Job Details

JOB DESCRIPTION

WHY IS THIS A GREAT OPPORTUNITY?

---

Quantitative Risk Model Manager

Tasked with assisting in the ongoing regulatory requirements largely but not exclusively related to credit models.  These models may or may not include DFAST, CCAR, Allowance for Credit Losses (including all component models), and CECL. Interfaces extensively with senior to executive leadership throughout the organization.

JOB DESCRIPTION

Critical Responsibilities Tasks

 

• Perform review and analysis of expert judgment or qualitative factors that enhance quantitative models; review to approve proper controls and adequate documentation is in place. 
• Support in reporting and query writing for all credit reporting inquiries that are extracted directly from the loan system. 
• Aids in Business Intelligence report writing.
• Aids with the management process for all credit models including allowance for credit losses, credit risk stress testing and credit data mart applications. 
• Aids with maintaining the mapping process from multiple systems to certify consistency in reporting across the bank for credit reporting purposes.
• Report various findings and outcomes to executive management on a periodic basis as part of the strategic decision making process of the bank.
• Generates various ad hoc reporting for executive management decision making.

QUALIFICATIONS

Minimum Qualifications 

 

• Advanced degree in Mathematics, Statistics, Economics or related field 
• 4 or more years of experience in financial risk management, experience in developing and/or validating statistical models is preferred
• Knowledge with SQL, SAP Business Objects and relational database configuration is preferred
• Must have attention to detail, initiative and capacity to work under tight deadlines
• Advanced Microsoft excel and proficiency in Microsoft Access mandatory
• Innovative skills with database development, maintenance, and extraction of data for reporting
• Acquaintance of credit and financial risk management, economic capital and stress testing concepts 

Education:
University - Bachelor's Degree/3-4 Year Degree