Position Overview
The Loss Forecasting and Analytics team is a critical group responsible for calculating and managing the net credit loss forecast for a portfolio exceeding $150BN. This team collaborates closely with Finance teams to develop robust credit loss forecasts under various macro-economic and business conditions, with a primary focus on retail portfolios, particularly North American cards. A significant aspect of the role involves contributing to Comprehensive Capital Analysis & Review (CCAR/DFAST) efforts.
We are seeking an individual with a strong work ethic, exceptional teamwork, quantitative, and problem-solving skills, capable of leveraging both technical and business acumen to deliver high-quality results in a dynamic environment.
**Responsibilities:**
+ Lead and execute risk financial loss forecasting efforts, including the design, development, and maintenance of complex credit loss and financial risk forecasting models for consumer credit products (e.g., Car...