Risk Management
Risk Management
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Job Description
DESCRIPTION:
Duties: Drive the development of analytics tools to enhance the overall efficiency of the stress testing group. Partner with Risk Finance and Quantitative Research groups to assist in the enhancement of existing loan stress models. Collect data from various sources synthesize the information perform analysis and interpret results to make recommendations that impact portfolio risk management. Run and review stress loss forecasting models to meet regulatory reporting requirements and ongoing portfolio monitoring. Support the production of the Comprehensive Capital and Analysis Review and Dodd-Frank Act Stress Tests (CCAR & DFAST) and quarterly Risk Appetite stress testing exercises. Collaborate with the Quantitative Research group to implement and maintain a new loss estimation framework. Prepare and present results to regulators and management teams in Risk and Finance. Support the development of complex sensitivity analysis and the extension of stress testing results for risk management purposes. Work with the Risk Identification team to align stress testing with risks identified across the portfolio.
QUALIFICATIONS:
Minimum education and experience required: Masters degree in Business Analytics Data Analytics Information Technology Data Science Economics Finance or related field of study plus three (3) years of experience in the job offered or as Risk Management Business Intelligence Analyst Quantitative Analyst Software Engineer Software Quality Analyst or related occupation. The employer will alternatively accept a Bachelors degree in Business Analytics Data Analytics Information Technology Data Science Economics Finance or related field of study plus five (5) years of experience in the job offered or as Risk Management Business Intelligence Analyst Quantitative Analyst Software Engineer Software Quality Analyst or related occupation.
Skills Required: This position requires experience with the following: developing and maintaining Python-based code for data analysis and calculations; collaborating with various teams designing developing and deploying Python-based codebase; troubleshooting and debugging issues that arise in the Python-based codebase; manipulating aggregating and summarizing data and model results; creating visualizations in Tableau and Excel that support decision making; using Excel PowerPoint and Word applications for data analysis documentation and presentation purposes; creating dynamic reports using pivot tables in Excel; loss modelling; predictive analysis on loan defaults; defining requirements for reporting enhancements. Experience in the skills may be gained through professional work experience graduate coursework experience or internships.
Job Location: 8181 Communications Parkway Plano TX 75024.
Employment Type
Full-Time
