Senior Credit Risk Consultant

Seacoast Bank•Tampa, FL

About The Position

The Senior Credit Risk Consultant is a highly experienced individual contributor who helps shape and advance Seacoast Bank’s enterprise credit risk management capabilities. As a senior subject matter expert and trusted advisor, this role develops and enhances credit risk frameworks, risk measurement methodologies, portfolio analytics, dual risk rating systems, concentration risk management, and executive-level reporting. The position partners across Credit Risk, Portfolio Management, Finance, Enterprise Risk Management, Credit Administration, and Technology to provide insights into portfolio performance and emerging risks. The role combines deep credit expertise and quantitative capabilities with the ability to translate complex risk data into actionable insights for senior leadership. The successful candidate will influence without direct authority, communicate complex risk concepts clearly, challenge constructively, partner across functions, and turn sophisticated analytics into recommendations for senior decision-makers. Success is measured by stronger portfolio transparency, effective risk rating and monitoring capabilities, actionable executive reporting, sound governance and regulatory outcomes, and management’s ability to identify and proactively address emerging credit risks. Associates must adhere to applicable legal, ethical, regulatory, and Bank risk mitigation requirements, including completing required annual training on time.

Requirements

Bachelor's degree in Finance, Economics, Statistics, Mathematics, Accounting, Business, Risk Management, Data Analytics, or a related field.
10+ years of progressive experience in Credit Risk Management, Credit Analytics, Portfolio Risk Management, Enterprise Risk Management, Commercial Banking, or a related discipline.
Demonstrated experience designing, implementing, or enhancing dual risk rating systems and working across the credit lifecycle.
Strong experience developing enterprise credit risk analytics, portfolio monitoring, concentration limits, risk appetite frameworks, KRIs, KPIs, and early warning indicators.
Advanced knowledge of credit risk concepts, including PD, LGD, Expected Loss, stress testing, scenario analysis, portfolio analytics, credit quality monitoring, concentration risk, and regulatory risk governance.
Proven ability to develop executive-level credit quality reporting, dashboards, and portfolio insights.
Advanced quantitative, analytical, critical-thinking, and data-storytelling capabilities.
Experience with analytics and reporting tools such as SQL, SAS, Python, R, Power BI, Tableau, Alteryx, or similar platforms.
Experience within a large regional, super-regional, or money center bank, or a comparable financial institution.
Ability to influence without direct authority, communicate complex risk concepts clearly, challenge constructively, partner across functions, and develop meaningful recommendations for senior decision-makers.
Compliance with applicable legal, ethical, regulatory, and Bank risk mitigation requirements, including successful completion of required annual training.

Nice To Haves

Master's degree.
Experience supporting the Chief Credit Officer, senior risk committees, executive management, and/or Board-level risk reporting.
Experience across multiple lending portfolios, including Commercial Real Estate (CRE), Commercial & Industrial (C&I), Consumer, and Specialty Lending.

Responsibilities

Design and enhance enterprise-wide credit risk analytics, monitoring, reporting, and governance frameworks to support proactive identification and management of portfolio risk.
Lead the design, implementation, governance, and ongoing enhancement of dual risk rating systems, including PD and LGD methodologies, scorecards, calibration, overrides, performance monitoring, migration analysis, and back-testing.
Develop portfolio analytics, including segmentation, risk migration and trend analysis, stress testing, scenario analysis, and performance evaluation across industries, geographies, products, business lines, and borrower segments.
Develop quantitative approaches to concentration risk management, including risk limits, thresholds, escalation protocols, and mitigation strategies informed by diversification, loss expectations, capital impacts, correlations, historical performance, and stress testing.
Develop and maintain risk appetite metrics, KRIs, KPIs, and Early Warning Indicators that provide visibility into asset quality, rating migration, concentrations, delinquencies, non-performing assets, underwriting quality, portfolio growth, and emerging risks.
Lead development of executive- and Board-level credit quality reporting and dashboards, translating portfolio data into actionable insights for senior management and risk committees.
Use business intelligence, analytics, and visualization tools to enhance and automate portfolio monitoring and reporting.
Ensure credit risk methodologies and reporting align with credit policies, regulatory guidance, risk governance standards, and internal control expectations.
Support regulatory examinations, audits, independent reviews, and model validation activities.
Advise Credit Risk leadership and provide independent challenge and recommendations related to portfolio risk, credit strategy, concentrations, and emerging risks.
Lead complex cross-functional risk initiatives and provide mentorship and technical guidance to analysts and other risk professionals.