Job Description
Description
Job Summary:
CFG is a leading financial institution dedicated to providing innovative solutions to manage financial risks and optimize asset and liability portfolios. The Central Model Development team within the Asset Liability Management group is responsible for developing and maintaining models that support strategic decision-making.
This role develops, implements, and maintains ALM and CCAR/PPNR models. The position also provides guidance to functional leaders on model impacts and partners with Model Risk Management, Market Risk, and Internal Audit to support model governance and regulatory requirements.
Key Responsibilities:
+ Develop and maintain models supporting balance sheet forecasting for the Asset Liability Management group
+ Build customer behavior models for attrition, origination, and prepayment across deposit and loan products
+ Develop predictive models for market rates and macroeconomic ...
Job Summary:
CFG is a leading financial institution dedicated to providing innovative solutions to manage financial risks and optimize asset and liability portfolios. The Central Model Development team within the Asset Liability Management group is responsible for developing and maintaining models that support strategic decision-making.
This role develops, implements, and maintains ALM and CCAR/PPNR models. The position also provides guidance to functional leaders on model impacts and partners with Model Risk Management, Market Risk, and Internal Audit to support model governance and regulatory requirements.
Key Responsibilities:
+ Develop and maintain models supporting balance sheet forecasting for the Asset Liability Management group
+ Build customer behavior models for attrition, origination, and prepayment across deposit and loan products
+ Develop predictive models for market rates and macroeconomic ...