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Tier-1 bank plus Gurgaon metro raise competition, but senior, niche CCAR/stress-testing expertise reduces applicant density.
Role requires bank-specific CCAR/stress-testing and credit modeling expertise, making background fit highly constrained.
Mandatory 10+ years, CCAR/stress-testing and econometrics/SAS skills create stringent filtering criteria.
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Own quarterly loss and loan loss reserve forecasting and stress testing processes (CCAR, QMMF, Recovery Plan) for North America Credit Cards portfolio ($150B+).
Lead governance activities including Manager Control Assessments, End User Computing controls, and risk control monitoring for the forecasting processes.
Collaborate across Risk, Finance, and other teams to analyze credit loss drivers, develop forecasts, improve modeling and data processes, and communicate findings to stakeholders.
10+ years work experience in financial services, business analytics, or management consulting.
Demonstrated understanding of risk management; experience with credit loss forecasting and stress testing (CCAR/DFAST) is preferred.
Proficiency with econometric and empirical forecasting models; familiarity with analytical tools such as SAS, VBA, Excel.
Bachelor’s degree or equivalent experience.
Deep domain expertise in credit loss forecasting and stress testing for retail credit card portfolios, with strategic insight into regulatory frameworks (CCAR/DFAST).
Experienced in cross-functional collaboration and governance to ensure model and process integrity within risk management.
Skilled in advanced analytics, econometrics, and process automation to enhance forecasting accuracy and operational efficiency.