Risk Modeling Reporting Analyst Intern

Description

Credit One Bank Summer Internship Program: Master’s Edition

Intern Title: Risk Modeling Reporting Analyst Intern

Audience: Graduate Students Only

Department: Risk Analytics - Modeling

Early Acceptance Applications: September 8, 2025 – November 14, 2025

Position Summary

Credit One Bank is looking for a Risk Modeling Reporting Analyst Intern to join the

Current Expected Credit Losses (CECL) model development and implementation team.

The intern will contribute to the monthly execution of the CECL process while assisting

in refining the current CECL process and developing new parts of the process. The

intern's role in the monthly execution will include querying loan and customer data to

validate the CECL execution. The intern's role in refining and developing new parts of

the process will entail working on improving or developing new analytics involved in

producing and supporting the CECL estimation.

Position Requirements

• An earned bachelor’s degree in Business Data Analytics, Computer Science,
  
  

Data Science, Engineering, Information Systems, Mathematics, Statistics,

Economics or a related field.

• Must be enrolled in a master’s degree program in one of the fields listed above,
  
  

with at least one semester/quarter left before graduation.

• Have a basic understanding of Python, PySpark, Snowflake and data
  
  

visualization tools (e.g., Tableau, Power BI, etc.).

• Present in Las Vegas, NV, for the Summer Internship Program: June 8, 2026 –
  
  

August 14, 2026 (10-weeks at 40 hours a week).

Summary Of Essential Job Functions

• Run the Current Expected Credit Losses (CECL) model and extract information
  
  

involved in reporting.

• Perform SQL queries and subsequent analysis of the portfolio to generate
  
  

analytics supporting the provisions estimates.

• Download macroeconomic data and performing analysis supporting provision
  
  

estimates and model development.

• Review model development and adjust model parameters to improve provision
  
  

estimates.

• Review and revise Snowflake and PySpark code to support modeling and
  
  

analytics.

• Engage with model users and stakeholders to deliver incremental value and
  
  

bespoke solutions.

Program Dates

June 8, 2026 - August 14, 2026

Program Goals And Objectives

• Learn about Credit Expected Credit Losses and provisions and their impact on
  
  

the balance sheet and income statements.

• Develop portfolio analytics gaining insight on how portfolio characteristics
  
  

influence defaults and loss.

• Understand the economic analysis on how the macroeconomy influences
  
  

defaults and loss.

• Gain exposure to model development and how defaults and losses are modeled.
• Obtain technical exposure to Snowflake and PySpark for analytics and modeling.