Sr. Analyst-Credit

Senior Risk Analyst Stress Testing (Non-Resi)

The Senior Risk Analyst Stress Testing (Non-Resi) position supports the team responsible for Credit Loss Stress Testing production and execution of the Banks Non-Residential Portfolios. This team manages the credit loss portions of the banks annual CCAR Stress Testing exercise, as well as additional runs as needed throughout the year. The team also authors the credit loss portions of the annual capital plan and is responsible for maintaining detailed process and procedure documentation consistent with peer best practices and regulatory expectations.

The Senior Risk Analyst works within the team to ensure delivery of current and long-term production / execution priorities; the execution of day-to-day activities, including production cycles, intra-cycle testing, and sensitivity analysis. Further, the Senior Risk Analyst supports the teams work with the credit organization to ensure appropriate review and challenge of the results is completed and documented. The Senior Risk Analyst supports Bank responses to audit, model risk management and regulatory examinations and for all Credit Risk Stress Testing Activities and coordinates these activities with the Senior Director - Risk Analytics, the heads of Model Development, Model Implementation, and Capital Planning.

Coordinate tactical execution of the Credit Risk Stress Testing including Annual CCAR, midcycle, and ad-hoc runs.

Recommend appropriate changes to program policies, procedures, and efficiencies to meet objectives.

Support the team in developing comprehensive reporting and analytical documentation of the results

Coordinate, compile, and ensure timely completion and delivery of presentation materials for all review and challenge sessions

Develop relationships with the credit risk function and leverage those relationships to maintain an effective review and challenge process with all relevant stakeholders

Bachelors Degree in Finance, Economics, Mathematics, Statistics, or a related field and 6 years of experience in Finance or Analytics OR High School Diploma or GED and 10 years of experience in Finance or Analytics.

Preferred Requirements :

Project Management Skills

Execution oriented

Strong skills in Excel / PowerPoint.

Experience with statistical / data software packages such as Netezza, SQL, Python, SAS

Strong knowledge of Credit Risk principles which inform credit loss forecasting

Strong communication skills interpersonal.

Organization skills - Detail oriented.

Direct experience with executing CCAR / DFAST Stress testing - preferably with respect to credit losses, at a $50BN or larger bank