In the Loss Forecast team, you will be responsible for providing capital analysis numbers for various macroeconomic scenarios that directly impact the firm™s P&L. You will also performs in-depth analysis of the portfolio to draw insights on existing and emerging risks, analyses model performance and limitations, develops strategic overlays, and has a strong handle on end-to-end controls for the processes they run. You will be responsible for performing measurement and capture of idiosyncratic risks for capital planning purposes, both internal and regulatory. Additionally you may be responsible in designing stress scenarios and shocks, managing the end-to-end scenario analysis, framework, performing detailed analysis of stress drivers, and responding to regulatory requests (e.g. CCAR). You would be required to collaborate with Technology team to further enhance the stress framework, and work in close concert with controllers, finance, and other stakeholders.

Job Responsibilities:

• Actively help determine the loss forecasting results and drivers. This information will be presented to executive management and other internal clients
• Participate in cross-functional communications with Risk Management, Finance, Marketing and Collections to inform the forecast on current learnings and incorporate strategic initiatives
• Lead advanced analyses to assess relationships and patterns driving loss performance
• Produce the loss forecast and maintenance of associated loss models
• Help spearhead best in class documentation and operational risk and audit controls surrounding the loss forecasting and LLR

Keyword: home%20lending

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