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Tier-1 brand and metro location increase competition, but seniority and niche CCAR expertise limit applicant pool.
Highly specific CCAR/credit risk modeling and banking domain knowledge reduces cross-industry transferability.
Explicit 10+ years requirement and specialized CCAR/credit risk modeling expertise make filters stringent.
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Manage quarterly loss and loan loss reserve forecasting and stress testing for retail portfolios, primarily North American credit cards, impacting a $150BN+ portfolio.
Collaborate cross-functionally with Finance, Risk Modeling, and other teams to integrate credit loss forecasts and perform econometric analysis on macroeconomic impacts.
Drive process efficiency and governance through automation and standardized documentation for loss forecasting and stress testing procedures.
10+ years of work experience in financial services, business analytics, or management consulting.
Experience with CCAR, DFAST, or Stress Testing preferred; knowledge of credit card industry and associated regulatory activities is a plus.
Strong hands-on experience with econometric and empirical forecasting models; experience with SAS and MS Office highly desired.
Bachelor's or University degree or equivalent experience.
Experienced in managing large-scale credit loss forecasting and regulatory stress testing exercises for retail credit portfolios, especially North American cards.
Skilled in econometric modeling and capable of handling large datasets, with familiarity in tools like SAS and automation (e.g., VBA).
Proven ability to lead cross-functional collaborations involving Risk, Finance, and Data teams to deliver accurate and integrated credit risk insights.