Overview
On Site
Full Time
Skills
Bridging
People Management
Performance Management
Regulatory Compliance
Specification Gathering
Performance Monitoring
Testing
Modeling
Quantitative Analysis
Management
Internet Explorer
Information Engineering
Banking
Computational Finance
Computer Science
Statistics
Mathematics
Finance
Credit Risk
Leadership
Credit Cards
Python
SAS
Tableau
Documentation
Team Leadership
Statistical Models
Machine Learning (ML)
Analytics
Analytical Skill
Job Details
Overview
This is a hybrid role (if located Atlanta, GA) with the expectation that time working will regularly take place inside and outside of a company office. Three days a week in office. Open to remote in several markets for highly qualified candidate.
The Manager/Senior Manager of Consumer Model development will lead a team of quantitative risk analysts responsible for developing, implementing, and maintaining credit risk models for the bank's consumer lending portfolio. This role serves as the tactical leader bridging strategy and execution, while providing hands-on leadership to junior team members. The position requires strong technical expertise combined with people management skills to ensure effective delivery of risk modeling solutions
Responsibilities
Translate strategic directives from senior leadership into tactical execution plans for model development and enhancement initiatives
Manage and develop a team of risk analysts, providing technical guidance, career development, and performance management
Act as the technical subject matter expert for the team, providing guidance on complex modeling problems and advanced statistical techniques
Oversee the development, validation, and implementation of advanced credit risk models across consumer lending products including Credit Card and Auto portfolios for CCAR and CECL compliance
Review and approve model documentation and technical specifications prepared by team members
Lead regular model performance monitoring and back testing activities, identifying emerging issues and implementing necessary adjustments
Lead the response to model validation findings and oversee the implementation of remediation plans across the modeling and analytics team
Establish and maintain relationships with regulatory bodies, external auditors, and key stakeholders
Lead strategic initiatives to modernize risk analytics infrastructure and capabilities through adoption of advanced technologies and methodologies
Qualifications
Bachelor's Degree and 6 years of experience in Financial, Statistical or Quantitative Analysis Experience, with at least 2 years management/lead experience OR High School Diploma or GED and 10 years of experience in Financial, Statistical or Quantitative Analysis Experience, with at least 2 years management/lead experience
Preferred Education: advanced degree, masters/PHD in quantitative field, ie mathematics, computer science, financial engineering
Preferred Area of Study: Quantitative or Statistical Analysis, Financial Engineering, Computer Science, Mathematics
Preferred Area of Experience: Banking, Financial Engineering, Computer Science
Preferred Qualifications:
Master's degree in Statistics, Mathematics, Finance, or related quantitative field
At least 10 years of progressive experience in credit risk model development, with at least 3 years in a leadership role
Experience with Credit Card model development
Hands on experience using Python, SAS, Tableau
Hands on experience in model development and model development documentation
Demonstrated experience in leading teams responsible for development and implementation of enterprise-wide risk models
Strong understanding of regulatory requirements and experience in interactions with regulatory bodies
Expert knowledge of statistical modeling, machine learning techniques, and risk analytics methodologies
Proven track record of translating complex analytical insights into actionable strategy
Benefits are an integral part of total rewards and First Citizens Bank is committed to providing a competitive, thoughtfully designed and quality benefits program to meet the needs of our associates. More information can be found at
This is a hybrid role (if located Atlanta, GA) with the expectation that time working will regularly take place inside and outside of a company office. Three days a week in office. Open to remote in several markets for highly qualified candidate.
The Manager/Senior Manager of Consumer Model development will lead a team of quantitative risk analysts responsible for developing, implementing, and maintaining credit risk models for the bank's consumer lending portfolio. This role serves as the tactical leader bridging strategy and execution, while providing hands-on leadership to junior team members. The position requires strong technical expertise combined with people management skills to ensure effective delivery of risk modeling solutions
Responsibilities
Translate strategic directives from senior leadership into tactical execution plans for model development and enhancement initiatives
Manage and develop a team of risk analysts, providing technical guidance, career development, and performance management
Act as the technical subject matter expert for the team, providing guidance on complex modeling problems and advanced statistical techniques
Oversee the development, validation, and implementation of advanced credit risk models across consumer lending products including Credit Card and Auto portfolios for CCAR and CECL compliance
Review and approve model documentation and technical specifications prepared by team members
Lead regular model performance monitoring and back testing activities, identifying emerging issues and implementing necessary adjustments
Lead the response to model validation findings and oversee the implementation of remediation plans across the modeling and analytics team
Establish and maintain relationships with regulatory bodies, external auditors, and key stakeholders
Lead strategic initiatives to modernize risk analytics infrastructure and capabilities through adoption of advanced technologies and methodologies
Qualifications
Bachelor's Degree and 6 years of experience in Financial, Statistical or Quantitative Analysis Experience, with at least 2 years management/lead experience OR High School Diploma or GED and 10 years of experience in Financial, Statistical or Quantitative Analysis Experience, with at least 2 years management/lead experience
Preferred Education: advanced degree, masters/PHD in quantitative field, ie mathematics, computer science, financial engineering
Preferred Area of Study: Quantitative or Statistical Analysis, Financial Engineering, Computer Science, Mathematics
Preferred Area of Experience: Banking, Financial Engineering, Computer Science
Preferred Qualifications:
Master's degree in Statistics, Mathematics, Finance, or related quantitative field
At least 10 years of progressive experience in credit risk model development, with at least 3 years in a leadership role
Experience with Credit Card model development
Hands on experience using Python, SAS, Tableau
Hands on experience in model development and model development documentation
Demonstrated experience in leading teams responsible for development and implementation of enterprise-wide risk models
Strong understanding of regulatory requirements and experience in interactions with regulatory bodies
Expert knowledge of statistical modeling, machine learning techniques, and risk analytics methodologies
Proven track record of translating complex analytical insights into actionable strategy
Benefits are an integral part of total rewards and First Citizens Bank is committed to providing a competitive, thoughtfully designed and quality benefits program to meet the needs of our associates. More information can be found at
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