Loss Forecasting and Stress Testing Analytics - Vice President

This role involves calculating and managing net credit loss and loan loss reserve forecasts for a $150BN+ portfolio under varying macro-economic conditions. The position focuses on CCAR/DFAST compliance for retail portfolios, specifically NA cards, while collaborating with Finance and Risk teams on stress testing and modeling. Key duties include analyzing model outputs, reconciling financial data, and driving process efficiencies through automation. The individual will present findings to key stakeholders and ensure best-in-class governance for forecasting processes.