American AgCredit · 9 hours ago
Director of Credit Loss Forecasting
United States
Full-time
Remote
Mid, Senior Level
$144K/yr - $274K/yr
7+ years expAmerican AgCredit is a national financial system supporting those who feed, clothe and fuel the world. The Director of Credit Loss Forecasting serves as a subject-matter expert in credit portfolio modeling and leads the design and development of advanced quantitative models while providing technical leadership and mentorship to team members.
AgricultureFinancial Services
No H1B
U.S. Citizen Only
Responsibilities
Lead development and enhancement of complex CECL, credit loss, and portfolio forecasting models, including PD/LGD/EAD frameworks, charge-off prediction, and segment-level behavior models
Architect and maintain enterprise stress testing and scenario-based forecasting models aligned with regulatory, economic, and strategic planning needs
Evaluate model design choices, explore innovative techniques, and propose improvements to enhance model accuracy, stability, and interpretability
Conduct high-level quantitative research using: Econometrics and statistical learning, Survival/hazard modeling, Time-series and macroeconomic modeling, Monte Carlo and/or Value at-Risk (VaR) simulation, Nonlinear, ensemble, and machine learning methods (where appropriate)
Analyze historical portfolio performance, macroeconomic sensitivities, and emerging trends to inform model assumptions and scenario responses
Oversee model calibration, challenger model creation, benchmarking, and advanced performance monitoring
Produce and approve high-quality documentation of methodologies, assumptions, data, theoretical foundations, and quantitative reasoning
Ensure analytics practices and models meet applicable regulatory, audit, privacy, and cybersecurity standards; lead remediation and audit readiness; Comply with internal model risk standards
Lead interactions with Model Validation, Internal Audit, and regulators by presenting methodology, defending model approaches, and addressing findings
Design and validate data pipelines, transformations, and sampling methodologies in partnership with Business Technology teams
Review code for accuracy, performance, and risk controls; guide deployment into enterprise platforms
Develop analytical tooling, dashboards, and automation to support ongoing model performance and forecasting cycles
Act as a trusted quantitative advisor to senior leaders in Finance, Treasury, Risk, and Credit Management
Translate model results into business implications, clearly articulating drivers of portfolio performance and scenario outcomes
Present forecasts and stress testing insights to governance committees and senior management
Influence strategic decisions through data-driven insights and forward-looking risk assessments
Provides direct supervision to the Credit Forecasting team
Provide technical leadership and coaching to team members and fellow analysts
Establish best practices for code quality, analytical rigor, reproducibility, and documentation
Lead peer reviews and champion continuous improvement across the modeling team
Qualification
Required
Master's or PhD in Statistics
Master's or PhD in Econometrics
Master's or PhD in Applied Mathematics
Master's or PhD in Financial Engineering
Master's or PhD in Economics
Master's or PhD in Quantitative Finance
Master's or PhD in Data Science
Equivalent experience with strong quantitative credentials also considered
7+ years experience
Knowledge of banking regulations related to CECL, stress testing, and model risk
Expert‑level proficiency in R or Python, including advanced statistical and modeling libraries
Strong command of time‑series and panel modeling
Strong command of credit portfolio modeling techniques
Strong command of macroeconomic variable integration
Strong command of probability & advanced statistical inference
Strong command of optimization and simulation methods
Strong SQL skills and experience with large‑scale, loan‑level data
Experience deploying or overseeing production model implementation
Exceptional communication skills, capable of explaining complex models to senior leadership and regulatory audiences
Strong analytical writing, documentation, and technical storytelling abilities
Leadership. Ability to lead through influence in a cross‑functional environment
High attention to detail and a strong risk‑management mindset
Action Oriented: Demonstrates urgency and decisiveness in driving initiatives forward, while delivering practical, impactful results
Benefits
Commitment to agriculture and the communities we serve
Family friendly work environment
Investment in employee development
Medical, Dental and Vision coverage
Outstanding 401k – automatic 3% employer contribution, plus 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)
Competitive Incentive Compensation Plan
Disability & Life Insurance
Employee mental, physical, and financial wellness programs
The position is bonus eligible based on association and personal performance
Company
American AgCredit
American AgCredit is a borrower-owned association chartered through the Farm Credit System.
501-1000 employees
Funding
Current Stage
Late StageLeadership Team
Curt Hudnutt
President and CEO
Recent News
MarketScreener
2025-10-03
The North Bay Business Journal
2024-03-28
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