Senior Modeling Lead CCAR

Role: Senior Modeling Lead, CCAR Location: New York. NY (Hybrid role 3days onsite) Duration: 8 Months Contract Notes: Senior modeling practitioner who guides internal team through CECL remediation and CCAR build. Replaces leadership lost in the last six weeks. Reports into Declan. Must-have experience: • Original model construction for CECL and CCAR, not maintenance • Minimum 10 years modeling experience inside US regulated banks Model Validation track tops out at 5 to 7 years FTE, so our senior must clearly exceed that. • Direct experience at a $100B-threshold or LFI-stage bank. Truist, Citizens, Fifth Third, Regions, Huntington, KeyBank alumni preferred. • Has led model development, review, and challenge programs through Fed examination cycles • Coaches and builds internal teams, has not just been a top-of-shop consultant • Posture-independent from PwC, comfortable peer-to-peer with Big 4 partners Tech stack: • Adenza / AxiomSL (1,500 elements in scope) • Moody's Risk Foundation and Scenario Analyzer for CCAR macro scenarios • Imperium treasury and capital suite for CECL • Databricks (bronze layer for the CCAR/CECL lakehouse) • Informatica for data governance • SAS and Python required (confirmed via CCAR analyst JD). R and SQL strongly preferred. • Smartsheets and Excel for milestone tracking • Remote-primary, 2 to 3 days onsite per month, Atlanta anchor • Headcount: 1 to 2 (confirm CECL-only or CECL+CCAR split with Declan)