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Tier-1 brand, metro location, and mid-level analyst role drive high competition among qualified risk analysts.
Role requires CCAR/credit loss forecasting and banking risk expertise, limiting cross-industry transferability.
Explicit 4+ years requirement and domain-specific econometric and SAS skills increase screening strictness.
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Manage quarterly loss and loan loss reserve forecasting and stress testing for retail portfolios, focusing primarily on North America credit cards.
Collaborate cross-functionally with Risk Modeling, Finance, and other teams to integrate credit risk and financial planning results and ensure data accuracy.
Drive process efficiencies and maintain governance through automation, documentation, and rigorous reconciliation of financial data and model outputs.
4+ years work experience in financial services, business analytics, or management consulting.
Proficiency with econometric and empirical forecasting models; experience with CCAR / DFAST / Stress Testing preferred.
Experience using SAS, datacube/Essbase, and MS Office (Excel, PowerPoint); knowledge of VBA or automation tools is a plus.
Bachelor’s or university degree or equivalent experience.
Experienced in credit loss forecasting and stress testing with strong quantitative and analytical skills applied to large financial portfolios.
Skilled in collaboration across multiple business functions including Risk, Finance, and Modeling teams to deliver integrated forecasting outputs.
Capable of improving business processes through automation and standardization while adhering to governance and control standards.