This job has expired, please see additional jobs below
Risk Analytics Consultant
First Citizens Bank
Raleigh, NC, United States
Job Details - this job has expired, please see similar jobs below
The position will support the Risk Analytics Department with the development, implementation and maintenance of Current Expected Credit Losses (CECL) models. This position will interact with key stakeholder groups such as Corporate Accounting, Credit Resolution, and Information Technology. In addition, the position may assist in the enterprise-wide DFAST stress testing framework, Allowance for Loans and Lease Losses (ALLL) and other Risk Analytics Department initiatives.
The position will support the Risk Analytics Department with the development, implementation and maintenance of a two-dimensional credit rating system. The position will build and test new credit rating scorecards, as well as, monitor the performance and recalibrate existing models (both internally developed and vendor models). Rating model types will include both probability of default and loss given default for commercial, small business and retail customers. This position will interact with key stakeholder groups such as Credit Administration, Credit Risk Management, Information Technology and Change Management. In addition, the position may assist in the enterprise-wide DFAST stress testing framework, Allowance for Loans and Lease Losses (ALLL) and other Risk Analytics Department initiatives.
*This position can be filled as a Risk Analytics Consultant or Senior Risk Analytics Consultant.Basic Qualifications:
Post graduate degree with a minimum of 4 years risk management, financial analysis or statistical modeling experience.
-Or-
Bachelor degree with a minimum of 6 years risk management, financial analysis or statistical modeling experience.
Additional Requirements:
Strong oral and written communication skills.
Heightened sense of urgency and the ability to handle multiple priorities.
Position requires strong organizational skills, a high level of detail, advanced spreadsheet and database knowledge.
Working knowledge of Generally Accepted Accounting Principles (GAAP), Basel III, Dodd-Frank Act Stress Testing, and bank accounting/regulatory reporting requirements.
Experience in developing VBA macros in Microsoft Access and Excel.
Experience with Base SAS programming or SAS Enterprise Guide.
Demonstrated understanding of databases and database management, ability to understand and manipulate large amounts of data.
Other Preferred Qualifications:
Graduate degree.
Knowledge of Bank systems.