches

· Relevant industry certifications such as CFA or FRM helpful

· Experience with BI tools such as Tableau, Power BI, Qlikview to manipulate, analyze, and visualize large, complex data sets

· Ability to prioritize and manage multiple tasks successfully, be detail oriented and operate under scheduled project deadlines

· Excellent written and verbal communication skills with an ability to influence others

· Master’s or Ph.D. in finance, math, statistics, engineering, or related discipline preferred

· Prior experience with a commercial banking or diversified financial services firm preferred