Manager, Forecasting Models

Requisition ID: 225780

Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture.

The world is changing faster than ever and so are we “_Big data_”, “_machine learning_” and “_AI_” are not just buzzwords; they are an ever-increasing part of our daily life. We have decades of data powering hundreds of models deployed across a multitude of systems that are crying out for smart talented team players who are results-oriented, embrace transformational challenges and relish the opportunity to help us turn our vision into reality. Our goal is to be nothing less than _The Leading Bank in The Americas_ by putting _Customers First._ Achieving this requires a _Winning Team_ that can build, manage and govern stable high-performing models and provide our business partners with the best analytic insights and advice possible. To put things in perspective, the models that we build underpin automated risk-management decisions and forecasts that impact millions of customers and keep hundreds of $billions safe every single day.

As a Manager, you will report directly to a Senior Manager or Director and be a critical member of a team overseeing a portfolio of forecasting models and analytic processes. You will support - from conception through execution and governance - the provision (credit loss estimation) models covering all of the Bank’s retail and small business product lines. You will collaborate, on a regular basis, with a wide range of stakeholders and internal partners including Provisioning, Model Operations, Enterprise Stress Testing, Product, Model Validation and Governance, Technology & Data, Finance, Compliance and Audit.

You will have access to both traditional SAS tools and a modern machine learning stack that includes on-premise GPU computing, open source Jupyter development environments, a Hadoop cluster, containerized API model deployment and data visualization business intelligence tools. Under the guidance of your Director, your team of risk modeling experts will use these tools to develop advanced risk prediction and loss estimation forecasting models that will be used to make decisions worth $billions every month and therefore they need to be not only precise and accurate, but highly stable, explainable, compliant, secure and useful. You will be responsible for understanding the goals & priorities set for you, executing them efficiently with a perpetual eye on quality, asking questions often and delivering results in harmony with your teammates.

**Is this role right for you? In this role, you will**:

- You believe, first and foremost, in always doing the right thing and doing things the right way
- You are both deeply curious and highly pragmatic
- You are comfortable with ambitious but realistic goals and are committed to achieving them
- You are social, engaging, not afraid to ask questions and relish the opportunity to learn from global partners across the firm (who may be less technical than you and might not speak English)
- You relish the opportunity and yet also understand the responsibility and weight that comes with the fact that the output of your models will directly influence the bank’s financial statements
- You can read complex and lengthy regulatory requirements and identify opportunities for optimization while always remaining committed to compliance excellence
- You understand what PDs, LGDs, EADS & attrition really are, from the ground up, and can model them precisely for any product
- You have a genuine love, passion and talent for programming, data, and predictive modeling
- You are committed to quality in everything you do - statistically, process and governance wise
- You look forward to sharing your insights through high-quality verbal & written communications
- You are professional and motivated.

Sample projects that you might work on include:

- Complete specialized analysis, develop statistical solutions and recommend improvements to estimation techniques and/or forecasting models
- Prepare attribution and/or stock-flow analysis of product portfolios
- Collaborate with risk management, vendors, technology, foreign counterparts and compliance + audit to ensure effective governance, measurement & communication of model performance
- Conduct research of new innovative modeling methodologies, tools and regulatory requirements
- Lead the periodic monitoring, recalibration and maintenance of models and analytic tools
- Identify, promote and lead process improvements for model development and monitoring
- Ensure that the data used for model development is reliable and robust and that it adheres to industry and regulatory standards

**Do you have the skills that will enable you to succeed in this role? - We'd love to work with you if you have**:
**General**
- Bachelor’s Degree in Mathematics, Computer Science, Engineering or an equivalent technical field
- A demonstrated history of analytic problem solving and sound judgment
- Experienc