The contractor will report to the Head of Macro Scenario Design.S / He will help scenario design team in the firm-wide economic scenario generation and other stress testing processes, including CECL,...Show moreLast updated: 9 days ago
Promoted
Absence Management Consultant
VirtualVocationsArlington, Texas, United States
Full-time
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Quick Apply
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Consultant, Account Management
Cardinal HealthTexas, United States
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The contractor will report to the Head of Macro Scenario Design.
S / He will help scenario design team in the firm-wide economic scenario generation and other stress testing processes, including CECL, Rapid Stress Testing (RST), CCAR and enterprise stress testing etc.
S / He will support all scenario design, model documentation and ongoing model maintenance, data quality controls, production oversight, reporting and reviews.
This role also collaborates with the Economics and Strategy Research teams, other Risk functions, several line of businesses and Finance.
Responsibilities :
Support scenario design process, including conducting research to come up with a range of possible macroeconomic scenario concepts, preparing the scenario narrative and forecasting macroeconomic series under the scenarios Communicate scenarios to diverse audiences
Work with Risk ID team to map Top and Material Risks to the scenario narratives
Qualifications :
6-10 years of economic research and model development experience in forecasting economic and financial variables
Experienced in building macroeconomic forecasting models
Familiar with CCAR / CECL scenarios
Experience of working with large data sets
Proficiency in a statistical software package (e.g. Python / R) or similar preferred
Exceptionally detail-oriented with the ability to synthesize large amounts of data and various viewpoints, summarize key concepts, and clearly articulate relevant conclusions
Ability to deliver in tight deadlines
Inquisitive nature, strong quantitative, analytical, and problem-solving skills
Demonstrated project management and organizational skills and capability to handle multiple projects at one time
Education :
Masters' degree or equivalent experience, preferred PhD degree