As an Associate in Wholesale Credit Risk Loss Forecasting, you help influence loan loss estimation by supporting forecasting and stress analytics for credit hedges and held-for-sale loans. You partner with us across Business, Finance, Quantitative Research, and Technology to strengthen forecasting assumptions, improve analytics, and deliver timely stress testing outputs. You communicate results and key drivers in a clear, well-structured way to support decision-making across the first and second lines of defense.

JobResponsibilities

• Build and maintain deep product knowledge of loan underwriting and syndication activities (with focus on Corporate and Infrastructure credit) as well as wholesale credit hedging strategies and instruments (e.g., CDS, indices, SRTs).
• Conduct portfolio deep dive and risk analytics; Stay current on credit market conditions, macro themes, and relevant event-driven trends impacting the portfolio.
• Review and challengestress forecastsfor hedge P&L and loss-mitigation benefit under internal and regulatory scenarios; support end-to-endstress testing production cyclesfor QST and CCAR.
• Develop clear, well-structuredmanagement presentationssummarizing stress results, key drivers, andwalk/explainnarratives for business and risk stakeholders.
• Partner withQuantitative Researchto refine modeling treatments and assumptions; become a subject matter resource on credit loss forecast parameters includingProbability of Default, Loss Given Default, Rating Migration, and Mark-to-Market loss.
• LeadUATand implementation support for model enhancements, system migrations, and new functionality releases, including requirement definition, test design, execution, and issue triage.
• Conductad hoc, transaction-levelrisk and stress estimates, and perform ongoing portfolio monitoring to identify emerging risks and forecast sensitivities.
• Drive process efficiency throughautomation initiatives(including responsible use ofLLMs/AI, where appropriate) to streamline forecasting, reporting, and controls.
• Provide analytical support forrisk review and challengeof new products, business initiatives, and stress methodology changes impacting the respective portfolios
• Build and sustain strong stakeholder relationships acrossBusiness, Risk, Finance, Quantitative Research, and Technology, ensuring alignment on assumptions, timelines, and deliverables.

Required Qualifications, Capabilities and Skills

• Bachelor27s degree inBusiness, Finance, Mathematics, or a related field.
• 3+ yearsof experience in credit risk, stress testing, risk analytics, model development, or similar roles.
• Strong knowledge of loan and derivative products; familiarity with leveraged finance and credit hedging instruments strongly preferred.
• Demonstrated ability to build effective working relationships acrossFirst Line and Second Linestakeholders.
• Ability to work independently with minimal supervision; sound judgment on when to escalate; ability to perform under pressure and deliver under tight deadlines.
• Strongwritten and verbal communicationskills, with experience preparing materials for senior management.
• Strong technical skills, especiallyExcel,Tableau, and experience applyingLLMs/AIto improve workflow efficiency;Python and automationexperience is a plus.
• Strong attention to detail, with the ability tomanipulate and analyze large datasetsand translate results into clear messaging.