Loss Forecasting And Stress Testing Analytics Analyst Ii
Work From Home With CiCi
Loss / loan loss reserve forecasting
Ccar/dfast for retail portfolios
Quantitative and problem-solving skills
The role is within the Loss / Loan Loss Reserve Forecasting and Stress Testing team, tasked with calculating and managing the net credit loss and loan loss reserve forecast on a $90BN+ portfolio
Job Summary
The role is within the Loss / Loan Loss Reserve Forecasting and Stress Testing team, tasked with calculating and managing the net credit loss and loan loss reserve forecast on a $90BN+ portfolio.
Responsibilities include understanding key loss drivers, forecasting losses accurately, analyzing model outputs, reconciling financial data, presenting findings to stakeholders, and assisting with regulatory reviews.
The individual will work independently and with team members to execute quarterly loss forecasting and stress testing processes, including governance activities and cross-functional collaboration.
Matching Summary
The role is within the Loss / Loan Loss Reserve Forecasting and Stress Testing team, tasked with calculating and managing the net credit loss and loan loss reserve forecast on a $90BN+ portfolio.
Skills & Requirements
Must-have
Loss / Loan Loss Reserve Forecasting
CCAR/DFAST for retail portfolios
Quantitative and problem-solving skills
SAS, MS Office (Excel, PowerPoint)
Econometric and empirical forecasting models
Nice-to-have
Strong work ethic and teamwork
Technical and business acumen
Data science / machine learning experience
Credit card industry knowledge
Innovative solutions to business practices
Key Requirements
3+ years of work experience in financial services
Post graduate degree in a quantitative discipline
Experience in CCAR / DFAST/Stress Testing preferred
Experience in using analytical packages like SAS, Datacube/Essbase, MS Office