Stress Testing/Risk Modeling – Senior Program Manager or Director
|Kansas City, Missouri - United States
$140,000.00 - $205,000.00 - US Dollars - Yearly
WHY IS THIS A GREAT OPPORTUNITY?
This position is part of the Bank’s Stress Testing team responsible for providing analytical stress testing support for both internal and regulatory purposes. Candidate will work closely with our various lines of business and risk management staff. Candidate MUST possess a background in credit risk modeling and regulatory capital stress testing.
- Support the design, development, documentation, approval, implementation and monitoring of capital stress testing models.
- Support firm-wide risk modeling for capital stress testing processes, including the internal capital adequacy assessment process (ICAAP) and DFAST process.
- Cooperate with model validation team and internal/external auditors corresponding to these models.
- Forecast selected components of the income statement and balance sheet driven by internal and external scenarios for stress testing purposes and analyze impact of macro-economic variables on Bank’s performance.
- Assist in Creating and integrating new analytical tools and reports to enhance capital stress testing process.
- Support building and Augmenting procedures and model documentation, in compliance with regulatory guidance as well as the Bank’s model risk policy for stress testing.
- Support CCAR initiatives and develop an understanding of regulatory CCAR requirements and processes.
- Advanced degree or equivalent work experience
- 4+ years of relevant experience
- Superior ability to analyze and articulate financial and risk results.
- Robust written and verbal communication skills with the ability to prepare executive and board level presentations.
- Excellent ability to recognize and focus on critical issues; can balance and respond to competing needs within the organization.
- Familiarity with complex bank regulatory matters.
- Robust programming language experiences such as SQL/SAS/MATLAB/R.
- Competent use of Microsoft Office applications including Microsoft Project, Excel, Visio, PowerPoint, and Word
University - Bachelor's Degree/3-4 Year Degree