Pacific Premier Bank

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Sr Financial Risk Analyst

at Pacific Premier Bank

Posted: 9/27/2019
Job Status: Full Time
Job Reference #: 4954ce48-1ca9-4c8e-b813-a6e10cc72844

Job Description

The Senior Financial Risk Analyst works on various assignments that relate to CECL and stress testing. This position is primarily responsible for the supporting the implementation and ongoing monitoring of CECL allowance models and methodology, including, but not limited to day-to-day execution of reserve calculations, data requirements, ad hoc quantitative analyses, methodology documentation, and working with model validation. The incumbent should have knowledge of Probability of Default (PD) and Loss Given Default (LGD) models. Experience in stress testing for CST (Capital Stress Test) and developing and executing primary and benchmark models for credit risk are a plus.

  • Operate CECL models
  • Document CECL models and assumptions
  • Utilize historical data to support the reasonableness of CECL assumption and projections; conduct back-testing to evaluate the model performance
  • Implement and execute CECL models to calculate the CECL allowance
  • Maintain CECL models on an ongoing basis through model performance monitoring
  • Debug unexpected results using SAS or other program language
  • Proceed data debug, cleaning and transformation
  • Conduct attribution analysis and sensitivity analysis
  • Prepare reports for the CECL committee
  • Operate stress testing models
  • Develop stress testing output reports and analysis
  • Support the development of stress testing framework and processes
  • Calculate capital ratio deterioration under stress scenarios and prepare stress testing reports
  • Ad hoc analysis to support business decision
  • Provide support to other accounting reports

 

QUALIFICATIONS

  • 5 years of experience in data and financial analytics, preferably in a banking environment
  • 2 years of experience in model development and testing
  • Bachelor’s degree in economics, statistics, finance, mathematics, or related quantitative major, etc., Master is a plus
  • Strong analytical and organizational skills, attention to detail, and ability to work under tight deadlines
  • Strong oral and written communication skills
  • Advance skills in SAS, Excel, and Microsoft Word

 

Pacific Premier Bank is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, or protected veteran status and will not be discriminated against on the basis of disability.