Selby Jennings · 1 week ago
Manager, Credit Risk Reporting and Analytics
Selby Jennings is a fast growing regional bank headquartered in Dallas, and they are seeking a Manager, Credit Risk Reporting & Analytics to join their Credit Admin team. The role involves leading loan loss reserve estimations, enhancing process automation, and collaborating with team members to monitor economic trends and credit quality performance.
Responsibilities
Lead loan loss reserve estimation each quarter for the bank, exhibiting self-initiative
Execute, document and explain the quarterly CECL, ACL, and RULC estimation processes
Continually seek to enhance process automation and expand result insight
Assume a lead role over time in presenting loss reserve estimation results
Closely monitor, track and assemble key economic variable trends and collaborate with other credit analytics team members
Proactively develop dashboards within which analysis and trends can be continually assessed in a user friend, intuitive and insightful fashion
Position requires a combination of attention to detail, strong MS Excel and SQL skills, team-based collaboration and effective communication abilities, especially with internal and external audit partners and the assembly and presentation of data in an intuitive format
Qualification
Required
Lead loan loss reserve estimation each quarter for the bank, exhibiting self-initiative
Execute, document and explain the quarterly CECL, ACL, and RULC estimation processes
Continually seek to enhance process automation and expand result insight
Assume a lead role over time in presenting loss reserve estimation results
Closely monitor, track and assemble key economic variable trends
Collaborate with other credit analytics team members to enhance economic and credit quality performance trends
Proactively develop dashboards for analysis and trends
Attention to detail
Strong MS Excel and SQL skills
Team-based collaboration and effective communication abilities
Experience with large merger integrations
Bachelor's Degree in Accounting, Finance or Data Science
Three to Eight (3 to 8) years of risk quantification and management reporting experience
Demonstrated understanding of credit risk quantification, credit risk management processes, portfolio management and risk assessment
Solid understanding of Moody's Impairment Studio and Data Buffet solutions
Self-starter able to work with or independent of others
Ability to prioritize multiple tasks and assignments
Excellent Microsoft Excel and Word computer skills
Demonstrated understanding of Data Mining, Risk Exposure Modeling and Reporting
Solid working knowledge of SQL, VBA and structured data sets and reporting tools
Ability to evaluate financial statements and read and understand complex loan documents
Excellent verbal and written communication skills
Ability to prepare, present and explain reports and process methodology
Preferred
Broad loan portfolio experience
CPA and/or CFA Certification
Experience within a public reporting banking institution
Knowledge of call report and FISERV system coding
Company
Selby Jennings
Global recruitment firm specialising in Banking
Funding
Current Stage
Late StageRecent News
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