Senior Financial Analytics Manager — Credit Risk & Forecasting

Webster Bank; Stamford (CT); On-site; USD 165,000 - 180,000; Full time

Job summary

Webster is seeking a Senior Financial Analytics Manager to lead development, maintenance, and governance of credit risk and forecasting models supporting reserve calculations, underwriting, and risk management. This role collaborates with Finance, Risk, Credit, Treasury, IT, Data Management, and Model Risk Management to deliver analytical solutions.

The ideal candidate has 10+ years in credit risk analytics, CECL modeling, and experience with SAS or Python in a regulated banking environment,

Qualifications

• 10+ years of experience in credit risk analytics and quantitative modeling.
• Strong experience with CECL, reserve forecasting, or related models.
• Experience with large datasets and regulated environments.
• Proficiency in SAS and/or Python.
• Knowledge of model governance and regulatory expectations.
• Excellent written and verbal communication skills.

Responsibilities

• Lead development and maintenance of Combined Bank CECL models for reserves.
• Manage large historical datasets for CECL model work.
• Support Auto Decision and Auto Renewal model development for BCC.
• Monitor Dual Risk Rating (DRR) models and validation activities.
• Collaborate with Finance, Risk, Credit, IT, and Data teams.
• Document model workpapers and governance compliance.
• Communicate methodologies and results to stakeholders.

Skills

Credit risk analytics

Quantitative modeling

CECL models

Python

SAS

Model governance

Data analysis

Communication skills

Education

Bachelor's degree in Finance/Math/Stats/Economics/Data Science/CS

Master's degree or PhD preferred

Tools

SAS

Python

Job description

Webster is seeking a Senior Financial Analytics Manager to lead development, maintenance, and governance of credit risk and forecasting models supporting reserve calculations, underwriting, and risk management. This role collaborates with Finance, Risk, Credit, Treasury, IT, Data Management, and Model Risk Management to deliver analytical solutions.

The ideal candidate has 10+ years in credit risk analytics, CECL modeling, and experience with SAS or Python in a regulated banking environment,