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Sr. Analyst, Credit Loss Forecasting

First National Bank Omaha, NE

Job Description

Job Description

First National Bank of Omaha is looking to fill a Sr. Analyst, Credit Loss Forecasting position in Omaha, Nebraska.
Position is responsible for the development and maintenance of Credit Risk Foresting models and methodologies for consumer banking products and the communication of forecast results with cross functional areas and regulators.
Key Responsibilities:

Perform statistical analysis to identify data trends and relationships, develop and maintain credit risk forecasting models. Apply time series analysis, survival analysis and other modeling techniques to develop credit loss forecasting models. Document developed models according to FNNI Model Risk policies and procedures. Communicate statistical analyses and forecast results, working with cross functional areas, to ensure successful interpretation.
Work with Finance to provide Loss Forecasts for Marketing P&Ls, Portfolio Purchases and Sales, Reserve for Bad Debt analysis and Portfolio Stress Test, while ensuring validity, applicability, efficiency, and accuracy of underlying statistical models and methodologies utilized.
Identify and explore new credit risk forecasting methodologies. Research industry trends and macroeconomic indicators to incorporate into loss forecast process to identify risks and opportunities and improve forecast accuracy.

Job Qualifications

Basic Qualifications:
MA/MS (foreign equivalent accepted) in Mathematics, Statistics, Actuarial Science, Economics, or a related field.
Three years of experience in Credit Risk Forecasting or other related Forecasting using SAS or Microsoft R.
Expert knowledge of Excel.
Demonstrate proven ability to work collaboratively within a cross-functional team environment; ability to present recommendations and influence senior management.

Additional Qualifications:
Knowledge of additional programming languages is a plus.

Job Details

Date Posted November 2, 2018
Date Closes January 1, 2019
Requisition 38-16610
Located In Omaha, NE
Work At Omaha - First National Tower
Schedule Monday through Friday, 8 AM to 5 PM
Days of Week Full-time
SOC Category 00-0000.00

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