Director of Credit Loss Forecasting

Why should you join our team?

American AgCredit offers a unique opportunity to be a 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. American AgCredit provides a cultivating environment where you truly make a difference for our customers and teams.

Benefits offered by American AgCredit:

• 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

Position will be posted until filled.

The Director of Credit Loss Forecasting serves as a subjectmatter expert in credit portfolio modeling, CECL estimation, stress testing, and forwardlooking scenario analysis. This role leads the design, development, and enhancement of advanced quantitative models, the ongoing operations, and communications with senior leaders. They provide technical leadership, mentors team members, influences model governance and regulatory interactions, and partners across the enterprise to ensure models are analytically rigorous, wellcontrolled, and aligned with business strategy.

• Lead development and enhancement of complex CECL, credit loss, and portfolio forecasting models, including PD/LGD/EAD frameworks, chargeoff prediction, and segmentlevel behavior models.
• Architect and maintain enterprise stress testing and scenariobased 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 highlevel 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 highquality 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 datadriven insights and forwardlooking 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.

• Master's or PhD in:
  • Statistics
  • Econometrics
  • Applied Mathematics
  • Financial Engineering
  • Economics
  • Quantitative Finance
  • 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.
• Expertlevel proficiency in R or Python, including advanced statistical and modeling libraries.
• Strong command of:
  • Timeseries and panel modeling
  • Credit portfolio modeling techniques
  • Macroeconomic variable integration
  • Probability & advanced statistical inference
  • Optimization and simulation methods
• Strong SQL skills and experience with largescale, loanlevel 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 crossfunctional environment.
• High attention to detail and a strong riskmanagement mindset.
• Action Oriented: Demonstrates urgency and decisiveness in driving initiatives forward, while delivering practical, impactful results.

PAY RANGE:

This range is reflective of the national salary average for this position and will be adjusted using geographic variance for physical location of the hired candidate. American AgCredit may compensate outside of the salary range for bona fide reasons not related to membership in a protected class.

• Reflected is the national base pay range and title offered for this job at the current level.

• Compensation, title, and job level may be adjusted based on candidate qualifications including but not limited to achievements, skills, experience, or work location.

• Salary offered, within the applicable range, is one component of the total rewards package offered to candidates.

All hiring is contingent on eligibility to work in the United States. We are unable to sponsor or transfer visas for applicants.

American AgCredit provides equal opportunity in employment to all employees and applicants. We celebrate diversity and do not discriminate on the basis of race, color, creed, religion, national origin, ancestry, alienage or citizenship status, age, sex, sexual orientation, gender identity, gender expression, marital status, genetic information, medical condition, physical or mental disability, pregnancy, childbirth or related medical condition, military service or veteran status, victims of domestic violence, or any other characteristics protected by applicable federal, state, or local laws. American AgCredit prohibits harassment of any individuals on any of the bases listed above.

If you need assistance or an accommodation due to a disability, you may contact us at jobs@agloan.com.