Jason Watson
Assistant Vice President, Risk Analysis Specialist Ii @Bank of America
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WORK HISTORY
Assistant Vice President, Risk Analysis Specialist Ii @Bank of America
Generating model based wholesale loss forecasts for multiple portfolios under various use cases, including CCAR, Current Expected Credit Loss (CECL), corporate planning, and internal scenario analysis. Perform model execution and validate output for modeled forecasting results to be socialized to key business partners, including line-of-business, finance, and credit risk executives. Application of overlays to modeled results in order to account for model limitations and weaknesses, scenario customizations, or discretionary forecast adjustments. Evaluate and understand changes, trends, and risks within the commercial loan portfolio, including asset quality, credit losses, portfolio dynamics, and business strategy. Proactively identify risks and improvements to existing loss forecasting processes and controls to ensure complete, accurate, and timely reporting of forecast results. Coordinate team deliverables pertaining to CCAR regulatory submissions and internal reporting routines.
EDUCATION
University of North Carolina at Charlotte
Master of Business Administration - MBA, Business Analytics
Clemson University
Bachelor's degree, Business/Managerial Economics
ABOUT JASON WATSON
Experienced financial services professional with a background in Scrum Master practices and Business Banking within Fortune 500 companies. Proven track record of driving accelerated growth and leadership development by engaging with diverse business units, senior leaders, and functional areas within the banking sector. Eager to further advance growth and development within a forward-thinking organization.
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