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Tier-1 bank in metro attracts applicants, but niche CCAR/CECL econometric skillset reduces overall density.
High - regulatory CCAR/CECL econometric expertise and consumer credit loss modeling limit cross-industry transferability.
High - explicit 2+ years, mandatory CCAR/CECL econometric experience and SAS/SQL tool proficiency.
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Develop and maintain CCAR/CECL stress testing and loss provisioning models for US unsecured credit portfolios.
Perform data QA/QC, modeling (econometric), validation, recalibration, and redevelopment of credit risk models annually.
Collaborate with business stakeholders, model validation/governance teams, and prepare regulatory presentations for CCAR/CECL models.
Advanced degree (Bachelors required; Masters or PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or related quantitative discipline.
2+ years experience in quantitative analysis, statistical modeling, loss forecasting, and econometric consumer credit risk stress loss modeling.
Proficiency in SAS, SQL, Oracle, Unix, Microsoft Word, Excel, and PowerPoint.
Work Experience Required: At least 2 years in relevant quantitative and econometric modeling roles.
Experienced in econometric modeling of consumer credit risk stress losses, including data processing, variable selection, model estimation, and validation.
Familiar with unsecured or secured lending product dynamics, with exposure to segment or account level stress loss modeling.
Skilled in communicating technical concepts to both technical and non-technical stakeholders, and comfortable preparing regulatory documentation and presentations.