Enterprise Bank and Trust
Vice President of Credit Risk Analytics
Enterprise Bank and Trust, St Louis, Missouri, United States
About Us
Enterprise Bank & Trust is dedicated to fostering entrepreneurship and enhancing community wellbeing. As a bank that supports businesses from local coffee shops to large construction firms, our mission revolves around aiding business success and community growth.
With a strong presence across several states including Arizona, California, Florida, Kansas, Missouri, New Mexico, Nevada, and Texas, we are thriving and invested in our communities. We extend our commitment to our employees by offering annual paid volunteer time off and opportunities for charitable matching, ensuring a fulfilling workplace. Recognized multiple times as a
Best Bank to Work For
by American Banker, we provide a wide range of benefits and opportunities for professional development. Join us in our mission to guide people towards a lifetime of financial success while enjoying growth opportunities, collaborating with interesting colleagues, and contributing to the welfare of our communities. Job Summary As the Vice President of Credit Risk Analytics, you will oversee the Allowance for Credit Losses (ACL) methodology in line with the Current Expected Credit Loss (CECL) standards. Your role will involve analyzing loan portfolio data and developing risk models to minimize operational losses and safeguard the bank’s assets. You will be responsible for maintaining the quality of loan portfolio data and providing critical insights to bank management for informed decision-making. Key Responsibilities Lead the management of the CECL allowance model, ensuring all policies and methodologies comply with regulatory requirements. Conduct quarterly ACL calculations, focusing on model design, data accuracy, and comprehensive reporting. Validate model outcomes and effectively communicate findings to internal auditors, regulatory examiners, and model risk management specialists. Enhance data quality practices by collaborating across departments to ensure data suitability for analysis. Conduct detailed analytical research and reporting on accounting standards or policy updates affecting data. Manage stress testing and sensitivity analyses for the loan portfolio, maintaining accurate documentation of these processes. Participate in the Allowance for Credit Losses Committee, preparing comprehensive presentations for board committees. Assess varying scenarios for the portfolio, including growth rates, credit quality changes, and market disruptions. Work collaboratively with senior leadership on bank-wide capital stress testing initiatives. Ensure alignment and accuracy between internal loan data and third-party vendor information. Monitor and report on loan portfolio trends to senior management through thorough analysis. Oversee the documentation and reporting for the Risk and Audit committees of the Board of Directors. Respond to ad hoc analytical requests from various departments as needed. Lead special projects aligned with the bank’s objectives. Contribute to data integration efforts for acquired entities regarding credit allowances and PCD asset identification. Qualifications Proven ability to gather and evaluate data to draw valid conclusions. Strong communication skills with the ability to convey complex information clearly and confidently. Excellent organizational skills and a detail-oriented approach. Experience in statistical analysis and proficiency in relevant software. Deep knowledge of CECL guidelines and methodologies, along with a solid understanding of US GAAP. Experience Bachelor's degree in Finance, Accounting, or Business Administration. At least 7 years of experience in financial modeling, credit risk analysis, and data analytics. A minimum of 3 years of direct experience with CECL methodology. Technical Skills Proficiency in Microsoft Office, especially advanced data analysis skills in Excel (e.g., pivot tables, macros, VBA). Experience with statistical software (e.g., PowerBI) and potential knowledge of SQL. Familiarity with banking systems (e.g., FIS - Bankway/IBS, Salesforce/nCino) is desirable. Supervisory Responsibilities Oversee a team of Credit Risk Management Specialists. Join us in shaping the future of credit risk analytics at Enterprise Bank & Trust and make a meaningful impact in our communities.
Best Bank to Work For
by American Banker, we provide a wide range of benefits and opportunities for professional development. Join us in our mission to guide people towards a lifetime of financial success while enjoying growth opportunities, collaborating with interesting colleagues, and contributing to the welfare of our communities. Job Summary As the Vice President of Credit Risk Analytics, you will oversee the Allowance for Credit Losses (ACL) methodology in line with the Current Expected Credit Loss (CECL) standards. Your role will involve analyzing loan portfolio data and developing risk models to minimize operational losses and safeguard the bank’s assets. You will be responsible for maintaining the quality of loan portfolio data and providing critical insights to bank management for informed decision-making. Key Responsibilities Lead the management of the CECL allowance model, ensuring all policies and methodologies comply with regulatory requirements. Conduct quarterly ACL calculations, focusing on model design, data accuracy, and comprehensive reporting. Validate model outcomes and effectively communicate findings to internal auditors, regulatory examiners, and model risk management specialists. Enhance data quality practices by collaborating across departments to ensure data suitability for analysis. Conduct detailed analytical research and reporting on accounting standards or policy updates affecting data. Manage stress testing and sensitivity analyses for the loan portfolio, maintaining accurate documentation of these processes. Participate in the Allowance for Credit Losses Committee, preparing comprehensive presentations for board committees. Assess varying scenarios for the portfolio, including growth rates, credit quality changes, and market disruptions. Work collaboratively with senior leadership on bank-wide capital stress testing initiatives. Ensure alignment and accuracy between internal loan data and third-party vendor information. Monitor and report on loan portfolio trends to senior management through thorough analysis. Oversee the documentation and reporting for the Risk and Audit committees of the Board of Directors. Respond to ad hoc analytical requests from various departments as needed. Lead special projects aligned with the bank’s objectives. Contribute to data integration efforts for acquired entities regarding credit allowances and PCD asset identification. Qualifications Proven ability to gather and evaluate data to draw valid conclusions. Strong communication skills with the ability to convey complex information clearly and confidently. Excellent organizational skills and a detail-oriented approach. Experience in statistical analysis and proficiency in relevant software. Deep knowledge of CECL guidelines and methodologies, along with a solid understanding of US GAAP. Experience Bachelor's degree in Finance, Accounting, or Business Administration. At least 7 years of experience in financial modeling, credit risk analysis, and data analytics. A minimum of 3 years of direct experience with CECL methodology. Technical Skills Proficiency in Microsoft Office, especially advanced data analysis skills in Excel (e.g., pivot tables, macros, VBA). Experience with statistical software (e.g., PowerBI) and potential knowledge of SQL. Familiarity with banking systems (e.g., FIS - Bankway/IBS, Salesforce/nCino) is desirable. Supervisory Responsibilities Oversee a team of Credit Risk Management Specialists. Join us in shaping the future of credit risk analytics at Enterprise Bank & Trust and make a meaningful impact in our communities.