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Tier-1 bank, metro location, but niche CCAR/stress-testing specialization reduces applicant density.
Requires specialized credit risk, CCAR/regulatory and econometric expertise, limiting cross-industry transferability.
Explicit 7+ years, domain-specific CCAR/stress-testing expertise and SAS experience make filters stringent.
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Own quarterly loss and loan loss reserve forecasting and stress testing (CCAR, QMMF, Recovery Plan) for retail portfolios, primarily North American cards with a $150B+ portfolio.
Ensure accuracy and rationality of model outputs, reconcile financial data across sources, and present findings to management and stakeholders.
Drive process efficiencies by automating data handling, forecasting, and reporting through tools like VBA and SAS.
7+ years of work experience in financial services, business analytics, or management consulting.
Strong understanding and hands-on experience with econometric and empirical forecasting models.
Proficiency in analytical tools such as SAS, datacube/Essbase, and MS Office (Excel, PowerPoint).
Bachelor’s/University degree or equivalent experience.
Experienced in credit risk forecasting or stress testing with familiarity of CCAR/DFAST regulatory frameworks.
Capable of cross-functional collaboration with Risk Modeling, Finance, and Data teams for integrated forecasting solutions.
Skilled in handling large datasets and improving business processes through automation and governance.