DESCRIPTION:

Duties: Provide portfolio loan data analysis and loss forecasting in a business and financial context. Provide information by assembling, interpreting, and summarizing macroeconomics and model output. Prepare reports based on forecasted loan loss, qualitative and quantitative analysis of portfolio provisions and risk controls, profit and loss-related findings, insights, and recommendations for senior management. Provide insights to support model results from a business perspective using macroeconomics variables and loan-related attributes. Work closely with business partners, including Finance, Risk, Controllers, and the Model and Model Governance teams to ensure consistency and accuracy of the credit loss forecast process.

QUALIFICATIONS:

Minimum education and experience required: Master’s degree in Financial Engineering, Finance, Mathematics, Statistics, or related field of study plus 1 year of experience in the job offered or as Modeling Analytics, Credit Risk Analyst, or related occupation. The employer will alternatively accept a Bachelor’s degree in Financial Engineering, Finance, Mathematics, Statistics, or related field of study plus 3 years of experience in the job offered or as Modeling Analytics, Credit Risk Analyst, or related occupation.

Skills Required: Requires experience in the following: Loan loss provision, Loss forecasting analytics and modeling; Risk Modeling; Statistical modeling; Risk Analytics; Credit Risk management; Risk appetite; Risk control along with policy and bank oversight requirements; P&L analysis; SAS; SQL; Python; R; Data manipulation and analysis; Data visualization and storytelling; Hypothesis testing; Regression testing; Logistic Models; Generalized linear models; Monte-Carlo Simulation; Markov Chain; VBA; Tableau; Power BI; Scorecard model validation; Credit underwriting strategy development; Credit Reporting skills; and Developing risk strategy recommendations from observed outcomes.

Job Location: 8181 Communications Pkwy, Plano, TX 75024