First Citizens Bank - Morristown, NJ

posted 4 months ago

Full-time - Mid Level
Morristown, NJ
Credit Intermediation and Related Activities

About the position

The Manager - Credit Risk Stress Testing Production position is a hybrid role that involves both in-office and remote work. This position reports to the Senior Director of Risk Analytics and is responsible for leading a team that executes the Bank's Credit Loss stress testing efforts, particularly focusing on retail loss forecasting. The team plays a crucial role in the annual Comprehensive Capital Analysis and Review (CCAR) Stress Testing exercise, as well as conducting additional runs throughout the year as necessary. Furthermore, the team is tasked with authoring the credit loss sections of the annual capital plan and maintaining detailed process and procedure documentation that aligns with peer best practices and regulatory expectations. In this role, the Manager collaborates with leadership to establish and implement best practices within the team, setting both current and long-term production and execution priorities. The Manager oversees day-to-day execution activities, which include managing production cycles, conducting between-cycle testing, and performing sensitivity analysis. It is essential to ensure that all activities align with Bank policies established by the second line of Capital Risk Oversight, adhere to applicable regulatory guidance, and meet business needs. The Manager also works closely with the Credit organization to ensure that results are appropriately reviewed and challenged, with documentation of this process. Additionally, the Manager supports the Bank's responses to audits, model risk management, and regulatory examinations related to all Credit Risk Stress Testing activities. This includes coordinating with the Senior Director of Risk Analytics and heads of Model Development, Model Implementation, and Capital Planning. The Manager is responsible for defining and setting strategies for the planning and execution of the Bank's Credit Risk Stress Testing programs, recommending changes to program policies and procedures to enhance efficiency and meet objectives, and leading the tactical execution of stress testing activities, including the Annual CCAR, mid-cycle, and ad-hoc runs. The role also involves developing comprehensive reporting and analytical documentation of results, fostering relationships with the credit risk function to maintain an effective review and challenge process, and providing subject matter expertise to the Credit Risk Stress Testing team regarding regulatory expectations. The Manager is responsible for managing the performance, training, and evaluation of assigned staff, ensuring professional development to maximize departmental achievements.

Responsibilities

  • Lead the team responsible for executing the Bank's Credit Loss stress testing efforts and retail loss forecasting.
  • Establish and implement best practices within the team and set production/execution priorities.
  • Oversee day-to-day execution activities, including production cycles, between-cycle testing, and sensitivity analysis.
  • Ensure alignment with Bank policies and adherence to regulatory guidance and industry best practices.
  • Collaborate with the Credit organization to ensure appropriate review and challenge of results is completed and documented.
  • Support Bank responses to audit, model risk management, and regulatory examinations related to Credit Risk Stress Testing activities.
  • Define and set strategies for planning and executing the Bank's Credit Risk Stress Testing programs.
  • Recommend changes to program policies and procedures to enhance efficiency and meet objectives.
  • Lead tactical execution of Credit Risk Stress Testing, including Annual CCAR, mid-cycle, and ad-hoc runs.
  • Develop comprehensive reporting and analytical documentation of results.
  • Foster relationships with the credit risk function to maintain an effective review and challenge process.
  • Manage the performance, training, and evaluation of assigned staff.

Requirements

  • Bachelor's Degree and 8 years of experience in Risk Management or Analytics in the Financial Services industry, and management role OR High School Diploma or GED and 12 years of experience in Risk Management or Analytics in the Financial Services industry, and management role.
  • A minimum of 4 years of direct experience with executing CCAR/DFAST Stress testing, preferably with respect to credit losses, at a $50BN or larger bank.
  • Knowledge of financial risk modeling as well as spreadsheets and databases.
  • Strong understanding of regulatory expectations for Capital Planning and Stress Testing (Capital Plan Rule, SR1519, SR 12-7, ROPE, SR 11-7, etc.).
  • Strong knowledge of Credit Risk principles which inform credit loss forecasting.
  • Management skills.
  • Prioritization skills.
  • Strong communication skills - interpersonal.
  • Organization skills.
  • Detail oriented.

Nice-to-haves

  • Experience with statistical/data software packages such as Netezza, SQL, Python, SAS.
  • Direct experience with Credit Loss Forecasting (Either CCAR, CECL, or FP&A).
  • Prior experience managing a team.

Benefits

  • Comprehensive benefits program for full-time associates (20+ hours) with customized offerings designed to support families.
  • Variable incentives, bonuses, benefits, and/or other awards as outlined in the offer of employment.
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