Dexian
Job Purpose & Scope - 4 days on site
Develops and maintains credit risk models for a commercial banking portfolio with significant exposure to commercial real estate (CRE).
Essential Job Functions
Builds and maintains credit risk models (PD, LGD, EAD) tailored to commercial real estate exposures.
Utilizes Moody's RiskCalc and CMM tools to assess borrower and property-level or collateral-level risk.
Conducts model performance monitoring, benchmarking, and back‑testing.
Ensures compliance with regulatory standards (e.g., CECL, Basel III, SR 11-7).
Analyzes CRE loan and borrower data to identify risk trends and portfolio vulnerabilities.
Prepares model documentation and presentations for internal and regulatory stakeholders.
Collaborates with data teams to ensure data quality and consistency.
Partners with Credit, Lending, Finance, and Risk teams to integrate model insights into credit decisioning and portfolio management.
Supports stress testing, scenario analysis, and capital planning initiatives.
Assist in regulatory exams and internal audit reviews related to credit risk modeling.
Maintain robust documentation and version control for all models.
Knowledge, Skills & Abilities
Comprehensive knowledge of CECL, Basel III, and CRE-specific risk metrics (e.g., DSCR, LTV).
Knowledge of commercial lending products and their impact on balance sheet and liquidity.
Strong ability to exercise discretion and sound judgment in decision‑making.
Ability to translate complex quantitative findings into actionable business insights.
Ability to prepare written deliverables and presentations for board and management committees, senior leaders, and business unit managers.
Demonstrate effective interpersonal, communication, and analytical skills.
Demonstrate creativity, critical thinking, initiative, and problem‑solving skills.
Work cross‑functionally and influence decision‑making.
Operate and work collaboratively in a fast‑paced, unpredictable environment, with tight deadlines.
Manage multiple work streams and deliverables, and coordinate across functional initiatives.
Communicate effectively both verbally and in writing including excellent presentation skills.
Lead and manage other staff effectively.
Demonstrate effective leadership skills.
Maintain attention to detail.
Proficient in Python, R, SAS, or SQL for data analysis and model development.
Skill in using computer and Microsoft Office, including Word, Excel, PowerPoint, and Outlook.
Basic Qualifications
Bachelor's in Quantitative Finance, Statistics, Economics, Mathematics, or related field, or commensurate work experience, required. Master’s degree in similar fields, preferred.
6+ years of experience in credit risk modeling within a commercial banking environment, required.
2+ years of experience with Moody's RiskCalc and CMM, required.
2+ years of experience leading work projects, managing, or supervising/mentoring others, required.
Job Expectations Job Expectations:
Operate customary equipment and technology used in a business environment, with or without accommodation.
Dexian is an Equal Opportunity Employer that recruits and hires qualified candidates without regard to race, religion, sex, sexual orientation, gender identity, age, national origin, ancestry, citizenship, disability, or veteran status.
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Essential Job Functions
Builds and maintains credit risk models (PD, LGD, EAD) tailored to commercial real estate exposures.
Utilizes Moody's RiskCalc and CMM tools to assess borrower and property-level or collateral-level risk.
Conducts model performance monitoring, benchmarking, and back‑testing.
Ensures compliance with regulatory standards (e.g., CECL, Basel III, SR 11-7).
Analyzes CRE loan and borrower data to identify risk trends and portfolio vulnerabilities.
Prepares model documentation and presentations for internal and regulatory stakeholders.
Collaborates with data teams to ensure data quality and consistency.
Partners with Credit, Lending, Finance, and Risk teams to integrate model insights into credit decisioning and portfolio management.
Supports stress testing, scenario analysis, and capital planning initiatives.
Assist in regulatory exams and internal audit reviews related to credit risk modeling.
Maintain robust documentation and version control for all models.
Knowledge, Skills & Abilities
Comprehensive knowledge of CECL, Basel III, and CRE-specific risk metrics (e.g., DSCR, LTV).
Knowledge of commercial lending products and their impact on balance sheet and liquidity.
Strong ability to exercise discretion and sound judgment in decision‑making.
Ability to translate complex quantitative findings into actionable business insights.
Ability to prepare written deliverables and presentations for board and management committees, senior leaders, and business unit managers.
Demonstrate effective interpersonal, communication, and analytical skills.
Demonstrate creativity, critical thinking, initiative, and problem‑solving skills.
Work cross‑functionally and influence decision‑making.
Operate and work collaboratively in a fast‑paced, unpredictable environment, with tight deadlines.
Manage multiple work streams and deliverables, and coordinate across functional initiatives.
Communicate effectively both verbally and in writing including excellent presentation skills.
Lead and manage other staff effectively.
Demonstrate effective leadership skills.
Maintain attention to detail.
Proficient in Python, R, SAS, or SQL for data analysis and model development.
Skill in using computer and Microsoft Office, including Word, Excel, PowerPoint, and Outlook.
Basic Qualifications
Bachelor's in Quantitative Finance, Statistics, Economics, Mathematics, or related field, or commensurate work experience, required. Master’s degree in similar fields, preferred.
6+ years of experience in credit risk modeling within a commercial banking environment, required.
2+ years of experience with Moody's RiskCalc and CMM, required.
2+ years of experience leading work projects, managing, or supervising/mentoring others, required.
Job Expectations Job Expectations:
Operate customary equipment and technology used in a business environment, with or without accommodation.
Dexian is an Equal Opportunity Employer that recruits and hires qualified candidates without regard to race, religion, sex, sexual orientation, gender identity, age, national origin, ancestry, citizenship, disability, or veteran status.
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