The Director, Stress Test Modeling, Corporate Planning and Analysis (CCAR) plays a key role in leading the company’s CCAR (Comprehensive Capital Analysis and Review) and MYST (Mid Year Stress test) processes. CCAR/MYST is extremely important processes, as they result in the submission of our Capital Distribution Plan to the Federal Reserve Board.
• Working with external economists to select and validate Macro Economic scenarios, including the development of customized AXP scenarios
• Enhancing our suite of econometric models that use Macroeconomic variables (GDP, unemployment etc.) to forecast Billed Business and Accounts Receivable
• Enhancing the models that generate the AXP P&L under the various Macroeconomic scenarios
• Improving our processes for data selection, validation and governance
• Analyzing and communicating results/output to senior internal Finance and Risk leaders
• Developing a community of “in-house” modelers to leverage econometric modeling expertise across AXP and building the econometric modeling expertise of the team
• Collaborating with other CCAR teams (Program Office, Capital Management, Risk, Enterprise Model Validation Group) and subject matter experts across the company
Offer of employment with American Express is conditioned upon the successful completion of a background verification check, subject to applicable laws and regulations.
Qualifications
• Very high level of expertise in econometric and statistical modeling
• Good general Finance background
• Proven ability to lead, motivate and develop a high-performing team
• Able to work in a matrixed environment and develop strong relationships with other cross-functional teams
• Strong project management skills
• Process management/improvement skills
• Communication skills – able to communicate to internal and external constituents and adjust style to suit the audience
• Strong analytical skills – able to take large quantities of financial information and synthesize it in a very short timeframe
• Knowledge of AXP overall lines of business
• Masters Degree Preferred
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