AVP, Commercial Credit Risk Modeler

Bank OZK•Dallas, TX

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

Comprehensive knowledge of CECL, Basel III, and CIB-specific risk metrics (e.g., Hedge Effectiveness Ratio, LTV, Borrowing Base Utilization).
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.
Ability to demonstrate effective interpersonal, communication, and analytical skills.
Ability to demonstrate creativity, critical thinking, initiative, and problem-solving skills.
Ability to work cross-functionally and influence decision-making.
Ability to operate and work collaboratively in a fast-paced, unpredictable environment, with tight deadlines.
Ability to manage multiple work streams and deliverables, and coordinate across functional initiatives.
Ability to communicate effectively both verbally and in writing, including excellent presentation skills.
Ability to maintain attention to detail.
Proficient skill 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.
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.