Senior Loss Forecasting Consultant - job 1 of 3

Job Summary

A company is looking for a Senior Loss Forecasting Consultant to validate and challenge the CECL team's projections using quantitative methods.

Key Responsibilities

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

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