Data Analyst- Credit Risk

Company: Stifel Financial Corp.
Location: Huntsville
Posted on: September 21, 2022

Job Description:

SUMMARYThe Data Analyst will employ data science methodologies to ensure loan portfolio data integrity to be utilized in credit loss forecasting and management reporting.ESSENTIAL DUTIES & RESPONSIBILITIES

• Responsible for the monthly production of loan impairment actual and portfolio analytics.
• Fully learn and understand all aspects of processing within Impairment Studio with the help of Moody's internal support team.
• Create Policy and Procedure documents for CECL reserves using Loss Rate and PD/LGD.
• Support Portfolio Managers and /Underwriters with finalizing PD / LGD calibrations using Moody's Credit Lens and Commercial Mortgage Metrics platforms.
• Work with Bank's 3rd party consultants on future aspects of the final/ new implementation packages.
• Review the broad loan portfolio (PD/LGD down to the loan/facility level).
• Work hand in hand with Credit Underwriting and Portfolio Management (Review the loan ratings, PD/LGD output match between CL/CMM and ACBS, Ensure general accuracy of outputs).
• Review ACBS files (General balances, Funded vs Unfunded, C&I vs CRE, Other ad hoc).QUALIFICATIONS
  • Ability to use accounting/financial techniques/tools and attention to detail for Impairment accuracy and integrity though analytics
  • Knowledge of Portfolio risk management including credit risk lifecycle and it's impacts on the drivers of impairment
  • Documentation of existing processes and models to a required standard as defined by the internal & external auditors and other governance bodies
  • Ability to deal with complex problems/issues, hypothesis testing via data analysis
  • Advanced statistical analysis and experience working with large data setsEDUCATION & EXPERIENCE
    • Minimum Required: Bachelor's degree in Information Technology, Computer Science or Business Administration or equivalent work experience or equivalent work experience.
    • Minimum Required: 1+ years' of investment, financial or technical experienceSYSTEMS & TECHNOLOGY
      • Proficient in Microsoft Excel, Word, PowerPoint, Outlook, and Microsoft T-SQL
      • Must have experience with one of following scripting languages: SQL, SAS
      • Practical experience with Excel, Power BI, Python and/or R

Keywords: Stifel Financial Corp., College Station , Data Analyst- Credit Risk, Professions , Huntsville, Texas