Support development, execution, and governance of stress testing and capital planning models
Conduct regression and time-series modeling
Execute stress scenario model runs and support production processes
Perform backtesting and model performance monitoring
Prepare comprehensive model development documentation
Analyze and communicate modeling results to senior management and regulatory stakeholders

Requirements

Bachelor's Degree or equivalent work experience in Statistics, Mathematics, Economics or equivalent quantitative discipline
3+ Years Risk Management, Risk Modeling
Strong foundation in econometric and statistical modeling techniques
Experience developing forecasting models using large datasets for stress testing or risk management
Proficiency in SQL, Python, or SAS for data extraction and model development
Familiarity with CCAR, DFAST, ICAAP, or enterprise stress testing frameworks
Strong analytical skills and ability to interpret complex data
Strong verbal and written communication skills

Benefits

Competitive rewards package designed to support employees and their families
Health insurance
Professional development opportunities

Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard Skills & Tools

regression modelingtime-series modelingstress testingcapital planning modelsbacktestingmodel performance monitoringforecasting modelsdata extractionSQLPython

Soft Skills

analytical skillscommunication skills