CECL Model Development & Implementation Lead at EverBank NA

, Ohio, United States -

Full Time

Start Date

Immediate

Expiry Date

14 Sep, 26

Salary

0.0

Posted On

16 Jun, 26

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

CECL Model Development, Python, SAS, SQL, Model Performance Evaluation, Back-testing, Stress Testing, Cash Flow-based Methodologies, Moody's Platforms, Model Calibration, Model Documentation, Production Deployment

Industry

Banking

Description

CECL Model Development & Implementation Lead The CECL Model Development & Implementation Lead leads Current Expected Credit Losses (CECL) model development, enhancement, and end-to-end implementation initiatives, focusing on improving model performance, expanding coverage across new segments, and ensuring models are production-ready within a scalable and automated framework. Key Responsibilities and Duties * Develops and implements Current Expected Credit Losses (CECL) models for material segments without existing coverage, including assessing portfolio characteristics and identifying key risk drivers. * Leads model enhancement and replacement strategy for underperforming models, including reassessment of assumptions, data inputs, and model structure. * Executes end-to-end model development lifecycle, including calibration, testing, documentation, validation readiness, production deployment, and model performance monitoring. * Applies strong understanding of cash flow-based CECL methodologies, including lifetime loss estimation, prepayment, and charge-off dynamics. * Identifies opportunities for system automation and process improvement across data preparation, model execution, and testing. Educational Requirements * University (Degree) Preferred Required Qualifications * Extensive experience in model development, testing, and production implementation across multiple asset classes, including CRE, C&I, and consumer portfolios. * Strong programming skills in Python, SAS, and SQL * Experience in model performance evaluation and back-testing * Strong expertise in CECL / ACL frameworks and stress testing Preferred Qualifications * Master’s degree and above in Economics, Finance, accounting, and related areas (highly preferred). * Experience with Moody’s platforms Role Specific Work Experience * 5+ Years Required; 7+ Years Preferred Physical Requirements * Physical Requirements: Sedentary Work Career Level 8IC Qualifications Posting end date: 6/12/2026

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Responsibilities

Lead the development, enhancement, and end-to-end implementation of Current Expected Credit Losses (CECL) models across various material segments. Focus on improving model performance, automating processes, and ensuring models are production-ready within a scalable framework.