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Be part of the Modeling and Analytics team that oversees the management, design, and execution of First Citizens' Model Development, CECL Reserve, Credit Risk stress testing process, economic scenario design, and other analytics tasks. Responsible for supporting the development and management of credit risk models for the consumer, business and commercial banking portfolios. Model workstreams to include: risk ratings, stress testing, and allowance for credit losses. Lead development and support of credit loss models (Probability of Default, Exposure at Default, Loss Given Default) in accordance with regulatory guidance. Work as part of an analytical team and lead analysis with minimum supervision. Partner with other business units and management to facilitate monitoring and new model development. Work closely with Model Risk Management to ensure models are functioning properly including design and execution of performance monitoring, documentation of model development decisions, effective challenge and business unit acceptance, and defense of modeling techniques employed. Multiple positions available. May work remotely pursuant to First Citizens' Remote Work Guidelines policy.
The base pay for this position is relative to your experience but the range is generally $108,722 - $124,300 per year. First Citizens offers a competitive, comprehensive benefits program which you can review here: https://jobs.firstcitizens.com/benefits.
Qualifications
Position requires a Master's degree in Mathematics, Engineering, Quantitative Economics, or a related field of study plus two (2) years of experience in the job offered or two (2) years of experience as a Data Scientist, Statistical Model Builder, Risk Manager, Financial Analyst, Business Analyst, Data Analyst, or a related occupation. Alternatively, the employer will accept a Bachelor's degree in Mathematics, Engineering, Quantitative Economics, or a related field of study plus four (4) years of experience in the job offered or four (4) years of experience as a Data Scientist, Statistical Model Builder, Risk Manager, Financial Analyst, Business Analyst, Data Analyst, or a related occupation.
Requires strong programming skills in Python, SAS, or similar analytics software. Requires ability to work with large datasets. Requires experience with Excel and SQL. Requires knowledge of technical programming including SAS, R, or Matlab. Requires knowledge of financial modeling techniques and concepts. Experience in skills can be gained during attainment of graduate degree. Multiple positions available. May work remotely pursuant to First Citizens' Remote Work Guidelines policy.
To Apply: Go to https://jobs.firstcitizens.com/jobs and submit your resume to Job #22658. #EJC and #LI-DNI
First Citizens Bank is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to race (including traits historically associated with race, such as hair texture and protective hairstyles), color, religion, national origin, sex, age, disability, protected veteran status, sexual orientation, gender identity, genetic information, military membership, application, or obligation, or any other legally protected status.