Base: $75,000 - $95,000; bonus/equity: not specifi...
On-site
Analyze acl and stress loss
Cecl and ifrs9 methodologies
Ccar regulatory stress tests
The role will focus on analyzing the ACL (Allowance for Credit Losses) results, running ACL and stress testing models, and reporting results to management
Job Summary
The role will focus on analyzing the ACL (Allowance for Credit Losses) results, running ACL and stress testing models, and reporting results to management.
Evaluate and analyze ACL results under CECL and IFRS9 methodologies and regulatory stress tests (CCAR).
Collaborate with risk analytics and technology groups on model implementation and testing.
Matching Summary
The role will focus on analyzing the ACL (Allowance for Credit Losses) results, running ACL and stress testing models, and reporting results to management.
Salary
Base: $75,000 - $95,000; Bonus/Equity: Not specified; Benefits: Included in total compensation package
Skills & Requirements
Must-have
Analyze ACL and stress loss
CECL and IFRS9 methodologies
CCAR regulatory stress tests
Excel and PowerPoint proficiency
Data lookups and transformations
Governance and Controls implementation
Nice-to-have
Collaborate with risk analytics
UAT testing on models
Hard working team player
Attention to detail
Problem solving skills
Key Requirements
Bachelor's degree required
Strong quantitative and analytical skills
Ability to clearly summarize and communicate complex concepts
Basic knowledge of programming languages such as SQL/VBA/R/Python a plus