Back
Tier-1 brand and metro location but niche CCAR/CECL specialization reduces applicant density.
Specialized bank stress-testing and loss-reserving skills make background highly finance-specific.
Mandatory econometric CCAR/CECL modeling experience and SAS/SQL/Unix skills increase selection rigidity.
Login to See Your Match Score
Create a free account or log in to unlock your CV match score across:
Develop and maintain CCAR/CECL stress loss and loan loss provision models for US unsecured consumer lending portfolios.
Conduct QA/QC on data, perform model testing (sensitivity, back-testing), annual validation, recalibration, and redevelopment of models as needed.
Collaborate with cross-functional teams and prepare regulatory agency responses and presentations for all US stress testing models.
Bachelor’s degree required; Masters or PhD preferred in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or related quantitative disciplines.
At least 2 years of experience in quantitative analysis including statistical modeling, loss forecasting, and econometric modeling of consumer credit risk stress losses.
Proficiency with SAS, SQL, Oracle, Unix, Microsoft Office (Word, Excel, PowerPoint).
Work Experience Required: 2+ years in relevant quantitative modeling and analysis roles.
Experienced in econometric modeling-driven stress loss processes including data QA/QC, segmentation, variable transformation, model estimation and testing.
Demonstrated ability to work independently as an individual contributor within a regulated financial environment.
Strong communication skills to explain complex technical models to both technical and non-technical stakeholders including regulators.