First Citizens Bank - Morristown, NJ

posted 4 months ago

Full-time - Manager
Morristown, NJ
Credit Intermediation and Related Activities

About the position

The Manager - Credit Risk Stress Testing Production position is a hybrid role that requires regular work both inside and outside of the company office. 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 additional runs throughout the year. They are also 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 will collaborate with leadership to establish and implement best practices within the team, set current and long-term production and execution priorities, and oversee day-to-day execution activities. This includes managing production cycles, conducting between-cycle testing, and performing sensitivity analysis. The Manager ensures that all activities align with Bank policies established by the 2nd line Capital Risk Oversight function and adhere to applicable regulatory guidance and industry best practices. Additionally, the Manager will work closely with the Credit organization to ensure that results are appropriately reviewed and challenged, with all processes documented. The Manager will also be responsible for managing a team of analysts distributed across multiple locations, which includes resource planning, team skills development, and administrative planning. They will support the Bank's responses to audits, model risk management, and regulatory examinations related to all Credit Risk Stress Testing activities, coordinating these efforts with the Senior Director of Risk Analytics and the heads of Model Development, Model Implementation, and Capital Planning. In partnership with group leadership, the Manager will define and set strategies for planning and executing the Bank's Credit Risk Stress Testing programs, recommend changes to program policies and procedures, and lead the tactical execution of stress testing activities, including Annual CCAR, mid-cycle, and ad-hoc runs. The Manager will also lead the team in developing comprehensive reporting and analytical documentation of the results and will foster relationships with the credit risk function to maintain an effective review and challenge process with all relevant stakeholders. Furthermore, the Manager will provide subject matter expert (SME) guidance on regulatory expectations, manage the performance and training of assigned staff, and maximize departmental achievements through professional development.

Responsibilities

  • Establish and implement best practices within the Credit Risk Stress Testing team.
  • Set current and long-term production/execution priorities.
  • Lead day-to-day execution activities, including production cycles, between-cycle testing, and sensitivity analysis.
  • Ensure alignment with Bank policies established by the 2nd line Capital Risk Oversight function.
  • Adhere to all applicable regulatory guidance and industry best practices.
  • Work directly with the Credit organization to ensure appropriate review and challenge of results is completed and documented.
  • Manage a team of analysts, including resource planning and team skills development.
  • Support Bank responses to audit, model risk management, and regulatory examinations.
  • Define and set strategies for planning and executing the Bank's Credit Risk Stress Testing programs.
  • Recommend changes to program policies, procedures, and efficiencies to 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.
  • Develop relationships with the credit risk function to maintain an effective review and challenge process.

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).
  • Customized offerings designed to support families.
  • Variable incentives, bonuses, benefits, and/or other awards as outlined in the offer of employment.
© 2024 Teal Labs, Inc
Privacy PolicyTerms of Service