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Data Specialist
Ref No.: 18-07937
Location: RIVERWOODS, Illinois

Masters and/or PHD Graduate degree in Quant fields needed

Worked in quality risk and/or analytics

Can perform data analysis, model testing, regression

Proficient in SAS, SQL, OR Python

Financial Services, Banking, Insurance Industries.

Develop a thorough and in-depth understanding of CECL standards and its implication in loss forecasting; • Develop one or more components for the card loss models (e.g., PD, LGE, EAD) to support the CECL requirement • Keep up-to-date industry progress on CECL, challenges/issues, trends, updated interpretation of CECL, and all related card modeling issues • Ensure meeting implementation deadline and timelines of various milestones • Develop framework for forecast performance monitoring and variance decomposition • Document all assumptions, modeling related or otherwise to ensure replicability of all analysis performed, and models developed • Responsible for all controls to ensure the accuracy, completeness and timeliness of all model related activities. • Ensure compliance of various internal and external policies, standards and procedures