Portfolio Analyst (CECL)

What You'll Do

• CECL Data & Modeling Support
• Assist with preparing and validating monthly/quarterly CECL dataset inputs, ensuring accuracy and completeness.
• Support the execution of CECL models, including probability of default (PD), loss given default (LGD), and prepayment models.
• Help maintain model documentation and version control.
• Analysis & Reporting
• Aid in generating CECL allowance calculations and variance analyses.
• Prepare supporting schedules, workpapers, and dashboards for internal stakeholders and auditors.
• Identify trends in portfolio performance, credit quality, and model outputs.
• Controls, Compliance & Audit Support
• Support internal and external audit requests related to CECL processes and controls.
• Ensure CECL processes align with regulatory guidance and internal policies.
• Contribute to the enhancement of data quality procedures and risk controls.
• Cross-Functional Collaboration
• Partner with Credit, Finance, Accounting, and Data teams to gather required inputs and clarify assumptions.
• Support ad hoc analysis and special projects related to credit risk, loan portfolio performance, or regulatory changes.

What We're Looking For

• Degree in Finance, Economics, Accounting, Mathematics, Statistics, Data Analytics, or related field.
• Strong analytical and quantitative skills.
• Previous experience with vended software, like Moody’s Portfolio Analyzer or Impairment Studio preferred.
• Proficiency in Excel; basic familiarity with SQL, R, Python, and data visualization tools.
• Ability to work with large datasets and identify discrepancies.
• Strong organizational skills and attention to detail.

Preferred Qualifications

• 5+ years of experience in financial services, banking, credit risk, accounting, or data analytics.
• Exposure to CECL methodology, ALLL, or other credit modeling frameworks.
• Experience with loan servicing or core banking systems.
• Understanding of credit risk metrics and loan portfolio structures.

Key Competencies

• Analytical thinking
• Problem-solving
• Data accuracy and precision
• Ability to manage multiple priorities
• Strong communication skills
• Initiative and willingness to learn complex financial concepts