Develop and lead capital and expected credit loss analytics, forecasting tools, and scalable front‑office solutions to support capital efficiency and financial resource management.
Compensation
The salary range for this position in New York City is $155,000 to $252,500.
Responsibilities
Develop capital and expected credit loss analytics to support financial resource management and performance decision‑making
Establish capital forecasting tools that incorporate regulatory impacts, business plans, and scenario analysis requirements
Assist in building, enhancing, and calibrating credit risk capital models using historical default and recovery data
Drive alignment across Front Office, Credit Risk Management, and Finance on financial resource calculations and methodology implementation
Build robust analytics, planning, and controls for capital, shareholder value added, and performance management processes
Identify high impact opportunities where a model or data-related solution can provide large leverage. Then design, build, validate, implement, monitor, and improve that data science solution.
Identify new data sources, new technologies, new techniques, and new insights that will create value for our customers and lines of business.
Promote best practices for model development and software design.
Communicate and collaborate with cross-functional partners.
Work with third-party vendor partners to evaluate data and products and integrate those that show promise into our data science practices and platforms.