**Description** **Location:** On site as described in posting. **SUMMARY** Support the Credit Loss Analytics team with Economic Capital (EC) modeling processes. Assist with preparing data, running model simulations, analyzing results, and maintaining accurate documentation related to First Horizon Bank’s loan and investment portfolios. EC modeling helps inform the Bank’s capital planning, risk management, and loan pricing decisions, as well as capital adequacy assessments across different portfolio segments. This role contributes to risk monitoring and the identification of emerging trends that could impact the Bank’s solvency and risk appetite, with opportunities to develop new skills and expand into related areas over time. **ESSENTIAL DUTIES AND RESPONSIBILITIES** + Prepare and extract loan and investment data from commercial and consumer databases and Treasury systems using SAS. Transform, standardize, and validate input files according to data quality protocols. + Run monthly simulations using a credit economic capital model to generate economic capital estimates. Maintain documentation of model parameters, and simulation settings for audit and reproducibility. + Analyze EC model results to identify key drivers, trends, and variances versus prior estimates. Explain economic impacts, changes in portfolio risk, and deviations caused by data, assumptions, or market environment. + Support documentation of rationale and approval for any output adjustments, ensuring compliance with model governance. + Update and maintain comprehensive documentation, including model assumptions, data preparation workflows, model run logs, and periodic output validations, per audit and regulatory standards. + Assist with Model Risk Management (MRM) and Capital Stress Testing Committee (CSTC) reviews for material changes or overrides, preparing necessary analyses. + Complete ad hoc requests related to portfolio-level EC estimates, scenario analysis, or model enhancements as prioritized by the team manager. + While the analyst's initial focus will be EC analysis, over time, the analyst will cross-train with the team to gain proficiency in CECL-related processes and reporting. **SUPERVISORY RESPONSIBILITIES** None. **QUALIFICATIONS** + Bachelor’s degree in business, quantitative science, or related field required. Master’s degree preferred but not required. + 1-3 years in credit risk analysis, loss forecasting, capital modeling, or working with quantitative models in financial services preferred, but open to applicants who have strong data or analytics skills even if specific EC experience is limited. + Strong analytical skills with experience interpreting complex quantitative models, identifying data anomalies, conducting ad hoc research, and solving problems independently. The ability to clearly explain and document technical findings to non-technical audiences is critical and required for success in this role. + Familiarity with probability of default (PD), loss given default (LGD), credit migration, and risk segmentation required. + Proficiency with Moody’s Portfolio Studio, Moody’s RiskFrontier or comparable EC simulation/modeling platforms preferred but not required. **COMPUTER AND OFFICE EQUIPMENT SKILLS** Proficiency in SQL, Python, or other analytic platforms (SAS, R) required. **CERTIFICATES, LICENSES, REGISTRATIONS** None required. **About Us** First Horizon Corporation is a leading regional financial services company, dedicated to helping our clients, communities and associates unlock their full potential with capital and counsel. Headquartered in Memphis, TN, the banking subsidiary First Horizon Bank operates in 12 states across the southern U.S. The Company and its subsidiaries offer commercial, private banking, consumer, small business, wealth and trust management, retail brokerage, capital markets, fixed income, and mortgage banking services. First Horizon has been recognized as one of the nation's best employers by Fortune and Forbes magazines and a Top 10 Most Reputable U.S. Bank. More information is available at www.FirstHorizon.com (https://urldefense.com/v3/\_\_https:/www.firsthorizon.com/\_\_;!!Cz2fjcuE!hpq9hPnrucZCPIAVPojVESItIq-FPzhurNdCrQ3JE8Rkx3gMd70nIk6\_kmPxl66\_oJCEsXs0gNunPowMAMHCmBYPOtUxUGI$) . **Benefit Highlights** • Medical with wellness incentives, dental, and vision • HSA with company match • Maternity and parental leave • Tuition reimbursement • Mentor program • 401(k) with 6% match • More -- FirstHorizon.com/First-Horizon-National-Corporation/Careers/Our-Benefits **Follow Us** Facebook (https://www.facebook.com/FirstHorizonBank) X formerly Twitter LinkedIn (http://www.linkedin.com/company/first-horizon-bank) Instagram YouTube (https://www.youtube.com/channel/UCEVs5OMj-b0H9Dr5Q209\_-Q) Equal Opportunity Employer/Protected Veterans/Individuals with Disabilities This employer is required to notify all applicants of their rights pursuant to federal employment laws. For further information, please review the Know Your Rights (https://www.eeoc.gov/poster) notice from the Department of Labor.