Credit Quantitative Analyst

Description

Hilltop Holdings is looking for a Credit Quantitative Analyst responsible for assisting in the Allowance for Credit Loss (“ACL”) and credit risk modeling functions. The group is responsible for credit loss forecasting and credit data analysis for a complex bank loan portfolio. Support will be provided in relation to model runs and documentation, data analysis, and model testing and monitoring.

Responsibilities

Under the direction of the Quantitative Risk Director, interact with various groups within the organization, including credit, risk, accounting, and treasury

Assist with the periodic calculation, validation and documentation of the Allowance for Credit Loss (ACL) estimation

Assist with economic and industry trends research

Perform credit data analysis using statistical software

Assist in the testing, monitoring, and documentation of credit risk models including probability of default (PD) and loss given default (LGD) models for commercial and consumer loans

Other duties as assigned

Qualifications

Bachelor’s degree in mathematics, statistics, finance, economics, or related quantitative disciplines

Up to three years of analytical experience, with a broad-based knowledge of banking industry including awareness of industry trends

Experience in Python or other statistical languages (R, SAS, etc.)

Demonstrated ability to interact effectively with various levels within the organization

Ability to demonstrate excellent detail orientation, critical thinking and analytical skills

Displays excellent time management, organizational and problem-solving skills

Ability to work well under pressure and meet deadlines

Must have strong verbal, written and interpersonal communication skills

Ability to work independently

The above statements are intended to describe the general nature and level of work being performed by individuals in, or assigned to, the above position and are not intended to be construed as an exhaustive list of all responsibilities, duties and skills required, and may be changed at the discretion of the Company.