• Lead and manage end-to-end vulnerability disclosure programs (VDP), including coordination with ethical hackers, system owners, and agency stakeholders. • Own attack surface management programs (e.g., CISA FAST), including scheduling, scope management, findings coordination, and POA&M documentation. • Manage and update Standard Operating Procedures (SOPs), SharePoint repositories, and program tracking documentation. • Lead recurring stakeholder syncs (weekly vulnerability management meetings, DMZ syncs, Security Report presentations). • Operate and maintain enterprise vulnerability scanning platforms including Tenable.sc, Tenable.io, and web application scanning tools (OpenText ScanCentral or equivalent). • Scope, schedule, execute, and report on vulnerability scans across large, complex federal environments. • Analyze scan results to identify critical and high-severity findings; triage false positives; prioritize remediation activities. • Manage hardware/software certification pipelines; process ServiceNow tickets within defined SLAs. • Support transition from legacy tools to modernized scanning platforms with minimal operational disruption. • Track and drive remediation of critical, high, and all severity-tiered vulnerabilities to closure within program SLAs. • Maintain accurate POA&M records for all open findings across program scope. • Produce and present vulnerability dashboards, compliance reports, and executive-level status briefings. • Validate remediation effectiveness through post-remediation scanning and analysis. • Monitor HTTPS/HSTS compliance and other BOD requirements (BOD 18-01, BOD 20-01, and others as applicable). • Build and maintain working relationships with CISA contacts, agency system owners, SOC personnel, and contractor teams. • Communicate vulnerability risks and remediation recommendations clearly to both technical and non-technical audiences. • Serve as subject matter expert and primary point of contact for assigned programs. • Provide backfill coverage across vulnerability management workstreams as needed.

Overview This is a remote role that may be hired in several markets across the United States. Be part of the Model Risk Management (MRM) team, with a primary focus on conducting validations for the bank's CCAR stress testing and capital planning models. The team encompasses a diverse range of models, including Credit Risk models (PD, LGD, EAD, and loss forecasting), PPNR and ALM models (loan balance, deposit balance, net interest income, non-interest income, and non-interest expense), Moody’s Economics models, and operational loss models. Collaborate with validation manager to conduct independent model validations for one or more specific areas based on background and expertise. Verify that models are performing as expected and aligning with their design objectives and business use cases while identifying potential limitations and assumptions and assessing their potential impact. Conduct thorough and comprehensive validations of various model components, ensuring that they are accurate, reliable, and aligned with the intended business objectives and regulatory requirements. Apply data analysis techniques to assess the quality, integrity, and appropriateness of data used in the models. Examine data extraction, cleaning, transformation processes, and evaluate data-related assumptions and limitations. Scrutinize the model design and construction, verifying the suitability of the modeling framework and theory for the intended use. Review model segmentation, variable selection, model testing procedures, and evaluation model assumptions, limitations, and risks. Review model code to ensure correctness, accuracy, and absence of material errors. Collaborate with model developers to address any identified issues. Assess both in-sample and out-of-sample back test results; evaluate sensitivity and scenario testing, stress testing, benchmark model development, and quantitative and business performance metrics. Provide effective challenges and identify potential model risks. Recommend appropriate mitigation measures and enhancements to improve model quality and compliance with regulatory standards. Produce high-quality, comprehensive validation reports that clearly communicate findings, recommendations, and potential risks to both technical and nontechnical stakeholders. Ensure that validation documentation adheres to internal standards. Assist model validation manager in gathering and providing materials requested by internal audit and regulators, drafting responses to questions, and defending validations in exams. Stay up-to-date with emerging trends and best practices in model validation and regulatory requirements. Contribute to the enhancement of the model validation framework by suggesting process improvements and implementing industry-leading methodologies. This is a remote role that may be hired in several markets across the United States. Qualifications Position requires a Master’s degree in Mathematics, Statistics, Finance, Economics, Physics, Engineering, Data Science, or a related field plus five (5) years of experience in the job offered or five (5) years of experience as a Model Validator, Risk Analytics, Analytics, Risk Management, or related occupation Requires extensive experience of building or validating statistical, machine-learning models for retail and commercial banking portfolios (PD, LGD, EAD, CECL, stress-testing, capital forecasting, physical- and transition-risk scenarios). Requires hands-on experience with the full model-risk-management life cycle: requirements gathering, data wrangling, model design, benchmarking, back-testing, sensitivity/scenario analysis including NGFS climate pathways, performance monitoring, documentation, and change-control. Requires experience with linear and generalized linear models (OLS, GLM, logistic/probit, Poisson, negative-binomial). Requires experience with survival/hazard models (Cox, competing-risk). Requires experience with time-series and panel-data methods (ARIMA/ARIMAX, VAR, state-space, Kalman filter). Requires experience with multivariate analysis (PCA, factor analysis) and regularization (LASSO, Ridge, Elastic-Net). Requires experience with model discrimination and calibration metrics (AUC/ROC, KS, Gini, Brier, lift/gains). Requires gradient boosting (XGBoost, LightGBM, CatBoost), random forests/bagging, SVM, shallow neural networks. Requires hyper-parameter optimization (grid/Bayesian search), feature-engineering pipelines, model explainability (SHAP, LIME). Requires geospatial techniques to quantify physical-risk exposure. Requires expert coding in SAS (Base, Macro, STAT, ETS), Python (pandas, NumPy, SciPy, scikit-learn, statsmodels), R (data, table, tidyverse, caret), and advanced SQL (window functions, ETL). Requires experience with version-control and CI/CD workflows with Git/GitLab/Azure DevOps; automated unit-testing and peer-review for regulatory traceability. Requires deep familiarity with U.S. model-risk guidance SR 11-7 & OCC 2011-12, CECL accounting standards, CCAR/DFAST stress-testing, and emerging climate-risk supervisory expectations (FRB, OCC, FDIC). Requires experience with translating regulatory and disclosure mandates into testable validation criteria and governance controls. Requires experience with design of data pipelines across large relational databases (Oracle, SQL Server, Teradata) and structured files; exposure to distributed processing (Hive/Spark). Requires experience with development of executive dashboards in Tableau or Power BI to communicate complex model and climate-risk results to non-technical stakeholders. This is a remote role that may be hired in several markets across the United States. The base pay for this position is generally between $175,000 to $212,635 per year. Actual starting base pay will be determined based on skills, experience, location, and other non-discriminatory factors permitted by law. For some roles, total compensation may also include variable incentives, bonuses, benefits, and/or other awards as outlined in the offer of employment. Benefits are an integral part of total rewards and First Citizens Bank is committed to providing a competitive, thoughtfully designed and quality benefits program to meet the needs of our associates. More information can be found at https://jobs.firstcitizens.com/benefits This job posting is expected to remain active for 31 days from the initial posting date listed above. If it is necessary to extend this deadline, the posting will remain active as appropriate. Job postings may come down early due to business need or a high volume of applicants. #EJC and #LI-DNI

• Faire évoluer les parcours épargnants mis à disposition des réseaux de distribution • Organiser les ateliers de travail avec les métiers, conformité pour recueillir, affiner les besoins. • Préparer des supports clairs et synthétiques • Rédiger les expressions de besoins fonctionnelles en lien avec notre éditeur pour faire évoluer les règles des applications et leur algorithme (rédaction des users stories). • Être force de proposition quant aux solutions pouvant être mises en œuvre • Effectuer les recettes. • Manipuler, traiter les données afin de les fournir aux métiers risques du groupe • Participer à l’élaboration de KPI • Réaliser le run de niveau 2 auprès des utilisateurs • Comprendre et savoir faire évoluer le fonctionnement d’un algorithme tenant compte de nouveautés règlementaires ou permettant d’Intégrer les nouveaux produits au catalogue. • Savoir faire une analyse critique du parcours épargnant et des paramètres du modèle de projection (par exemple hypothèse de volatilité ou caractéristiques des différentes familles de produits). • Tests et contrôles de l’implémentation concernant l’évolution des règles de gestion de la plateforme à partir d’une maquette Excel indépendante.

• Contribute to the product evolution through process analysis, identification of improvements and definition of solutions together with the technology team and stakeholders. • Discovery and prioritization • Conduct interviews, workshops and data analysis to identify pain points, opportunities and hypotheses for improvement; • Map business needs and translate them into structured product requirements; • Support prioritization based on customer impact and business value. • Modeling and specification • Produce artifacts such as flowcharts, UML diagrams (use cases, sequence and class) and BPMN to represent end-to-end processes; • Write User Stories with clear and testable acceptance criteria; • Define business rules, validations, messages and expected behaviors of features; • Support the definition of APIs, contracts, integrations and flows between systems. • Process analysis and improvements • Analyze, propose and plan improvements and new product features; • Investigate errors and inconsistencies reported by customers and stakeholders, proposing structured solutions; • Map accounting processes and user journeys, ensuring solutions are simple, efficient and scalable. • Quality and delivery • Support the QA team in defining test scenarios; • Validate deliveries with stakeholders and customers; • Monitor the progress of requirements within sprints, clarify doubts and ensure that requirements are met; • Verify the quality of artifacts and support the homologation and deployment processes. • Accounting and regulatory context • Translate accounting routines and ancillary obligations into rules applicable to the product; • Monitor legislative changes and trends that impact the product; • Support the development of solutions that meet accounting close routines and the generation of ancillary obligations.