Senior Quantitative Operations Manager - Remote Eligible

Job Title

Manage Model Implementation team responsible for developing, testing, and documenting risk model implementations, configuring models and platforms, running batch models for account management and risk ratings, and managing enterprise applications for credit risk ratings.

Lead the bank's efforts to establish and manage model implementation platforms including third party and internal applications supporting commercial lending, risk ratings, account management, early warning systems, capital adequacy assessments, and financial crimes alerts for multiple lines of business.

This position is approved for telecommuting and can be performed remotely within the Atlanta Metro area.

Essential Duties And Responsibilities:

• Manage model implementation projects and configuration work to support commercial and small business risk ratings, batch models for account management, early warning system models, and financial crimes models.
• Provide subject matter expertise and thought leadership to internal clients, cross-functional teams, and oversight groups involved in the use of models and systems housing models.
• Leverage experience managing large-scale implementations and configurations to assist cross-functional teams with project planning and ongoing management of projects.
• Assist internal stakeholders in understanding and obtaining data involving commercial lending platforms, including financial spreads and risk ratings.
• Manage development of team skills, including technology expertise and soft skills.
• Recommend selection of systems, technologies, and implementation solutions to maximize functionality and flexibility while managing operational risks, key person risk, and corporate expenses.
• Partner with manager to supervise production runs for models run in batch on a regular basis.
• Assist manager with vendor management involving procurement and oversight of products and services.
• Proactively communicate with and plan implementation efforts with internal and external stakeholders such as Model Risk Management, Audit, Credit, testing and training teams, and regulators.
• Recruit, manage, and retain the Model Implementation team comprised of quantitative operations officers and specialists.

Qualifications:

Required Qualifications:

• MBA or master's degree in a quantitative field such as Computer Science, MIS, Operations Research, or Statistics plus 10 years of experience developing, implementing, running, and/or applying risk models for decision making.
• 10 years of experience leveraging SAS, R, Python, or similar tools for quantitative or analytical purposes, with at least 5 years managing a team in financial services performing these activities.
• Demonstrated proficiency in communicating with upper management, regulators and governance groups; leading cross-functional teams; managing projects; managing operational risk of production processes; securing agreements with vendors; and implementing models in production systems.

Preferred Qualifications:

• 5 years managing implementation or production processing of credit risk models or financial crimes models for a financial institution.
• Familiarity with business use of risk rating models, functional use and technical design of credit lending platforms, and how these platforms support Credit processes.
• Familiarity with CCAR or CECL models and Sarbanes-Oxley standards for financial data reporting.
• Familiarity with software development life cycle components including experience supervising testing efforts including smoke testing, SIT, and UAT.
• Demonstrated proficiency with Excel/VBA, MS Project, Visio, and the full suite of MS Office software. Experience with SQL and a business intelligence tool (e.g., QlikView, Tableau, MicroStrategy). Experience implementing models in at least one the following third-party platforms: Moody's MRA/MRO/Credit Lens, NICE Actimize, FIS Origenate, Equifax Interconnect, or FICO Triad.
• Familiarity with Truist businesses, systems, and data.