VP of Macroeconomic Scenario Design & Stress Testing

A tier-1 bank seeks a Vice President to develop and expand macroeconomic models for regulatory stress testing and credit loss provisioning in New York. This role is crucial for CCAR/DFAST and CECL/IFRS9 compliance, emphasizing automation and model governance. Ideal candidates will possess advanced skills in Python and SQL, along with at least 5 years in banking-related macroeconomic modeling. Competitive compensation along with hybrid work flexibility is provided. #J-18808-Ljbffr