Senior Loss Forecasting Consultant

Job Summary

A company is looking for a Senior Loss Forecasting Consultant to validate and challenge loss projections using quantitative methods.

Key Responsibilities

• Independently validate findings of the CECL team using quantitative methodologies
• Challenge CECL team's projections to ensure they are based on valid assumptions and recent market trends
• Replicate CECL models to validate and obtain accurate loss forecast numbers

Required Qualifications

• 8+ years of experience in loss forecasting and modeling, preferably in a financial institution
• Strong skills in Python, R, and SQL
• Expertise in quantitative methodologies for validating projections
• Experience in PD/LGD/EAD framework is highly desired
• Deep understanding of industry best practices and recent market trends