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.

#LI-HYBRID

#LI-AM1

This job description may not be inclusive of all assigned duties, responsibilities, or aspects of the job described, and may be amended at any time at the sole discretion of JM Family. All work arrangements are subject to associate performance, business need and manager discretion, and may be revised as necessary.

JM FAMILY IS PROUD TO BE AN EQUAL OPPORTUNITY EMPLOYER 

JM Family Enterprises, Inc. is an Equal Employment Opportunity employer. We are committed to recruiting, hiring, retaining, and promoting qualified associates without regard any characteristic protected by law – whether actual or perceived – including race, color, creed, religion, national origin, ancestry, citizenship status, age, sex or gender (including pregnancy, childbirth, related medical conditions and lactation), gender identity gender expression, sexual orientation, marital status, military service, veteran status, disability, protected medical condition as defined by applicable state or local law, genetic information, or any other characteristic protected by applicable federal, state, provincial, or local law.

DISABILITY ACCOMMODATIONS 

If you have a disability and require a reasonable accommodation to complete the job application process, please contact JM Family’s Talent Acquisition department at [email protected] for assistance. If you have an accommodation request for one of our recruiting events, please notify us at least 72 hours prior so that we may provide assistance.