About the Role:

You will drive monthly production of loss forecasts by running the Roll Rate models and other quantitative tools, analyzing the trends of the actual credit performance of the portfolio, the output of the Roll Rate Models, and other quantitative tools.

What you’ll do:

• You will collect and analyze data to identify credit risk (delinquency, roll rate, and loss) trends and drive insights to further strengthen loss forecasting analytics. Provide leadership with analytical insight that assists senior management with fact-based decision-making.
• Serve as a change agent, identify opportunities to enhance existing processes, remove obstacles and create efficiencies.
• The successful candidate MUST be data-savvy and be capable of leveraging all available resources efficiently. Proficiency in SQL/ SAS and ability to develop moderately complex queries.
• You will establish all compliant data policies and QA processes.
• Strong communication skills and the ability to partner effectively is a requirement.
• Strong analytical skills, able to track and manipulate multiple sources of data. Advanced Excel, Word, and PowerPoint user.
• The candidate must be able to field requests, elicit requirements, acquire and transform data to information and skillfully deliver. Ability to digest data and understand the business context is a requirement. Solid problem-solving/troubleshooting skills.
• Highly organized and proactive. Should be able to manage multiple tasks in a dynamic environment and deal with multiple priorities. Self-starter and team player.
• Ability to engage appropriate resources, internal or external to deliver a complete resolution, including analytics, implementation of tools and processes, communications, and results tracking
• Experience navigating a complex organization and effectively engaging key stakeholders; building effective relationships with internal customers; partnering with teams to implement solutions

Required Qualifications:

• 5+ years of risk reporting experience, risk analytics experience, or a combination of both; or 2+ years of experience in a risk role and a Master's degree or higher in a quantitative field such as statistics, economics, mathematics, operations research, engineering, or business
• Experience in CECL and BASEL loss forecasting methodologies.

Desired Qualifications

• 5+ years of analytical experience preferably in credit risk analysis or business analysis.
• Excellent Excel skills in performing complex data manipulation
• Excellent analytical ability in interpreting data, analytical results to draw insights to provide accurate loss forecasts and help the business manage the credit risk effectively.
• Excellent problem-solving skills and ability to connect dots, see the big picture and find solutions
• Strong verbal communication, written documentation, and presentation skills.
• Understanding of process, methodologies used for business loss forecast, and stress test loss forecast submissions.
• Experience in loss forecasting for a CCAR bank and experience in stress testing submissions and building materials for challenge reviews.
• Good at exercising independent judgment and applying prudent credit risk management principles
• Masters degree preferred