Associate Director – Retail Credit Stress Testing

Associate Director – Retail Credit Stress Testing

Requirements

• Bachelor’s or master’s degree in Finance, Accounting, Risk Management, Engineering, Computer Science, Statistics, Mathematics, Behavioral Economics, or other quantitative field of study.
• 3+ years of industry experience in risk management (credit, liquidity and/or market risk) and/or risk consulting.
• Solid knowledge of stress testing and credit risk methodologies.
• Advanced proficiency with Excel, Python, SQL, and PowerPoint.
• Strong analytical, communication and time management skills.

Responsibilities

• Perform retail credit risk stress testing exercise and ad-hoc analyses.
• Analyze data using empirical and statistical techniques to fine-tune financial and risk projections.
• Produce credit risk stress testing reports and presentations.
• Take ownership of the planning and execution of stress testing activities.
• Engage cross-functional stakeholders across Finance, Retail Risk, Model Risk, Business Segments, and Corporate Treasury.
• Coordinate with relevant subject matter experts to integrate the latest advancements in climate risk modelling into the credit risk projections.
• End-to-end project management, from idea conception, solution design, stakeholder buy-in, implementation and monitoring.

Preferred Qualifications

• Graduate degree in a relevant field.
• Experience analyzing retail / personal lending product portfolios.
• Proficiency with a range of data tools, such as Tableau, Bloomberg Terminal, etc.
• CFA, FRM, CPA, or any finance- or risk-related professional designation/certification.
• Experience applying statistical concepts including, but not limited to: linear and logistic models, supervised statistical learning, clustering, recommendation systems, times-series analysis, experimental design (A/B testing).
• Understanding of model risk management and validation processes.