As a Modeling Analytics – Senior Associate in the Credit Card Loss Forecasting within the Consumer & Business Banking (CCB) Risk Management group, you will be responsible for leading credit forecasting for the $220B credit card portfolio. This role requires strong data analytical knowledge and skills to generate short- and long-term loss forecasts and perform attribution analysis. The role encompasses all aspects of loss forecasting, including CCAR, CECL, Budgets, and Risk Appetite. This is an exciting opportunity to work on high-impact strategy initiatives as they become the key focus of the firm and across the financial services industry. You will excel at creative thinking and problem-solving, be self-motivated, confident, and ready to work in a fast-paced, energetic environment.

Job Responsibilities 

Support the end-to-end completion of annual CCAR and quarterly Risk Appetite Support analytical tools for risk assessment and stress credit evaluations to support annual stress testing, the Risk Appetite framework, and strategy integrations Collaborate with the central loss forecasting team to manage process timelines and provide necessary information Work with Finance, Collections, and Risk Strategy to understand changes in the portfolio or strategies and apply overlays as needed Partner with the Risk Modeling team to ensure the model functions as desired and provide regular inputs for improvement Create and present forecasts to senior management with a clear storyline and data support Enhance consistency and efficiency across existing processes and reporting to meet the changing needs of the business Be a self-motivated individual with the ability to work on multiple projects with limited guidance Help spearhead best in class documentation and operational risk and audit controls surrounding the CCAR and Risk Appetite Process

Required qualifications, capabilities, and skills

A Bachelor's degree in a quantitative discipline (Finance/Stats/Econ/Math/Engineering) or equivalent work/training is required. Advanced degree preferred 6+ years of Credit Risk Management, Statistical Modeling, Marketing Analytics and/or Consulting experience Strong knowledge of Python, SAS or SQL required Strong analytical, interpretive, and problem solving skills with the ability to interpret large amounts of data and its impact in both operational and financial areas Excellent oral and written communication and presentation skills

Preferred qualifications, capabilities, and skills

Advanced degree is preferred.  Prior exposure to credit forecasting or underwriting of unsecured lending products like credit card, personal loans or BNPL Some exposure to automation and dashboard creation Strong P&L knowledge and understanding of drivers of profitability