The Senior Vice President of Economic Scenario Modeling Quant reports to the quantitative modeling lead of Scenario Expansion Team. S/He is responsible for developing quantitative and qualitative scenario expansion models in the firm-wide economic scenario expansion process, including CECL, CCAR and enterprise stress testing etc. S/He will manage model development, model documentation and ongoing model maintenance, data quality controls, production oversight, reporting and reviews. This role also collaborates with the Economics and Strategy Research teams, other Risk functions, and the capital planning team in Finance.

Responsibilities:

• Develop economic scenario expansion models to expand enterprise scenario designs to all variables required by downstream models
• Document models and perform ongoing model maintenance to comply with the firm's model risk management policy
• Work with model implementation team to facilitate production run
• Monitor model output and perform ad hoc analysis as needed
• Communicates results to diverse audiences
• Provide guidance to junior modelers as and when necessary.
• Represent the bank in interactions with regulatory agencies, as required.

Qualifications:

• 5+ years of combined economic research, model development, and model implementation experience in forecasting economic and financial variables
• Experienced in building econometrics forecast models
• Familiar with CCAR/CECL scenarios
• Capable to work with large data sets
• Exceptionally detail-oriented with the ability to synthesize large amounts of data and various viewpoints, summarize key concepts, and clearly articulate relevant conclusions
• Inquisitive nature, strong quantitative, analytical, and problem solving skills
• Proficiency in a statistical software package (e.g. Python/R/Stata) or similar preferred
• Demonstrated project management and organizational skills and capability to handle multiple projects at one time .

Education:

• Bachelor's/University degree or equivalent experience, preferred Masters or Ph.D. degree

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