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Head of Macroeconomic Modeling and Scenario Application
What you will be responsible for As Head of Macroeconomic Modeling and Scenario Application you will: Lead a team to develop macroeconomic models and provide quantitative support to various scenario applications including CCAR, CECL/IFRS9, ICAAP, BAU stress testing and climate risk analysis Review and enhance scenario generation analytical methodology including modeling choices in line with firm's risk profile and regulatory requirements Develop models to meet the model use requirements Review and verify key model assumptions with model owners Review model outputs with properly justified opinions and judgments to capture forward-looking financial market and macro-economic outlooks Implement internally dev


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