Full Description

Responsibilities include but are not limited to understanding the key drivers of losses and loan loss reserves, their relative importance and the current trends; apply this knowledge effectively to forecast losses / loan loss reserves meaningfully and accurately; analyze underlying model outputs relative to other business, ensure that the models provide rational and logical output, Reconcile detailed financial data from disparate data sources, be able to present the findings to their manager and various key stake-holders and senior management across the organization; hold meaningful discussions and present to various review and challenge and / or audit teams and assist with regulatory reviews; ensure best in class governance and documentation practices for these functions; drive process efficiencies through automation for the underlying data, forecasting and reporting processes Understands and appreciates diverse backgrounds. Demonstrates strong ethics Develops strong cross-functional relationships within and outside Risk Management Contributes to a positive work environment; shares knowledge and supports diversity 3+ years of work experience in financial services, business analytics or management consulting. Post graduate degree with specialization in a quantitative discipline: Statistics, Mathematics, Economics, Econometrics, Management, Operations Research or Engineering Understanding of risk management. Knowledge of credit card industry and key regulatory activities (CCAR) is a plus. Experience in CCAR / DFAST/Stress Testing is preferred. Strong understanding and hands-on experience with econometric and empirical forecasting models. Experience in data science / machine learning is preferred with ability to handle large datasets. Experience in using analytical packages like SAS, Datacube/Essbase, MS Office (Excel, PowerPoint) Vision and ability to provide innovative solutions to core business practices. Ability to develop partnerships across multiple business and functional areas. Ability and experience to drive changes in order to achieve business targets Displays flexibility to work well with varying personal styles Analytical Thinking, Business Acumen, Constructive Debate, Data Analysis, Escalation Management, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Statistics. ------------------------------------------------------ For complementary skills, please see above and/or contact the recruiter. ------------------------------------------------------