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Since 1916, American AgCredit has provided financial services to agricultural and rural customers, offering loans, leasing, and insurance solutions. A customer-
Director of Credit Loss Forecasting
Location
United States
Posted
137 days ago
Salary
$144.2K - $274.0K / year
Seniority
Lead
Job Description
Director of Credit Loss Forecasting
American AgCredit
• Lead development and enhancement of complex CECL, credit loss, and portfolio forecasting models, including PD/LGD/EAD frameworks, charge‑off prediction, and segment‑level behavior models. • Architect and maintain enterprise stress testing and scenario‑based forecasting models aligned with regulatory, economic, and strategic planning needs. • Evaluate model design choices, explore innovative techniques, and propose improvements to enhance model accuracy, stability, and interpretability. • Conduct high‑level quantitative research using Econometrics and statistical learning, Survival/hazard modeling, Time-series and macroeconomic modeling, Monte Carlo and/or Value at-Risk (VaR) simulation, Nonlinear, ensemble, and machine learning methods (where appropriate). • Analyze historical portfolio performance, macroeconomic sensitivities, and emerging trends to inform model assumptions and scenario responses. • Oversee model calibration, challenger model creation, benchmarking, and advanced performance monitoring. • Produce and approve high‑quality documentation of methodologies, assumptions, data, theoretical foundations, and quantitative reasoning. • Ensure analytics practices and models meet applicable regulatory, audit, privacy, and cybersecurity standards; lead remediation and audit readiness; Comply with internal model risk standards. • Lead interactions with Model Validation, Internal Audit, and regulators by presenting methodology, defending model approaches, and addressing findings. • Design and validate data pipelines, transformations, and sampling methodologies in partnership with Business Technology teams. • Review code for accuracy, performance, and risk controls; guide deployment into enterprise platforms. • Develop analytical tooling, dashboards, and automation to support ongoing model performance and forecasting cycles. • Act as a trusted quantitative advisor to senior leaders in Finance, Treasury, Risk, and Credit Management. • Translate model results into business implications, clearly articulating drivers of portfolio performance and scenario outcomes. • Present forecasts and stress testing insights to governance committees and senior management. • Provides direct supervision to the Credit Forecasting team. Provide technical leadership and coaching to team members and fellow analysts. Establish best practices for code quality, analytical rigor, reproducibility, and documentation. Lead peer reviews and champion continuous improvement across the modeling team.
Job Requirements
- Master’s or PhD in Statistics, Econometrics, Applied Mathematics, Financial Engineering, Economics, Quantitative Finance, Data Science
- Equivalent experience with strong quantitative credentials also considered.
- 7+ years experience
- Knowledge of banking regulations related to CECL, stress testing, and model risk.
- Expert‑level proficiency in R or Python, including advanced statistical and modeling libraries.
- Strong command of Time‑series and panel modeling, Credit portfolio modeling techniques, Macroeconomic variable integration, Probability & advanced statistical inference, Optimization and simulation methods
- Strong SQL skills and experience with large‑scale, loan‑level data.
- Experience deploying or overseeing production model implementation.
- Exceptional communication skills, capable of explaining complex models to senior leadership and regulatory audiences.
- Strong analytical writing, documentation, and technical storytelling abilities.
- Ability to lead through influence in a cross‑functional environment.
- High attention to detail and a strong risk‑management mindset.
- Action Oriented: Demonstrates urgency and decisiveness in driving initiatives forward, while delivering practical, impactful results.
Benefits
- Commitment to agriculture and the communities we serve
- Family friendly work environment
- Investment in employee development
- Medical, Dental and Vision coverage
- Outstanding 401k – automatic 3% employer contribution, plus match up to 6%
- Generous Paid Time Off (Vacation accrued at 26 days annually, Sick Days accrued at 15 days annually, 12 paid holidays, plus 16 hours of volunteer time)
- Competitive Incentive Compensation Plan
- Disability & Life Insurance
- Employee mental, physical, and financial wellness programs
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