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Job

SVP - Head of Modeling, CECL and CCAR

  • Location

    Dallas

  • Sector:

    Financial Services and Banking

  • Job type:

    Permanent

  • Contact:

    Kelsy Rodriguez

  • Contact email:

    k.rodriguez@hamlynwilliams.com

  • Salary high:

    0

  • Salary low:

    0

  • Published:

    3 months ago

  • Expiry date:

    2021-05-30

  • Startdate:

    ASAP

The SVP - Head of Modeling/Loss Forecasting will lead the bank's efforts in implementingn the CECL standard and will be responsible for development of fundamental models for loss likelihood as well as support critical credit loss estimation for various consumer portfolios.

Responsibilities:

-Head credit modeling and monitoring for loan portfolio 

-Lead all CECL and stress testing communications with stake holders

-Manage a team of data analysts for regulatory modeling to ensure delievry of value driven analytics 

-Perform financial risk management and advisory engagement assistance related to expected credit loss implementations 

 

Qualifications: 

-MBA in Finance/Economics or Master's degree in quantitative field 

-6+ years management experience, including both both analysts and managers 

-15+ years experience in financial services and credit risk management 

-Knowledge of CECL standard 

-Demonstrated use of of: Python or SAS 

-Experience leading model development of credit models of loss severity and likelihood, product implementation and support

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