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 subject‑matter expert in credit portfolio modeling, CECL estimation, stress testing, and forward‑looking 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, well‑controlled, and aligned with business strategy.

Key Responsibilities

Strategic Modeling Leadership

• 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.

Advanced Analytics & Research

• 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.

Model Governance & Regulatory Support

• 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.

Data, Productionization & Technical Oversight

• 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.

Cross‑Functional Influence & Executive Communication

• 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.

Leadership & Mentorship

• 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