The ideal candidate will have approximately 3 years of work or equivalent experience in credit risk modeling and a strong understanding of CECL, CCAR, and various risk models. This role involves developing, validating, and maintaining credit risk models, including Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), Pre-Provision Net Revenue (PPNR), Stress Test Models, and Challenger Models. The candidate will also be responsible for reporting, monitoring, and ensuring compliance with regulatory requirements. **Job Summary:** + **Risk Assessment:** Assess, manage, and mitigate credit risks by supporting data analysis and risk model development. + **Monitoring:** Track risk parameters, identify deviations, and report them to senior colleagues, working within established risk management systems. + **Compliance:** Analyze credit data and models to ensure compliance with regulatory requirements, maintain a healthy credit portfolio, and minimize financial losses. + **Collaboration:** Work with various business units to create and report relevant data used as leading indicators in assessing the credit risk profile of the enterprise and evaluate credit risk mitigation actions. **Key Responsibilities:** + Develop and maintain various credit risk models (PD, LGD, EAD, PPNR, Stress Test Models, Challenger Models) using statistical and advanced data science techniques. + Conduct model validation tests and performance monitoring to ensure accuracy and reliability. + Ensure models comply with CECL and CCAR regulatory requirements and guidelines. + Prepare and present model documentation, validation reports, and performance metrics to stakeholders, including senior management and regulatory bodies. + Perform data extraction, cleaning, and analysis to support model development and validation. + Conduct stress testing and scenario analysis to assess risk exposure under various economic conditions. + Work closely with cross-functional teams, including risk management, finance, and IT, to integrate models into business processes and systems. + Stay updated with industry trends, regulatory changes, and advancements in risk modeling techniques to continuously improve model performance and compliance. + Provide support during internal and external audits and regulatory examinations by preparing necessary documentation and responding to inquiries. **Qualifications, Education, and Skills:** + Bachelor's, Master's, or PhD degree in Data Science, Statistics, Finance, Economics, or related fields. + Minimum of 3 years of work or equivalent experience in credit risk analysis, financial modeling, or data science in a banking or financial services environment. + Proficiency in statistical software (e.g., SAS, R, Python) and data visualization tools (e.g., Tableau, Power BI) for data analysis and modeling. + Excellent analytical and problem-solving skills with the ability to interpret complex data and draw meaningful insights. + Direct experience and in-depth understanding of Basel, CECL, and CCAR frameworks and regulatory requirements. + High level of attention to detail and accuracy in model development, validation, and reporting. + Ability to manage multiple projects and priorities in a fast-paced environment. + Strong communication and presentation skills, with the ability to explain technical concepts to non-technical stakeholders. + Strong interpersonal skills and the ability to work effectively both independently and as part of a team. **Education:** + Bachelor's, Master's, or PhD degree in Finance, Economics, Statistics, Mathematics, or a related field. **Work Experience:** + General Experience – 3+ years of work or equivalent experience in a related area. **Travel:** + Less than 10% **Workstyle:** + This is NOT a remote position. The associate will be expected to work a hybrid schedule and be based in the St. Petersburg/Tampa Bay, FL area.