A sizable commercial bank in the Dallas/Fort Worth area is looking for a senior level candidate to join their quantitative analytics division. This incumbent will be responsible for the model development and implementation efforts across the enterprise with a specific focus on commercial credit risk model development. This is the ideal opportunity for big banking candidates to join a smaller environment and gain more exposure and oversight to influence business decision making. This role will require daily collaboration with C-level executives and other stakeholder across business units including finance, accounting, credit, treasury, risk, etc.
- Build and maintain various models including times series and logistic regression models to aid in the banks forecasting efforts.
- Oversee all enhancements to existing models, data analysis and implementation in addition to documentation and reporting efforts.
- Effectively communicate findings of the models to senior leadership to help the business make informed decisions.
- Manage and train a small team of junior analysts and act as subject matter expert for various modeling initiatives.
- Assure all development efforts are compliant with federal regulations
- Master's or PhD level degree in any STEM related field (mathematics, statistics, economics, etc.)
- 8+ years of experience in the commercial/wholesale credit risk modeling domain
- Expert proficiency in R, SAS, MATLAB< SQL, & Python.
- Advanced knowledge of time series analysis, non-linear regression or other advanced modeling practices.
- Prior experience developing CECL, CCAR, stress testing, scenario design models for wholesale lending (CRE/ C&I)
- Excellent written and verbal communication for this role is mandatory