Head of Objective Forecasting

The position is described below. If you want to apply, click the Apply Now button at the top or bottom of this page. After you click Apply Now and complete your application, you'll be invited to create a profile, which will let you see your application status and any communications. If you already have a profile with us, you can log in to check status. Need Help? If you have a disability and need assistance with the application, you can request a reasonable accommodation. Send an email to Accessibility (accommodation requests only; other inquiries won't receive a response). Regular or Temporary: Regular Language Fluency:  English (Required) Work Shift: 1st shift (United States of America) Please review the following job description: The Senior Quantitative Model Development Officer II manages model development activities specific to a Line of Business, Function or Risk discipline. Core responsibilities specific to the model development life cycle include planning, data appropriateness, model estimation, model evaluation/interpretation and ensuring models are fit for intended use. Assistance responsibilities, which vary from model to model, include business process integration, model deployment and on-going model evaluation. We are seeking a senior transformative leader to spearhead Truist’s Objective Forecasting function within the Quantitative Office. The Head of Objective Forecasting will lead the development of a consistent system of measurement for financial and capital planning which can inform strategy, risk positioning, and optimization. The Objective Forecasting team supports the models used in stress testing (CCAR), the allowance for credit loss (ACL/CECL), market valuation and earnings at risk (IRR), and market risk. This support includes the implementation, production, and monitoring of the credit loss and quantitative finance inventory of models. Importantly, this function also drives the consolidated output and automation of the model’s financial output to create an objective measurement for the firm’s outlook and performance. About the Quantitative Office The Quantitative Office (QO) is Truist’s central and lead model development function, serving as a critical enterprise capability that underpins risk management, financial performance and strategic decision-making across the bank. QO drives enterprise-wide impact by integrating and scaling advanced quantitative modeling disciplines within a unified strategic framework. Through specialized teams spanning Credit Loss, Quantitative Finance, Wholesale Risk Rating, Retail Underwriting and Compliance, and Financial Crimes – supported by horizontal delivery, governance, and quantitative asset management functions – QO develops and manages the majority of the bank’s most important models. As Truist’s centralized model development authority, QO establishes consistent standards, strengthens technical rigor, and accelerates innovation. QO serves as a strategic engine that reduces risk, enhances model reliability, and optimizes performance across all business units. ESSENTIAL DUTIES AND RESPONSIBILITIES Following is a summary of the essential functions for this job.  Other duties may be performed, both major and minor, which are not mentioned below.  Specific activities may change from time to time.   1. Manage model development/estimation activities across the model life cycle, including planning, data acquisition, estimation, evaluation, documentation, approval, model/business process integration and implementation 2. Build / lead a team of highly skilled quantitative model developers to develop risk models using advance modeling approaches and set the standard for excellent performance 3. Provide leadership / mentorship to other quantitative model development managers across various products, modeling disciplines and complexities. 4. Establish, maintain and administer model development infrastructure, process and procedures 5. Assist various parties