Director of Credit Loss Forecasting - Remote

Overview

The Director of Credit Loss Forecasting is a key role at American AgCredit, leading the development and enhancement of complex credit portfolio models while providing technical leadership and mentoring to the team.

In Short

• Lead development of CECL and credit loss forecasting models.
• Conduct advanced quantitative research and analysis.
• Ensure compliance with regulatory standards and model governance.
• Design and validate data pipelines in collaboration with technology teams.
• Communicate insights and forecasts to senior leadership.
• Provide mentorship and leadership to the forecasting team.
• Utilize advanced statistical and modeling techniques.
• Engage in continuous improvement of modeling practices.
• Oversee model calibration and performance monitoring.
• Participate in cross-functional collaboration across the organization.

Requirements

• Master’s or PhD in relevant fields such as Statistics or Economics.
• 7+ years of experience in credit modeling and analytics.
• Expertise in R or Python for statistical modeling.
• Strong SQL skills for data handling.
• Exceptional communication and analytical writing skills.
• Proven leadership abilities in a cross-functional environment.
• Attention to detail and risk management mindset.
• Experience with banking regulations related to CECL and stress testing.
• Ability to explain complex models to diverse audiences.
• Action-oriented with a focus on delivering results.

Benefits

• Family-friendly work environment.
• Investment in employee development.
• Comprehensive medical, dental, and vision coverage.
• Generous Paid Time Off and holidays.
• 401k plan with employer contributions.
• Competitive incentive compensation plan.
• Employee wellness programs.
• Bonus eligibility based on performance.
• Opportunity to work in a collaborative and innovative environment.
• Commitment to agriculture and community service.