Supporting first line management of the Bank’s loan portfolio, CECL, CRE and Capital Stress Testing, and other ad hoc analytics.
Requirements
- Skill in computer and software, including SQL, R or Python, Alteryx, Power BI or Tableau, and Microsoft Office Suite (Word, Excel, PowerPoint, and Outlook).
- Knowledge of quantitative modeling principles and data quality standards.
- 2+ years of demonstrated experience in data analysis, business intelligence, data management, or a job-related field, required.
Responsibilities
- Provide internal stakeholders with analytics, reporting, and insights using internal/external data and analytics tools.
- Analyze, interpret, and convey economic, market, and internal drivers that influence credit portfolio risk and quantitative model outputs.
- Extract and transform data using SQL or Alteryx, find data inconsistencies, and resolve data quality issues.
- Assist in executing risk models, documenting procedures, and running user acceptance testing for the bank’s risk rating, stress testing and Current Expected Credit Losses (CECL) procedures.
- Produce and present high-quality reports and analyses to co-workers, management, and executives.
Other
- Responsible for supporting first line management of the Bank’s loan portfolio, CECL, CRE and Capital Stress Testing, and other ad hoc analytics.
- Independently develop solutions to business problems using critical thinking and creativity.
- Manage assigned projects timely to ensure compliance with regulatory deadlines and internal due dates.
- Ability to communicate effectively both verbally and in writing to a broad level of audiences.
- Ability to multitask and produce high-quality reports, presentations, and analysis.
- Ability to operate and work collaboratively in a fast-paced, unpredictable environment with exacting deadlines.
- General financial knowledge including basics of lending and loan structure.
