Senior Data Scientist- CECL Modeler

The Senior Data Scientist- CECL Modeler will work in the Analytics Department of Southeast Toyota Finance (SETF), a division of JM Family Enterprises, and will lead the development, validation, and implementation of account-level CECL models and frameworks.

This individual will need to have a strong background in credit risk modeling using panel data and an understanding of CECL accounting standards. This role requires cross-functional collaboration with partner teams such as Finance, Accounting to ensure accurate estimation of credit losses.

Responsibilities:

• Lead the development and implementation of account-level CECL models- Probability of Default, Exposure at Default, Loss Given Default, Prepay curves or models, and other related forward-looking credit risk models.

• Develop and maintain Development documentation, code, and implementation documents in compliance with best practices and standards.

• Perform back testing and benchmarking exercises to ensure model accuracy and robustness.

• Conduct assessments for overlays and maintain accurate documentation in accordance with best practices and standards.

• Analyze large datasets in a panel framework with the ability to perform sampling, exploratory analysis, outlier analysis, standardization, data transformation, segmentation analysis, statistical tests on stationarity,and other methods commonly used in CECL modeling exercises.

• Effectively communicate complex technical concepts to stakeholders. 

• Work on end-to-end modeling processes, including data procurement, model estimation, implementation and deployment, and monitoring and testing.

• Provide insights from the models and modeling exercises to support business risk management and strategies.

• Provide comprehensive portfolio tracking, analysis, reporting, and forecasting. Provide detailed explanatory analysis and make recommendations to senior management; Proactively identifying risks and opportunities based on current trends and future outlooks.

• Develop and/or enhance advanced reporting solutions: portfolio reporting, portfolio stability reports, and model monitoring.

• Collaborate with cross-functional teams, including accounting, finance, treasury, and other company stakeholders. Mentor junior team members.

Qualifications:

• A Master’s or Ph.D degree in statistics, data science, operations research, mathematics, and/or other quantitative analysis is required

• 5+ years of financial, credit risk, and analytics resource management; indirect automotive lending experience and/or consumer lending preferred. 

• Minimum of 5 years of statistical modeling and/or quantitative analysis experience

• Experience in using Python, SAS, R, or any comparable statistical or data extraction software is preferred.

• Experience managing advanced modeling projects and collaborating well with other team members.

• Strong interpersonal and communication skills (verbal and written)  

• Ability to diplomatically communicate findings across departments and to upper management.

• Ability to effectively operate with multiple priorities and changing directives. Self-motivated with the ability to anticipate department needs, discern work priorities, and meet deadlines.

• Forward thinker who actively seeks opportunities and proposes solutions.

• Must be a highly detailed process-driven individual who demonstrates success at building trust and influence while driving for results with and through people.

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