Credit Risk Modeling & Reporting Manager

Sunflower Bank NA•Dallas, TX

12d

About The Position

At Sunflower Bank, N.A., we’re experiencing great growth. Since our founding in 1892, we've been committed to serving our communities and supporting the team members who make it all possible. As a full-service financial institution, we offer a full range of relationship-focused services to meet personal, business, and wealth-management financial objectives. Creating Possibility is not just our mission, it’s what we do every day for clients and associates. Learn more about Sunflower Bank, N.A. at sunflowerbank.com. Sunflower Bank, N.A. is looking for an energetic, highly motivated individual to fill the position of a full-time Credit Risk Modeling & Reporting Manager. Description: The Credit Risk Modeling & Reporting Manager will Lead loan loss reserve estimation each quarter and month end for the bank, exhibiting self-initiative and support insight-driven performance reporting and forecasting assembly. Execute, document and explain the quarterly CECL ACL & RULC estimation processes. The process is centered in properly loading a large amount of carefully staged, derived and vetted loan attribute data and risk parameter data into Moody’s Impairment Studio using a PD/LGD with EAD approach and requires excel-based derivation of multiple risk parameters and a small amount of final, appropriately documented, manual data adjustments. Continually seek to enhance process automation and expand result insight. Assume a lead role over time in presenting loss reserve estimation results. Closely monitor, track and assemble key economic variable trends and collaborate with other credit analytics team members to continually enhance relevant economic and credit quality performance trends, and proactively develop dashboards within which analysis and trends can be continually assessed in a user-friendly, intuitive and insightful fashion. Collaborate with Enterprise Risk Management to help track and report ERM initiatives within the Credit domain. Collaborate with other reporting team members and financial reporting team members to assist in the confirmation internally and externally (publicly) reported information. Position requires a combination of attention to detail, strong MS Excel and SQL skills, report development, team-based collaboration and effective communication abilities, especially with internal and external audit partners and the assembly and presentation of data in an intuitive format. Experience with public reporting (on a major stock exchange) and at least one merger integration a plus.

Requirements

Bachelor’s Degree in Accounting, Finance Economics or Data Science. Three to Eight (3 to 8) years of risk quantification and management reporting experience and demonstrated, solid understanding of credit risk quantification, credit risk management processes, portfolio management and risk assessment or commensurate experience.
Self-starter able to work with or independent of others.
Ability to prioritize multiple tasks and assignments.
Excellent (Advanced) Microsoft Excel and Word computer skills with a solid understanding of mathematics.
Demonstrated understanding of Risk Exposure Modeling and Reporting.
Ability to evaluate financial statements and read and understand complex loan documents.
Excellent verbal and written communication skills, including effective collaboration skills.
Ability to prepare, present and explain reports and process methodology.

Nice To Haves

CPA and/or CFA Certification a plus.
Solid working knowledge of SQL, VBA and structured data sets and reporting tools a big plus.
Experience within public reporting banking institution is strongly preferred.
Knowledge of call report and FISERV system coding desirable.

Responsibilities

Maintain all aspects of the ACL and RULC modeling governance, policy and process (work instruction) documents. Proactively identify, document and seek approval for documentation updates.
CECL – Execute CECL data and assumption collection and assembly in Moody’s ‘cloud-based’ Impairment Studio® Lifetime Credit Loss Estimation Model, placing diligent emphasis on data integrity, economic research and assumptions, model calculations and maintenance.
Support credit risk stress testing analysis and interface with financial planning to incorporate credit stress testing considerations into enterprise-wide strategic plans.
Assist in the evaluation of pro forma loan loss reserve levels for potentially acquired loan portfolios and otherwise support potential acquisition credit risk due diligence.
Assist with assembly of credit quality / grade mix Base Case and Downside Case Forecasts.
Assemble/enhance excel-based dashboard reports covering loss reserve and loan portfolio composition and trends. Work to automate dashboard reports within Power BI.
Support ERM with risk management initiative tracking and related KRI tracking and assembly.
Collaborate with financial reporting to confirm the completeness and accuracy level of external reporting performance information.
Participate in the compilation of materials requested for audits and exams.
Monitor new developments in lending and changing government regulations.
Help inform and re-enforce bank policies with lending and credit team members as needed.
With the Director Credit Admin & Analytics support the proactive maintenance of credit risk policies and the documentation of processes and procedures for the bank.
Assist in the Development of new analytical tools when needed.
Administer loss reserve modelling and risk management software updates and reporting.
Complete special projects as needed.
Comply with all banking laws and regulations; attend and complete all mandatory and compliance training.