My client is currently looking to onboard an SVP who will lead and manage a team building regulatory models within the firm's Global Consumer Banking arm. Specifically, the team will be developing CCAR/DFAST stress testing, CECL, and IFRS9 regulatory models for the international unsecured portfolios.
Some specific responsibilities will include…
- Obtain and prepare model development data
- Lead macroeconomic data services for production, monitoring, and model development
- Develop sophisticated statistical models to meet regulatory requirements
- Work closely with cross functional teams to automate the macroeconomic data adjustment process to facilitate the end-to-end production process
Required qualifications…
- 7+ years of experience in performing quantitative analysis, statistical modeling, loss forecasting, and loan loss reserve modeling
- Experience with various CCAR/CECL/IFRS9
- Proficiency in SAS, SQL, Eviews, Oracle and other tools
- Ability to lead multiple projects independently and coordinate across different functional teams
