Loss Forecasting and Stress Testing Analytics
Financial Services
LossForecastingandStressTestingAnalytics-AssistantVicePresident
Neural analysis suggests this role is
optimal for Mid candidates.
“Loss Forecasting and Stress Testing Analytics - Assistant Vice President at Loss Forecasting and Stress Testing Analytics. Skills: Loss Forecasting, Stress Testing, Quantitative Analysis, Econometric Analysis. Lead Forecasting & Stress Testing. Enhance Model Validation & Integrity”
What You'll Achieve.
Ensure sound financial projections; Contribute to key regulatory compliance efforts; Deliver high-quality results
Industry & Context.
Exceptional quantitative aptitude; Critical thinking; Problem-solving abilities
What They're Looking For.
Must Have
7+ years of progressive experience in financial services, business analytics, or management consulting, with a emphasis on quantitative analysis, A post-graduate degree in a quantitative discipline such such as Statistics, Mathematics, Economics, Econometrics, Management, Operations Research, or Engineering, Demonstrated proficiency in analytical and automation tools (e. g. , Python, SAS, VBA, Tableau) and a keen interest in leveraging AI for enhanced efficiency, Exceptional quantitative aptitude, critical thinking, and problem-solving abilities, with a track record of delivering high-quality results, Excellent written and verbal communication skills, with the ability to articulate complex analytical concepts to diverse audiences, A work ethic, a collaborative spirit, and the ability to thrive in both independent and team-oriented environments
Nice to Have
Experience with Loss Forecasting/CECL/ Stress Testing is highly preferred, Knowledge of the mortgage and/or retail bank industry and associated regulatory activities is a significant advantage
What You'll Do.
Lead Forecasting & Stress Testing
Enhance Model Validation & Integrity
Conduct sophisticated risk policy analytics
Perform in-depth econometric analysis
Analyze key drivers of losses
Oversee associated governance activities
Present complex analytical findings
Assess and mitigate risk
How You'll Work.
Team & Collaboration
Collaborate with multiple teams to construct robust forecasts; Partner with Risk and Finance organizations to optimize data processes; Present findings to managers, stakeholders, senior management, and review teams; Represent the firm during regulatory reviews
Communication Scope
Excellent written and verbal communication skills; Ability to articulate complex analytical concepts to diverse audiences
Full Job Description
This is an exceptional opportunity for a developing professional to independently tackle complex challenges, integrate deep specialized knowledge, and drive critical financial forecasting initiatives for a significant mortgage and retail bank portfolio. Join our cutting-edge Loss / Reserve Forecasting and Stress Testing team and contribute to the financial stability and strategic direction of a global leader in financial services. **About the Team** Our team is at the forefront of Credit risk management, responsible for meticulously calculating and managing credit losses/reserves and strategic planning and forecasts. We collaborate closely with multiple teams to construct robust forecasts for credit losses and loan loss reserves under diverse macro-economic and business conditions. This role offers the chance to make a tangible impact by ensuring sound financial projections and contributing to key regulatory compliance efforts. **Key Responsibilities** As a Quantitative Analyst, you will play a pivotal role in shaping our financial resilience through rigorous analysis and strategic foresight. Your responsibilities will include: * Lead Forecasting & Stress Testing: Drive the execution of quarterly loss/loan loss reserve forecasting and stress testing processes (e.g., CCAR, QMMF, Recovery Plan) for US mortgage and retail bank portfolios. * Enhance Model Validation & Integrity: Actively participate in the review and challenge of existing models and their outputs, identifying opportunities for continuous improvement in alignment with portfolio performance and evolving macro-economic trends. Ensure models produce rational, logical, and accurate outcomes. * Strategic Policy Analytics: Conduct sophisticated risk policy analytics to quantify the impact of credit, business, and regulatory policies on loss performance, seamlessly integrating these insights into the stress testing framework. * Advanced Econometric Analysis: Perform in-depth econometric analysis to estimate and
Applying for this Loss Forecasting and Stress Testing Analytics - Assistant Vice President role?
Most applicants get filtered before a human reads their resume. See if yours makes the cut.
How to Apply on Workday
- Workday has a multi-step form — save your progress after every section.
- "Apply With LinkedIn" can fail or lose data; manual entry is more reliable.
- Watch for the "Submit for Review" final step — hitting "Save" alone does not submit.
- Job requisition numbers are useful when following up with HR by email.
ANONYMOUS · UNFILTERED
What do employees actually say about Loss Forecasting and Stress Testing Analytics?
Real rants from real employees. Read before you apply.