Data Analytics-- Scorecard Modeling (Python and R)

Key Skills

Java Programming, Python Programming, C++, C Programming, SQL, Cloud computing, Scala Programming, Machine learning techniques, Data science techniques, MATLAB Programming, PyTorch, TensorFlow, R Programming

Job Description

The Analyst role is a part of a cohesive Risk Analytics team under the Chief Risk Officer’s organization. The role requires credit risk analysis, credit rating analytics, credit risk reporting, Allowance for Credit Losses (ACL), and new data science techniques and methodologies to support risk management. The primary purpose of this job is to support credit scorecards calibration, credit risk database management, and reporting. The Data Analyst will support scorecards models, credit risk data management and governance, regulatory reporting, and CECL reporting and will serve as a liaison with Credit Risk Officers, IT, and similar supporting divisions of the Bank. The Data Analyst will also need the ability to perform any ad-hoc analysis to support overall portfolio and Credit/LOB analytics. This role requires work coordination with Finance, Accounting, Credit Administration, Risk Management, Model Development, and Data Management.

Responsibilities

• Support credit rating scorecards statistical calibrations and scorecard database.
• Support maintenance of credit risk databases, controls, and documentation aligned with data governance standards and regulatory reporting.
• Acquire, interpret, and analyze data to support management in developing and maintaining a statistical database to analyze trends and patterns relating to the credit function.
• Maintain and further develop the production of monthly portfolio information and concentration reports for the Board of Directors and senior management.
• Perform ACL analytics support for ongoing production, including review of data elements to ensure accuracy, potential new data repositories (as coordinated), ad-hoc data analysis, and sensitivity analysis.
• Prepare communication materials and technical documentation, including methodology descriptions consistent with regulatory guidance.
• Support documentation, monitoring, and validation of the models.
• Cross-functional relationships - coordinate with the IT groups, accounting policy, and finance functions.
• Communication with model validation, internal auditors, external auditors, and external regulators.
• Partner with risk and lines of business teams to develop analytic solutions, ad-hoc analysis, and modeling to drive new initiatives, improve business processes and deliver value using data-driven decisions.
• Provide data science and modeling expertise to others involved in designing credit risk strategies and solutions.

The duties listed above are the essential functions or fundamental duties within the job classification. The essential functions of individual positions within the classification may differ. Texas Capital Bank may assign reasonably related additional duties to individual employees consistent with standard departmental policy.

Qualifications

• Bachelor’s degree from an accredited college or university with courses in finance, accounting, statistics, computer science, information systems, mathematics, or other quantitative sciences. (Master’s degree preferred).
• Minimum of two (2) years of experience in quantitative analysis/modeling, credit policy, or credit risk management in the financial services industry.
• Proven record of strong work ethics with a commitment to transparency, accountability, and collaborative work.
• Proficiency with SQL, Python, and R and the associated analytics packages.
• Proficiency in MS Office, especially MS Excel, Word, PowerPoint.
• Exposure to Microsoft Azure, Power BI, and Shiny is desirable.
• A demonstrated ability as an independent thinker with strong analytical, problem solving, technical, attention to detail, communication capabilities, and ability to handle multiple projects.
• Understanding of credit risk modeling and data management, database concepts, and data structures.
• Understanding of credit risk management discipline, principles, and regulatory requirements – GAAP, CECL accounting standard, CCAR.
• Ability to collaborate effectively and follow up to ensure achievement of deadlines, outcomes, and results.
• Ability to communicate appropriately and effectively with all organization members and effectively present information verbally and in writing within and across the team.
• Self-motivated and strong interpersonal skills to actively lead and implement ideas in a cross-functional team environment.