Summary: A top bank is looking to hire an SVP with 7-10 years experience who will lead and manage a team building regulatory models within the Global Consumer Banking space. Specifically, the team will be developing CCAR/DFAST stress testing, CECL, and IFRS9 regulatory models for the international unsecured portfolios.
- Prepare data and develop models from scratch
- Lead macroeconomic data services for production, monitoring, and model development
- Work closely with cross functional teams to automate the macroeconomic data adjustment process to facilitate the end-to-end production process
- Advanced degree in a quantitative field
- Proficiency in SAS, SQL, Eviews, Oracle and other tools
- 7+ years of experience in performing quantitative analysis, statistical modeling, loss forecasting, and loan loss reserve modeling
- Experience with various CCAR/CECL/IFRS9