Senior Credit Risk Analyst Salary in Washington, DC

Build, maintain and improve credit loss forecasting tools and controls for risk-based pricing strategies Collaborate with cross-functional partners including pricing, operations, sales and strategy teams to provide and implement credit risk strategies for optimizing portfolio originations Conduct proactive and ad hoc analysis to identify emerging business trend, credit loss trend, market performance and portfolio dynamics to enhance credit forecasting methods and techniques Build, develop and lead the production of various reports and analytics to support on-going monitoring and optimization of our origination strategy.

Monitors strategy and forecast performance to ensure performance is as expected and escalates unexpected results in an expedited manner.

Works with team to create and maintain accurate monthly reporting of portfolio performance and trends with recommendations to increase profitability while controlling credit risk.

Understand how changes to origination credit policy and lending environment can impact loan/lease volume as well as overall credit performance.

Develop, document and maintain Probability of Default (PD), Exposure at Default (EAD), Loss Given Default (LGD), and Unexpected Loss/Economic Capital (UL/EC) models under multiple frameworks including DFAST/CCAR stress testing, CECL loss provisioning, and Base II A-IRB capital adequacy.

Contribute to preparation of formal monthly and quarterly reporting that is viewed by senior management, regulators, and other outside agencies.

Provide high level reporting and analytics for Credit Risk Management, including analysis to support the credit culture and objectives of the Chief Risk Officer.

Lead projects to design and implement analytical methods and statistical models that assess the credit risk for new and existing small business loan and payments products.

Demonstrated strong business acumen in analytical risk space with experience in either 1st or 2nd lines of defense in a large bank.

Design and coordinate in-depth assessments of charged off accounts and, based upon this assessment, recommend changes to credit adjudication strategies, TRIAD entry strategies, credit score cutoffs, etc.