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Senior Quantitative Analyst (Birmingham, AL & Atlanta, GA)

Company: Iberiabank Corporation
Location: Birmingham
Posted on: October 12, 2019

Job Description:

ESSENTIAL DUTIES AND RESPONSIBILITIES:

* Support the Credit Risk Administration Group with the development, validation, and maintenance of CECL, stress testing, and risk rating models, including development of quantitative and qualitative assessment methodologies, selection and integration of credit and econometric data, scenario analysis, model output and validation, back-testing methodologies, and model documentation

* Interact with key stakeholder groups such as Accounting, Treasury, Credit Risk Administration, Model Risk Management, and Information Technology in the design, development, and ongoing usage of models

* Monitor the performance and calibration of existing models

POSITION'S ADDITIONAL RESPONSIBILITIES:
Under the direction and guidance of the Director of Credit Risk Models, this position is primarily expected to:

* Develop and apply mathematical or statistical theory and methods to collect, organize, interpret, and summarize numerical data sets from multiple sources (including consumer, mortgage, and commercial credit information and economic forecasts) to develop credit risk models for CECL, stress testing, risk rating, and other credit risk related initiatives

* Derive model assumptions that are well reasoned and supportable

* Implement models in code in a transparent and easily-maintainable way

* Comprehensively and clearly document all modeling or analysis work that meets internal, GAAP, and regulatory requirements; translate model theory and related results for non-quantitative audiences

* Develop and support strong controls for the model implementation framework and maintain related documentation

* Support independent model validation process, internal and external audits, and regulatory reviews

* Interact with model owner/users, validators, and regulators to address model issues and remediation actions

* Work on various ad hoc quantitative, modeling, and programming assignments

SUPERVISORY RESPONSIBILITIES:

* None

QUALIFICATIONS:
To perform this job successfully, an individual must be able to perform each essential duty satisfactorily. Additionally, the qualifications listed below are representative of the knowledge, skills, and/or abilities required in this position:

PhD or Master's degree in Statistics, Econometrics, Mathematics or related quantitative field

Minimum Experience:

* Two years of model development or validation experience in banking

* Understanding of model concept / framework, model monitoring and analytical reporting

* Must have advanced quantitative statistical modeling skills (Regression, Time-Series, Data Mining, Survival Analysis, Sensitivity, Backtesting, etc.)

* PhD or Master's degree in Statistics, Econometrics, Mathematics or related quantitative field

* Advanced working knowledge of R, SAS, and SQL

* Working knowledge of Generally Accepted Accounting Principles (GAAP), Basel III, Dodd-Frank Act Stress Testing, CCAR, and bank accounting/regulatory reporting requirements

* Strong analytical and critical thinking skills with high attention to detail and accuracy

* Excellent verbal, written, and interpersonal communication skills--internally and externally, including with regulators

Preferred Experience:

* 3-5 years of model development or validation experience, particularly in credit risk or stress testing

* Ability to clearly articulate, in writing or orally, ideas, analytic insights, and recommendations to both technical and non-technical audiences, including an executive audience

* Ability to use advanced statistical and mathematical software to perform descriptive, predictive, and prescriptive analysis leveraging a variety of statistical techniques (such as segmentation, logistic regression, sensitivity analysis, and machine learning)

* An ability to identify key problems, conduct in-depth research, and articulate well-reasoned solutions

COMPUTER AND OFFICE EQUIPMENT SKILLS:

* Advanced working knowledge of R, SAS, and SQL

* Proficiency in the use of Microsoft Office with advanced experience in Excel

* Familiarity with software version control systems, such as Git

CERTIFICATES, LICENSES, REGISTRATIONS (Ex: CPA, Series 6 or 7 license, etc):
None required Equal Opportunity Employer/Protected Veterans/Individuals with Disabilities The contractor will not discharge or in any other manner discriminate against employees or applicants because they have inquired about, discussed, or disclosed their own pay or the pay of another employee or applicant. However, employees who have access to the compensation information of other employees or applicants as a part of their essential job functions cannot disclose the pay of other employees or applicants to individuals who do not otherwise have access to compensation information, unless the disclosure is (a) in response to a formal complaint or charge, (b) in furtherance of an investigation, proceeding, hearing, or action, including an investigation conducted by the employer, or (c) consistent with the contractor s legal duty to furnish information.

Keywords: Iberiabank Corporation, Birmingham , Senior Quantitative Analyst (Birmingham, AL & Atlanta, GA), Accounting, Auditing , Birmingham, Alabama

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