A large commercial investment bank in the Dallas - Fort Worth area is looking to add an experienced credit risk modeler to their greater quantitative analytics group. This role would be a great opportunity for candidates looking for less bureaucracy and more exposure to senior leadership and work closely with the CFO and CRO of the bank. Additionally, this candidate will be developing and implementing models across the entire enterprise with complete autonomy. Individuals should be subject matter experts in wholesale credit risk analytics, specifically with commercial real estate portfolios.
- Collaborate with senior leadership to provide quantitative solutions to solve problems across different business functions.
- Develop a variety of models including loss forecasting, time series analysis, decision tress, etc.
- Stay up to date on latest modeling tools and methodologies.
- Effectively communicate findings of the models to executives and internal stakeholders.
- Serve as the group SME for all things modeling related.
- 8+ years of model development experience, specifically stress testing/ loss forecasting modeling.
- Master's degree or above in any STEM related field is required.
- Excellent written and verbal communications skills.
- Proficiency with SAS, Python and R.
- Proven experience in time series analysis, machine learning or other advanced modeling approaches.