Supporting Credit Loss Analytics team with Economic Capital (EC) modeling processes to inform First Horizon Bank's capital planning, risk management, and loan pricing decisions
Requirements
- Proficiency in SQL, Python, or other analytic platforms (SAS, R) required
- 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
- Strong analytical skills with experience interpreting complex quantitative models, identifying data anomalies, conducting ad hoc research, and solving problems independently
Responsibilities
- Prepare and extract loan and investment data from commercial and consumer databases and Treasury systems using SAS
- Run monthly simulations using a credit economic capital model to generate economic capital estimates
- Analyze EC model results to identify key drivers, trends, and variances versus prior estimates
- 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
Other
- 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
