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Director of Credit Loss Forecasting

AgLoan

Job Overview

Location

Remote - United States

Job Type

Full-time

Full Job Description

📋 Description

• As the Director of Credit Loss Forecasting at Agloan, you will be instrumental in shaping the financial future of our organization by leading the design, development, and enhancement of sophisticated quantitative models. This pivotal role demands a deep expertise in credit portfolio modeling, CECL estimation, stress testing, and forward-looking scenario analysis, positioning you as a key subject matter expert.
• You will architect and maintain enterprise-wide stress testing and scenario-based forecasting models, ensuring they are robustly aligned with regulatory requirements, evolving economic landscapes, and our strategic planning objectives. Your work will directly influence how Agloan anticipates and manages credit risk, providing critical insights for business strategy and financial stability.
• This leadership position involves evaluating complex model design choices, actively exploring innovative quantitative techniques, and proposing strategic improvements to elevate model accuracy, stability, and interpretability. You will be at the forefront of analytical advancements, driving the adoption of cutting-edge methodologies.
• Your responsibilities extend to conducting high-level quantitative research utilizing advanced statistical and econometric methods. This includes deep dives into econometrics, statistical learning, survival hazard modeling, time-series analysis, macroeconomic modeling, Monte Carlo simulations, Value at Risk (VaR) analysis, and the application of nonlinear, ensemble, and machine learning techniques where appropriate.
• You will meticulously analyze historical portfolio performance, assess macroeconomic sensitivities, and identify emerging trends to inform and refine model assumptions and scenario responses. This analytical rigor ensures our forecasts are grounded in empirical evidence and forward-looking insights.
• Overseeing model calibration, the creation of challenger models, benchmarking exercises, and advanced performance monitoring are core duties. You will ensure that our models are not only developed but also continuously validated and optimized for peak performance.
• A significant aspect of this role is ensuring the highest standards of model governance and regulatory compliance. You will produce and approve comprehensive, high-quality documentation detailing methodologies, assumptions, data sources, theoretical foundations, and quantitative reasoning, ensuring transparency and auditability.
• You will be responsible for ensuring that all analytical practices and models adhere to applicable regulatory, audit, privacy, and cybersecurity standards. This includes proactively leading remediation efforts and ensuring audit readiness, while strictly complying with internal model risk management standards.
• Leading interactions with Model Validation teams, Internal Audit, and regulatory bodies is a key function. You will present complex methodologies, defend model approaches with strong quantitative arguments, and effectively address any findings or recommendations.
• You will design and validate data pipelines, transformations, and sampling methodologies in close collaboration with Business Technology teams, ensuring the integrity and reliability of the data underpinning our models.
• Reviewing code for accuracy, performance, and risk controls is essential, guiding the deployment of these models into enterprise platforms. This ensures that our analytical solutions are both sound and scalable.
• Developing analytical tooling, dashboards, and automation to streamline ongoing model performance monitoring and forecasting cycles will enhance efficiency and responsiveness.
• As a trusted quantitative advisor, you will engage with senior leaders across Finance, Treasury, Risk, and Credit Management. Your ability to translate complex model results into clear business implications, articulating the drivers of portfolio performance and scenario outcomes, will be crucial.
• You will present forecasts and stress testing insights to governance committees and senior management, influencing strategic decisions through data-driven insights and forward-looking risk assessments.
• This role includes direct supervision and mentorship of the Credit Forecasting team. You will provide technical leadership and coaching, fostering a culture of continuous improvement, analytical rigor, and best practices in code quality, reproducibility, and documentation.
• Leading peer reviews and championing advancements within the modeling team will ensure Agloan remains at the cutting edge of credit risk analytics.
• Agloan offers a unique opportunity to be part of a national financial system supporting those who feed, clothe, and fuel the world. We are a growing organization embracing collaboration and innovation while delivering transformative solutions, providing a cultivating environment where you can truly make a difference for our customers and teams.

🎯 Requirements

• Master's or PhD in Statistics, Econometrics, Applied Mathematics, Financial Engineering, Economics, Quantitative Finance, Data Science, or a related quantitative field. Equivalent experience with strong quantitative credentials will also be considered.
• Minimum of 7 years of progressive experience in quantitative modeling, with a significant focus on credit risk, CECL, stress testing, and forecasting within the financial services industry.
• Expert-level proficiency in R or Python, including advanced statistical and modeling libraries, coupled with strong SQL skills and experience working with large-scale, loan-level data.
• Deep understanding of banking regulations related to CECL, stress testing, and model risk, along with proven experience in leading regulatory interactions and model validation processes.

🏖️ Benefits

• Outstanding 401k with a 3% automatic employer contribution, plus a match up to 6%.
• Generous Paid Time Off: Vacation accrued at 26 days annually, Sick Days accrued at 15 days annually, 12 paid holidays, plus 16 hours of volunteer time.
• Comprehensive Medical, Dental, and Vision coverage.
• Competitive Incentive Compensation Plan and bonus eligibility based on association and personal performance.

Skills & Technologies

Python

Remote

Degree Required

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AgLoan

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About AgLoan

AgLoan is a leading provider of agricultural real estate loans, specializing in helping farmers and ranchers secure financing for land acquisition, expansion, and refinancing. They offer a comprehensive suite of loan products designed to meet the unique needs of the agricultural sector, including fixed-rate and adjustable-rate mortgages, as well as specialized programs for different types of agricultural operations. With a deep understanding of the agricultural industry and its financial landscape, AgLoan is committed to providing personalized service and competitive rates. Their team of experienced loan officers works closely with clients to navigate the lending process, ensuring a smooth and efficient experience from application to closing. They aim to empower agricultural producers by facilitating access to capital for their essential real estate investments.

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