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Data Analyst- Credit Risk

Company: Stifel Financial Corp.
Location: Harrisonburg
Posted on: September 19, 2022

Job Description:

SUMMARY
The 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 sets
EDUCATION & 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 experience

SYSTEMS & 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., Harrisonburg , Data Analyst- Credit Risk, Professions , Harrisonburg, Virginia

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