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AVP, Credit Model Development
AVP, Credit Model Development, Synchrony Bank, Stamford, CT. Design and develop various stress testing and capital management models for consumer credit products. Prepare documentation for model data sampling, segmentation analysis, methodology, business rationale, empirical evidence, performance, assumptions, and limitations. Review, test, and optimize existing codes in model development and perform back-testing using historical data. Assist the Model Validation process on an ad-hoc basis. Collaborate with the Regulatory and Risk organizations to validate accuracy and performance of models. Develop detailed documentation of processes, procedures and performance tracking related to model development and application process as required by the Supervisory


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