Loss Forecasting and Stress Testing Analytics- Analyst I
Tasks
- Analyze reserve calculations and CECL impact
- Conduct econometric analysis of macroeconomic trends
- Develop standardized business and submission documentation
- Execute information controls and governance
- Execute quarterly loan loss reserve forecasting and stress testing
- Improve data extraction and process using automation
- Perform complex risk policy analytics
- Perform model review and output challenge
- Reconcile financial data from disparate sources
Perks/Benefits
- N/A
Skills/Tech-stack
CCAR | CECL | Credit Risk | DFAST | Data Analysis | Data Governance | Data Visualization | Econometrics | Essbase | Excel | Machine Learning | PowerPoint | Quantitative Analysis | Risk Management | SAS | Stress Testing | Version control
Education
Bachelor of Engineering | Bachelor of Science | Master of Science
Roles
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