My client is a Tier 1 Investment Bank here in Dallas who is looking for a high level individual contributor to assist in overseeing their unsecured lending portfolio both locally and globally. This person will be instrumental in this team as they will be managing a growing team while also leveraging their statistical modeling experience for CECL and CCAR development.
The responsibilities of this role include:
- building statistical models for stress testing, loss forecasting, and loan loss reserves
- managing a small team of quantitative analysts who will be developed CCAR and IFRS9 models
- utilizing knowledge of macroeconomic variables to inform loan loss reserve strategy
- communicating to senior stakeholders and explaining technical results to non-technical personnel
This person will need to have sound knowledge of unsecured lending, statistical modeling, and managerial skills. It will be a great opportunity to join an incredible company where you are jumping into a senior manager position leading a team of model developers.