Works in the Enterprise Risk Management’s Credit Loss Forecasting Team. The incumbent will be involved in multiple work streams including model development, loss forecasting, risk management and credit analysis. The incumbent will be responsible for developing loss forecasting models and executing the forecasting process for Dodd Frank Act Stress Testing (DFAST), and researching and analyzing key drivers related to loss reserves and credit loss forecast.

Responsibilities Include:

• Develop models on PD and LGD for use in DFAST and risk management processes.
• Manage model applications, create analysis and interpret model output and conduct research related to the credit loss forecast methodology.
• Execute models and develop credit loss forecast, under various economic scenarios and including those under Dodd-Frank Act Stress Test (DFAST).
• Quickly frame analytic problems/issues, solve them by modeling risk simulation scenarios using statistical analysis, and package results, often under tight deadlines.
• Research and analyze key drivers related to loss reserves and credit loss forecast. Manage and execute existing data preparation processes.
• Perform ad hoc analysis to identify risk and work on issues of diverse scope where analysis of situation or data requires evaluation of a variety of factors, including an understanding of current business trends.