CCAR Lead for Credit Risk
Core
Lead end-to-end execution and enhancement of wholesale credit stress testing for CCAR, DFAST, and capital planning.
Role type
Senior IC credit risk stress testing lead
Builds
Regulatory stress testing submissions and capital planning forecasts
Domain
Banking / Credit Risk / Regulatory Compliance
Deliverable
production ML models | dashboards & analysis
Required skills
Wholesale credit risk stress testing, CCAR submission execution, FR Y-14 reporting, Stressed loss estimation, Model validation, Regulatory guidance alignment, Data pipeline management, Team leadership
Preferred skills
CFA or FRM certification, Python or SQL proficiency, Model development partnership
Technologies
SQL, Python, Excel, PowerPoint
Responsibilities
Own the wholesale credit stress testing cycle from planning to submission; Produce and analyze stressed credit loss across portfolios; Partner with business units and model teams to translate requirements into methodologies; Review and challenge model performance and assumptions; Maintain stress testing policies and risk appetite metrics; Drive enhancements to data pipelines and reporting processes; Lead and coach junior teammates
