What are the responsibilities and job description for the Whole Credit Sales Stress Tester position at PTR Global?
W2 only
Location: Irving TX (3 days onsite - Hybrid)
Duration: Through 9/16/2025
Key Responsibilities:
The specific compensation for this position will be determined by a number of factors, including the scope, complexity and location of the role as well as the cost of labor in the market; the skills, education, training, credentials and experience of the candidate; and other conditions of employment. Our full-time consultants have access to benefits including medical, dental, vision and 401K contributions as well as any other PTO, sick leave, and other benefits mandated by appliable state or localities where you reside or work.
Location: Irving TX (3 days onsite - Hybrid)
Duration: Through 9/16/2025
Key Responsibilities:
- Execute monthly stress testing exercises to monitor WCRs risk appetite and identify vulnerable areas
- Cover key process of rapid stress testing, overlays
- Provide analytics support to stress test models in wholesale products, connect the stress testing output to model drivers
- Build tools & analytical capabilities to support outcome analysis, loss forecasting reports and what if analysis
- Gather and analyze portfolio and macro-economic data to assess potential impact on business performance and integrate the trends to the portfolio loss forecast
- Partner with business units and risk managers to assess data availability and fit for purpose modeling approaches
- Interact with model developers, model risk governance, business risk, internal audit
- Leverage business / product expertise to evaluate and challenge the stress loss assumptions in hypothetical and historical stress scenarios
- Research on 3rd party data, loss history and alternative models to build inventory of benchmarks
- Contribute and refine current model performance monitoring process to interpret model output and identify opportunities for future improvements
- 5 years' experience in stress testing (CCAR/DFAST), CECL, or loss forecast model development
- 5 years' experience with data analytical tools like Python or R
- Sound knowledge of C&I and CRE loss forecast modeling analytics, PD/LGD/EAD models, experience in HFS/FVO is preferred
- Demonstrated experience of building analytical tools to support the analysis of loss forecasting results, using tableau, Excel, R shiny or Python
- Excellent quantitative and analytic skills; ability to derive patterns, trends and insights, and perform risk/reward trade-off analysis.
- Proficient with MS Office suite, Word/Excel/PowerPoint.
- Knowledge on scenario design, sensitivity shocks and risk identification process
- Good interpretations and communications skills to convey complex quantitative methodology in simple terms
- Bachelors/University degree or equivalent experience, potentially master's degree in Economics, Finance, or quantitative majors
The specific compensation for this position will be determined by a number of factors, including the scope, complexity and location of the role as well as the cost of labor in the market; the skills, education, training, credentials and experience of the candidate; and other conditions of employment. Our full-time consultants have access to benefits including medical, dental, vision and 401K contributions as well as any other PTO, sick leave, and other benefits mandated by appliable state or localities where you reside or work.
Salary : $70 - $80
