credit risk stress testing models to assess and mitigate financial risks across the organization under various stress..., and calibration of credit risk models (PD, LGD, delinquency/default, and loss) for use in loss forecasting, CECL, regulatory capital...
financial services industry including both analytic/modeling/quantitative experience and governance or other credit/financial... analysis methods or approaches in relation to credit loss /reserve/recovery models, CECL, etc. Thorough business knowledge...