Credit Risk Modeling & Reporting Analyst

Hybrid opportunity - Miami Lakes, FL.

SUMMARY: Reporting to the Financial Risk Modeling & Reporting Manager the Credit Risk Modeling and Reporting Analyst is part of the Enterprise Risk Analytics team, a dynamic team of talented professionals whose task is to produce valuable recurring risk reporting and analytics as well as advance the modeling framework to identify and manage risk. The Credit Risk Modeling and Reporting Analyst uses a combination of analytical, communication, and technical reporting skills to further advance the various risk analytics initiatives and add value to the organization by maintaining and designing professional, articulate, and insightful reports for management.

ESSENTIAL DUTIES AND RESPONSIBILITIES include the following. Other duties and special projects may be assigned.

• Periodic reporting on the loan portfolio. This includes report generation in a wide variety of formats including but not limited to Tableau dashboards, Microsoft Excel report, PowerPoint presentations and Microsoft Word reports, on a periodic as well as ad-hoc basis. Reporting includes but is not limited to:




• Quarterly and end-to-end stress testing, credit risk attribution, credit VaR, sensitivity analysis, risk decomposition.
• This includes the generation and utilization of results from Moody's RiskCalc, Commercial Mortgage Metrics, and RiskFrontier platforms.




• Drive the automation of report and dashboard generation in a manner that drives consistency, accuracy and repeatability in credit risk reporting.
• Develop expertise in Moody's CMM, RiskCalc and RiskFrontier.
• Integrate and utilize data from a variety of sources in an efficient and accurate manner to drive excellence in risk reporting.
• Assist risk management in the design and implementation of risk reporting across a variety of media.
• Maintain accurate documentation on a variety of tasks associated with their role.
• Utilize knowledge of -risk concepts to identify inconsistencies in the reports they generate.
• Work closely with the data and technology teams to improve the data infrastructure needed to support the above initiatives.
• Adheres to and complies with applicable, federal and state laws, regulations and guidance, including those related to anti-money laundering (i.e. Bank Secrecy Act, US PATRIOT Act, etc.).
• Adheres to Bank policies and procedures and completes required training.
• Identifies and reports suspicious activity.

EDUCATION

Degree in a quantitative discipline (eg Statistics, Finance, Mathematics, Engineering, Economics) required.

EXPERIENCE

• Experience in financial services, preferably within a Credit Risk, Treasury, Capital Markets, or ALM division of a medium to large financial institution, with some direct exposure to analytics and modeling applied to finance and risk.
• Proficiency in generating reports using Tableau preferred.
• Proficiency with programming languages, particularly R or Python preferred.
• Experience utilizing and merging data from a variety of databases preferred.
• Candidates with less banking experience but outstanding skills may be considered.

CERTIFICATES, LICENSES, REGISTRATIONS

• Chartered Financial Analyst (CFA) preferred.
• Professional Risk Manager (PRM) preferred.
• FRM preferred.

KNOWLEDGE, SKILLS AND ABILITIES

• Understanding of credit models (PD, LGD, etc) preferred. This Analyst should be able to use this understanding to interpret and discover inconsistencies in risk results.
• Understanding of statistical methods including, but not limited to, Monte Carlo simulations, logistic regressions, linear regression.
• Excellent communication skills (visual, verbal, and written) with the ability to articulate complex concepts into a format digestible by a diverse audience.
• Strong interpersonal skills to aid in working with different divisions within the company.
• Ability to work under pressure, meet deadlines, manage competing initiatives and adapt to an ever changing work pace with a focus on accuracy and attention to detail.
• Experience with Moody's Credit Risk Solutions (RiskCalc, Commercial Mortgage Metrics, RiskFrontier).
• Prior experience in credit risk reporting.
• Prior experience working with databases.
• Prior experience automating tasks.
• Knowledge of statistical concepts relating to credit risk measurement.

ADDITIONAL INFORMATION

• Candidates residing in locations within BankUnited's footprint may be given preference.