AVP, Commercial Credit Risk Modeler

Bank OZK • Dallas, TX

130d

About The Position

Designs and develops credit risk models specifically tailored for Corporate and Institutional Banking (CIB) portfolios, ensuring robust risk assessment and management across diverse commercial lending exposures.

Requirements

• Bachelor’s in Quantitative Finance, Statistics, Economics, Mathematics, or related field, or commensurate work experience, required.
• 4+ years of experience in credit risk modeling within a commercial banking environment required.
• 2+ years of experience with Moody’s RiskCalc or similar tools, required.

Nice To Haves

• Master’s degree in similar fields, preferred.
• 1+ year of experience leading work projects, preferred.

Responsibilities

• Builds and maintains credit risk models (PD, LGD, EAD) tailored to CIB portfolios (Corporate and Institutional Banking)
• Utilizes Moody’s RiskCalc or similar tools to assess borrower and collateral-level risk.
• Conducts model performance monitoring, benchmarking, and back-testing.
• Ensures model transparency, interpretability, and compliance with internal model risk management policies and regulatory expectations (e.g., SR 11-7, OCC 2011-12)
• Analyzes CIB 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 around model implementation.
• Partners with Credit, Lending, Finance, and Risk teams to integrate model insights into credit decisioning and portfolio management.
• Assist in regulatory exams and internal audit reviews related to credit risk modeling.
• Maintain robust documentation and version control for all models.

What This Job Offers

• Education Level: Bachelor's degree
• Number of Employees: 1,001-5,000 employees