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Southeast Toyota Finance · 19 hours ago

Senior Data Scientist- CECL Modeler

Deerfield Beach, FL

Full-time

Onsite

Senior Level

5+ years exp

Southeast Toyota Finance is a division of JM Family Enterprises seeking a Senior Data Scientist- CECL Modeler to lead the development and implementation of credit risk models. The role involves collaborating with cross-functional teams to ensure accurate estimation of credit losses and providing insights to support business risk management.

FinanceFinancial ServicesLeasing

Comp. & Benefits

Hiring Manager

Akanksha Mehta

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

Qualification

Credit risk modelingStatistical modelingPythonSASRQuantitative analysisInterpersonal skillsCommunication skillsSelf-motivatedDetail-oriented

Required

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

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

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