Federal Home Loan Bank of San Francisco-posted 9 months ago
$240,000 - $250,000/Yr
Full-time • Senior

The Senior Director, Credit Risk Analytics, provides system, data, analytical, and operational support for the Credit Risk Management department. This includes, but is not limited to, management of credit data and the development and maintenance of quantitative analytical tools and credit information management platforms to enhance the credit underwriting, risk rating, and surveillance process. In this role, the individual is also expected to collaborate with the credit underwriting system and modelling teams and provide direction for efficient credit process system configuration and execution of credit operations, including credit limit and reporting. Additional responsibilities include development and maintenance of guidelines and procedures to mitigate risk associated with credit data systems and integration with other Bank systems and programs, as well as assisting in the oversight responsibilities of credit risk mitigation. The Sr. Dir., Credit Risk Analytics, reports directly to the Managing Director, Credit Analytics and Operations Management, and must be an experienced professional with both strong credit fundamentals and analytical skills, who can deliver a high-quality product, individually and/or in collaboration with a team. The ongoing enhancements of the credit underwriting and risk management systems are part of the Bank’s multi-year strategy in transforming its people, data, and technology, while maintaining strong governance culture and adhering to Federal Housing Finance Agency (FHFA) regulations and other regulatory guidelines.

  • Deliver quantitative support for credit risk management and governance, which includes Excel spreadsheet development and implementation, documentation, and performance benchmarking.
  • Assist management with credit risk oversight, preparation of risk analysis and reports related to product analysis, market research, and industry trends for internal and external reporting requirements.
  • Develop analytical tools, templates, and reports for more streamlined and automated risk management processes and workflows.
  • Support ongoing enhancement efforts around credit information management system, credit limits management, and information dashboards.
  • Manage the production of reports and analyses focused on identifying, understanding, and eventually mitigating areas of elevated risk in the member advance portfolio and counterparty portfolio.
  • Ensure members’ credit and collateral terms follow established policies and procedures by conducting portfolio risk analysis of members and counterparties.
  • MA/MS in Statistics, Economics, Finance, Operations Research, or related quantitative field highly preferred.
  • 10 years of experience in credit risk management and associated methodologies and their role in the overall risk management framework.
  • Thorough knowledge and understanding of the operational aspects of financial institutions, including governing regulations and accounting conventions/requirements.
  • Familiarity with financial markets trends.
  • Understanding of and ability to differentiate between the reporting requirements, regulatory framework, and operating strategies of various types of financial institutions.
  • Ability to develop financial spreadsheets, graphics, and maintain financial databases using data management systems (e.g., Access, Oracle, SQL).
  • Strong Excel Programming skills required, knowledge of other languages a plus (Python, VBA, SQL).
  • Familiarity with market data such as SEC 10-K/Q filings, bank holding company filings, and credit data providers.
  • Experience with producing and reviewing senior level presentations.
  • Excellent written and verbal communication skills.
  • Strong interpersonal skills to work in a team environment and to influence and interface with a broad range of stakeholders.
  • Market competitive pay
  • Retirement benefits
  • Health and welfare benefits
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