VP of Macroeconomic Scenario Design & Stress Testing

Selby Jennings; New York (NY); Hybrid; USD 165,000 - 195,000; Full time

Job summary

A tier-1 bank seeks a Vice President to develop and expand macroeconomic models for regulatory stress testing and credit loss provisioning in New York. This role is crucial for CCAR/DFAST and CECL/IFRS9 compliance, emphasizing automation and model governance. Ideal candidates will possess advanced skills in Python and SQL, along with at least 5 years in banking-related macroeconomic modeling. Competitive compensation along with hybrid work flexibility is provided.

Qualifications

• 5+ years in macroeconomic modeling or stress testing within banking or regulatory environments.
• Experience with modern data platforms.

Responsibilities

• Design and validate macroeconomic forecasting models and scenario engines.
• Build frameworks to map scenarios to portfolio risk factors for stress testing and provisioning.
• Automate data ingestion, model runs, and reporting processes for scalability.
• Prepare regulatory documentation and respond to examiner feedback.

Skills

Advanced proficiency in Python

Advanced proficiency in SQL

Strong communication skills

Project management skills

Education

Master’s or PhD in Economics, Econometrics, Statistics, or related field

Job description

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