Risk Management - Corporate - Wholesale Credit Risk …, Buenos Aires

About Wholesale Credit Risk – Forecasting The WCR Product/Forecasting organization is an expert model, data, product-oriented group in . Morgan, and a leader in financial engineering, data analytics, statistical modeling, and portfolio management. As a general team, Wholesale Credit Risk Forecasting works with quantitative research partners, risk managers and lines of businesses across all products and regions on strategic innovation, inventory and portfolio optimization, and governance of appropriate financial risk controls.OpportunityThe successful Associate candidate will join the Wholesale Credit Risk Forecasting Team, focused on data sourcing and analytics, delivering credit risk modeling and credit risk strategic innovation for the technology platforms to meet the requirements of CCAR/Stress Testing, and Credit Stress Framework, and Economic Credit Capital. You will play a key role in monthly/quarterly model preparation and execution, as well as collaborate closely with lines of business, modelers and technology to design and implement strategic enhancements to wholesale credit projects including technology platform, operating model, data pipeline, and analytics framework. Additionally, with a strong commitment to scalability, resiliency, and stability, you will collaborate closely with cross-functional teams to deliver high-quality products that exceed customer expectations. Specific responsibilities include:Execute and deliver the quarterly stress and allowance forecasting results with focus on data needsNavigate through database and data systems to perform data analysis, segmentation, transformation to prepare various datasetsDesign and develop tools (Python/SQL/Tableau/AI based) to automate data sourcing/analytical processes that assess data quality, data completeness, and readiness for forecastingPerform control and reconciliation against deliveries in addition to creating/enhancing formal governanceUnderstand the implementation of the forecasting regression models and how they use data for forecastingUnderstand the implementation of the forecasting architecture, systems and dataflowIdentify issues and streamline data flow from acquisition to results productionSupport the strategic build-out of stress testing workflow/dataflow for future initiativesLiaise with partners and LOBs to improve and enhance the forecasting processPerform control and reconciliation against deliveries in addition to creating/enhancing formal governanceThe ideal candidate should possess the following:BA/BS degree in computers, mathematics, finance or a related fieldMinimum of 3+ years of experience working in a finance organization with data analytics and/or credit risk; knowledge of CCAR/Economic Capital/Stress Testing/Basel in Wholesale Credit Commercial & Industrial and/or commercial real estate is preferred but not requiredAbility to organize work and solve problems independently and excel in a deadline-oriented environmentStrong communications skills, written and verbal – significant interaction with LOBs, risk streams, senior managers, and external stakeholdersTechnologically savvy with an ability to understand systems and their internal functionality; Coding knowledge and experience in Python/SQL is desirable but not requiredUnderstanding of big-data analytics and strategic data synthesis is desirableProactive, self-starter with ability to work in a collaborative environment Tableau and data visualization familiarity preferred Postúlate en Kit Empleo: kitempleo.com.ar/empleo/qjyf0