VP, Credit Risk Stress Testing

Overview:

The Modeling and Analytics team is the group that oversees the management, design, and execution of FCB’s Model Development, CECL Reserve, Credit Risk stress testing process, economic scenario design, as well as other analytics tasks. Within that group, the credit stress testing area is focused on establishing standards for best practices, accountability, and a strong capital adequacy process across the various Lines of Business (LOBs) involved.

The team works with a broad range of functions within FCB including key Risk and Finance teams in addition to the LOBs in order to ensure a robust process. Responsibilities:

Lead the development and execution of the controls Program for the Credit Risk Stress Testing Process

Own Credit Risk Stress Testing controls development end to end Assist model and process owners to develop Process Flows, Risk and Control Matrices, Procedure documentation Participate in Working Group meetings /Review and Challenge meetings for Risk Forecasting and Risk Identification and Scenario design working groups

Track and report on Control Execution/Testing

Work with a team to develop, produce, and maintain management reporting presentations Review and edit related documentation Development/Review of presentation materials to support Review and Challenge

Assist with the development and preparation of the Capital Plan Review and stay informed on risk related regulatory guidance published by the FRB, OCC, and other Regulators Qualifications:

5-7+ years of experience in consulting and/or the financial services industry required with specific experience in controls development

Working knowledge of regulatory landscape (e.g. CCAR, DFAST, Basel III, CECL, SOX) Working Knowledge of Credit Loss Forecasting techniques, a plus, but not required Strong Excel and Power

Point skills required. Programming skills (SAS, SQL, Python, VBA) a plus. Ability to manage complex problems in tight timelines and to handle competing priorities

Excellent organizational skills

Good oral communication and strong written communication skills with a focus on written communication in the form of presentation materials

Team player with ability to assist managing numerous projects with supervision and guidance and to work effectively with diverse teams