Selby Jennings
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Credit, Risk, and Decision Sciences Consultant A tier-1 bank is seeking a Vice President to lead the development and expansion of macroeconomic models and scenario frameworks for regulatory stress testing and credit loss provisioning. This role is critical to CCAR/DFAST and CECL/IFRS9 processes, ensuring robust forecasting and compliance. You will design and implement macroeconomic drivers, scenario mapping, and forecasting models that support capital planning and risk management. The position involves integrating advanced tools into stress‑testing workflows, driving automation, and ensuring strong model governance. You will collaborate with cross‑functional teams and present technical results to senior leadership. Competitive compensation, hybrid work flexibility, and a comprehensive benefits package are offered.
Base pay range $165,000.00/yr – $195,000.00/yr
Responsibilities
Design and validate macroeconomic forecasting models and scenario engines
Build frameworks to map scenarios to portfolio risk factors for stress testing and provisioning
Automate data ingestion, model runs, and reporting processes for scalability
Prepare regulatory documentation and respond to examiner feedback
Requirements
Master’s or PhD in Economics, Econometrics, Statistics, or related field
5+ years in macroeconomic modeling or stress testing within banking or regulatory environments
Advanced proficiency in Python and SQL; experience with modern data platforms
Strong communication and project management skills in a deadline‑driven setting
Seniority level: Mid‑Senior level
Employment type: Full‑time
Job function: Finance
Location: New York, NY
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Credit, Risk, and Decision Sciences Consultant A tier-1 bank is seeking a Vice President to lead the development and expansion of macroeconomic models and scenario frameworks for regulatory stress testing and credit loss provisioning. This role is critical to CCAR/DFAST and CECL/IFRS9 processes, ensuring robust forecasting and compliance. You will design and implement macroeconomic drivers, scenario mapping, and forecasting models that support capital planning and risk management. The position involves integrating advanced tools into stress‑testing workflows, driving automation, and ensuring strong model governance. You will collaborate with cross‑functional teams and present technical results to senior leadership. Competitive compensation, hybrid work flexibility, and a comprehensive benefits package are offered.
Base pay range $165,000.00/yr – $195,000.00/yr
Responsibilities
Design and validate macroeconomic forecasting models and scenario engines
Build frameworks to map scenarios to portfolio risk factors for stress testing and provisioning
Automate data ingestion, model runs, and reporting processes for scalability
Prepare regulatory documentation and respond to examiner feedback
Requirements
Master’s or PhD in Economics, Econometrics, Statistics, or related field
5+ years in macroeconomic modeling or stress testing within banking or regulatory environments
Advanced proficiency in Python and SQL; experience with modern data platforms
Strong communication and project management skills in a deadline‑driven setting
Seniority level: Mid‑Senior level
Employment type: Full‑time
Job function: Finance
Location: New York, NY
Direct message the job poster from Selby Jennings
Get notified about new Vice President Design jobs in
New York, NY .
Referrals increase your chances of interviewing at Selby Jennings by 2x
#J-18808-Ljbffr