Portfolio Credit Risk Management 2nd LOD Sr. Lead Analyst
About The Position
Prepare reports to senior management on model results, overlays, sensitivity analysis, and model performance monitoring reviews and contribute to informed decision on capital adequacy. Analyze forecasted results and trend, and generate cycles and scenarios comparisons. Develop models used for Comprehensive Capital Analysis and Review (CCAR) and collaborate with front lines in root cause analysis for under or over predictions. Responsible for documentation, renewal, back-testing, monitoring and governance of global CCAR models. Analyze business outlook overlays and integrate quarterly capital analysis reviews. Implement model overlay policies and guidelines for CCAR processes. Participate in macro-variable (MEV) sensitivity analysis and Enterprise Climate Risk stress test processes for CCAR models to explain variables that impact on the forecasted losses. Provide independent risk reviews and challenge CCAR loss forecasted by the business and first line teams.
Responsibilities
- Prepare reports to senior management on model results, overlays, sensitivity analysis, and model performance monitoring reviews and contribute to informed decision on capital adequacy.
- Analyze forecasted results and trend, and generate cycles and scenarios comparisons.
- Develop models used for Comprehensive Capital Analysis and Review (CCAR) and collaborate with front lines in root cause analysis for under or over predictions.
- Responsible for documentation, renewal, back-testing, monitoring and governance of global CCAR models.
- Analyze business outlook overlays and integrate quarterly capital analysis reviews.
- Implement model overlay policies and guidelines for CCAR processes.
- Participate in macro-variable (MEV) sensitivity analysis and Enterprise Climate Risk stress test processes for CCAR models to explain variables that impact on the forecasted losses.
- Provide independent risk reviews and challenge CCAR loss forecasted by the business and first line teams.
Stand Out From the Crowd
Upload your resume and get instant feedback on how well it matches this job.
What This Job Offers
Job Type
Full-time
Career Level
Mid Level
Education Level
No Education Listed
