Credit Risk Analytics Specialist: Modeling & Reporting

BankUnited, N. A.; Florida; On-site; USD 90,000 - 130,000; Full time

Job summary

BankUnited, N. A. is seeking a Credit Risk Analytics Analyst to join the Enterprise Risk Analytics team.

The role focuses on improving credit risk modeling, monitoring, and reporting capabilities using quantitative and technical reporting skills. Responsibilities include owning vendor credit loss models for CRE and C&I, leveraging Moody's CMM, RiskCalc, MPA and ZMDesk, and contributing to quarterly/annual stress testing.

Qualifications

• 2+ years of experience in financial services with analytics and modeling applied to credit risk and/or market risk.
• Experience with programming languages, particularly Python.
• Experience utilizing and merging data from a variety of databases.
• Experience with a wide assortment of financial modeling techniques, including but not limited to: credit losses, loss migration, interest rates, volatility, derivatives, VaR, prepayments, capital, forecast techniques, stress testing, scenario analysis, sensitivity analysis, RAROC, liquidity, FTP.
• Prior experience in credit risk reporting.
• Prior experience working with databases.
• Prior experience automating tasks.

Responsibilities

• Ownership of third-party vendor credit loss models for CRE and C&I, including periodic analytical review and documentation.
• Become a leading expert in Moody's CMM, RiskCalc, MPA, and ZMDesk, reviewing model performance and deepening understanding of model workings.
• Advance and refine use of Moody's models and data to improve credit risk accuracy and support stress testing, credit VaR and risk decomposition.
• Lead quarterly and annual end-to-end stress testing exercises and develop meaningful stress scenarios.
• Contribute to integration of risk results into capital planning, budgeting, and risk appetite frameworks.
• Periodic reporting on financial risks via Tableau, Excel, PowerPoint, and Word, both periodically and ad-hoc.
• Drive automation of modeling routines and report/dashboard generation for consistency and accuracy.
• Contribute to design and implementation of risk reporting across media.
• Collaborate with data and technology teams to improve data infrastructure.
• Adhere to applicable laws and Bank policies and complete required training.
• Identify and report suspicious activity.

Job description

BankUnited, N. A. is seeking a Credit Risk Analytics Analyst to join the Enterprise Risk Analytics team.

The role focuses on improving credit risk modeling, monitoring, and reporting capabilities using quantitative and technical reporting skills. Responsibilities include owning vendor credit loss models for CRE and C&I, leveraging Moody's CMM, RiskCalc, MPA and ZMDesk, and contributing to quarterly/annual stress testing.