Client Location: Irving, TX
Expected Duration: 6+months Contract to hire
Anticipated Start Date: ASAP
Job Description:
• Execute monthly stress testing exercises to monitor WCRs risk appetite and identify vulnerable areas
• Cover key process of rapid stress testing, overlays
• Provide analytics support to stress test models in wholesale products, connect the stress testing output to model drivers
Other Responsibilities:
• Build tools & analytical capabilities to support outcome analysis, loss forecasting reports and what if analysis
• Gather and analyze portfolio and macro-economic data to assess potential impact on business performance and integrate the trends to the portfolio loss forecast
• Partner with business units and risk managers to assess data availability and fit for purpose modeling approaches
• Interact with model developers, model risk governance, business risk, internal audit
• Leverage business / product expertise to evaluate and challenge the stress loss assumptions in hypothetical and historical stress scenarios
• Research on 3rd party data, loss history and alternative models to build inventory of benchmarks
• Contribute and refine current model performance monitoring process to interpret model output and identify opportunities for future improvements
Qualifications:
• 5+ years' experience in stress testing (CCAR/DFAST), CECL, or loss forecast model development
• 5+ years' experience with data analytical tools like Python or R
• Sound knowledge of C&I and CRE loss forecast modeling analytics, PD/LGD/EAD models, experience in HFS/FVO is preferred
• Demonstrated experience of building analytical tools to support the analysis of loss forecasting results, using tableau, Excel, R shiny or Python
• Excellent quantitative and analytic skills; ability to derive patterns, trends and insights, and perform risk/reward trade-off analysis.
• Proficient with MS Office suite, Word/Excel/PowerPoint.
• Knowledge on scenario design, sensitivity shocks and risk identification process
• Good interpretations and communications skills to convey complex quantitative methodology in simple terms
Education:
• Bachelors/University degree or equivalent experience, potentially master's degree in Economics, Finance, or quantitative majors
Delta, founded in 1971, is a global leader in switching power supplies and thermal management products with a thriving portfolio of smart energy-saving systems and solutions in the fields of industrial automation, building automation, telecom power, data center infrastructure...
...Aquila's Fitness Specialist Intern Summer 2025 will gain first- hand experience by assisting members in safe and effective exercise programs and perform a wide range of duties in a health/fitness center, under the supervision of the site manager. The program provides...
...employment without regard to race, color, national origin, age, ancestry, religion, sex, sexual orientation, gender identity, gender expression, marital status, disability, medical condition, genetic information, pregnancy, or military or veteran status. We consider all...
Company Description ITM Landscape is a company based out of Lawrenceville, Georgia, United States. Role Description This is a full-time on-site role for a Landscape Architect located in Lawrenceville, Georgia. The Landscape Architect will be responsible for landscape...
...NOT A C2C OPPORTUNITY -LOOKING FOR LOCAL CANDIDATES The Instructional Designer will design, develop, implement, test, and update engaging... ...Learning & development (L&D) professionals, conduct performance consulting activities with subject matter experts (SMEs) and...