Dexian
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Getting frustrated in the job market?? DM me and let me help you! Reports To:
Head of Credit Risk Analytics
Position Summary The
SVP, Credit Risk Modeler
plays a key leadership role in developing, maintaining, and implementing credit risk models to support commercial banking and real estate portfolios. This position focuses on
CECL compliance, model governance, and commercial model development , working closely with line‑of‑business (LOB) partners to ensure sound risk management and regulatory alignment.
The ideal candidate combines
quantitative modeling expertise
with a
commercial finance background , and the ability to translate data‑driven insights into actionable business strategies.
Key Responsibilities Model Development & Maintenance (30–40%)
Design, develop, and implement credit risk models (PD, LGD, EAD) for commercial portfolios including CRE.
Utilize Moody’s RiskCalc, CMM, and other vendor tools to assess borrower and collateral‑level risk.
Execute CECL modeling, forecasting, and parameter calibration, ensuring model accuracy and compliance.
Develop, maintain, and document model performance monitoring, back‑testing, and benchmarking processes.
Adapt and enhance existing models in response to evolving regulatory or business requirements (e.g., CECL, LTV, portfolio segmentation).
Collaboration & Stakeholder Engagement (30%)
Partner with LOB teams, Finance, and Risk partners to understand portfolio structures and model use cases.
Collaborate with technology and data teams to ensure data integrity, integration, and availability.
Present model results and recommendations to senior management and regulatory bodies.
Translate complex quantitative concepts into clear business implications for executive and non‑technical audiences.
Governance, Documentation, & Oversight (30–40%)
Prepare and maintain comprehensive model documentation consistent with SR 11‑7 and internal model governance standards.
Support regulatory exams, audit reviews, and model validation activities.
Drive consistency, transparency, and defensibility in model implementation and use.
Manage Jira workflows and project tracking for modeling initiatives and documentation cycles.
Mentor junior modelers and contribute to team capability development.
Qualifications
Bachelor’s degree in Quantitative Finance, Statistics, Economics, Mathematics, or a related discipline.
6+ years
of experience in
credit risk modeling
within commercial banking.
Strong expertise in
CECL modeling
and familiarity with regulatory frameworks (Basel III, SR 11‑7).
Hands‑on proficiency in
Python ,
R ,
SQL , and experience with
model lifecycle management tools
(e.g., Jira).
Demonstrated experience working with
Moody’s RiskCalc
and
CMM .
Strong understanding of
commercial lending
and
financial statement analysis .
Proven ability to manage multiple projects and stakeholders in a fast‑paced environment.
Preferred
Experience with
OpenTelemetry
or other monitoring/analytics frameworks (plus).
Background in
machine learning
or advanced analytical methods for credit risk.
Prior experience leading or mentoring model development teams.
Deep understanding of CECL frameworks and credit lifecycle modeling.
Strong analytical and problem‑solving skills, with a strategic mindset.
Exceptional written and verbal communication skills; ability to present to executive and regulatory audiences.
Experience bridging quantitative analytics with business strategy.
High level of initiative, accountability, and attention to detail.
Job Expectations
Work on‑site four days per week in a collaborative, fast‑paced environment.
Operate customary business technology (laptop, data analysis tools, etc.) with or without accommodation.
Lead by example in fostering analytical rigor, collaboration, and integrity across the organization.
Seniority level Mid‑Senior level
Employment type Full‑time
Job function Information Technology
Industries Banking
Referrals increase your chances of interviewing at Dexian by 2x
Get notified about new Quantitative Developer jobs in
Dallas, TX .
Dallas, TX $170,000.00-$180,000.00 5 days ago
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Getting frustrated in the job market?? DM me and let me help you! Reports To:
Head of Credit Risk Analytics
Position Summary The
SVP, Credit Risk Modeler
plays a key leadership role in developing, maintaining, and implementing credit risk models to support commercial banking and real estate portfolios. This position focuses on
CECL compliance, model governance, and commercial model development , working closely with line‑of‑business (LOB) partners to ensure sound risk management and regulatory alignment.
The ideal candidate combines
quantitative modeling expertise
with a
commercial finance background , and the ability to translate data‑driven insights into actionable business strategies.
Key Responsibilities Model Development & Maintenance (30–40%)
Design, develop, and implement credit risk models (PD, LGD, EAD) for commercial portfolios including CRE.
Utilize Moody’s RiskCalc, CMM, and other vendor tools to assess borrower and collateral‑level risk.
Execute CECL modeling, forecasting, and parameter calibration, ensuring model accuracy and compliance.
Develop, maintain, and document model performance monitoring, back‑testing, and benchmarking processes.
Adapt and enhance existing models in response to evolving regulatory or business requirements (e.g., CECL, LTV, portfolio segmentation).
Collaboration & Stakeholder Engagement (30%)
Partner with LOB teams, Finance, and Risk partners to understand portfolio structures and model use cases.
Collaborate with technology and data teams to ensure data integrity, integration, and availability.
Present model results and recommendations to senior management and regulatory bodies.
Translate complex quantitative concepts into clear business implications for executive and non‑technical audiences.
Governance, Documentation, & Oversight (30–40%)
Prepare and maintain comprehensive model documentation consistent with SR 11‑7 and internal model governance standards.
Support regulatory exams, audit reviews, and model validation activities.
Drive consistency, transparency, and defensibility in model implementation and use.
Manage Jira workflows and project tracking for modeling initiatives and documentation cycles.
Mentor junior modelers and contribute to team capability development.
Qualifications
Bachelor’s degree in Quantitative Finance, Statistics, Economics, Mathematics, or a related discipline.
6+ years
of experience in
credit risk modeling
within commercial banking.
Strong expertise in
CECL modeling
and familiarity with regulatory frameworks (Basel III, SR 11‑7).
Hands‑on proficiency in
Python ,
R ,
SQL , and experience with
model lifecycle management tools
(e.g., Jira).
Demonstrated experience working with
Moody’s RiskCalc
and
CMM .
Strong understanding of
commercial lending
and
financial statement analysis .
Proven ability to manage multiple projects and stakeholders in a fast‑paced environment.
Preferred
Experience with
OpenTelemetry
or other monitoring/analytics frameworks (plus).
Background in
machine learning
or advanced analytical methods for credit risk.
Prior experience leading or mentoring model development teams.
Deep understanding of CECL frameworks and credit lifecycle modeling.
Strong analytical and problem‑solving skills, with a strategic mindset.
Exceptional written and verbal communication skills; ability to present to executive and regulatory audiences.
Experience bridging quantitative analytics with business strategy.
High level of initiative, accountability, and attention to detail.
Job Expectations
Work on‑site four days per week in a collaborative, fast‑paced environment.
Operate customary business technology (laptop, data analysis tools, etc.) with or without accommodation.
Lead by example in fostering analytical rigor, collaboration, and integrity across the organization.
Seniority level Mid‑Senior level
Employment type Full‑time
Job function Information Technology
Industries Banking
Referrals increase your chances of interviewing at Dexian by 2x
Get notified about new Quantitative Developer jobs in
Dallas, TX .
Dallas, TX $170,000.00-$180,000.00 5 days ago
#J-18808-Ljbffr