Description

• Prepare recurring credit stress testing and portfolio reports for assigned portfolios as well as ad hoc credit risk analysis reports as requested by management.
• Perform recurring credit risk and loss forecasting in accordance with CECL requirements for assigned portfolios. Prepare applicable documentation of the same.
• Analyze scenarios affecting the risk exposure of assigned portfolios to identify emerging credit risk trends including loan-level probability of default and loss given default.
• Maintain, use and, as appropriate, recommend improvements to assigned credit risk models and maintain a working understanding of the same.
• Perform and document monitoring and validation of credit risk models owned by Credit Risk Administration as assigned, including stress test, CECL and dual risk rating models, according to required guidelines.
• Responsible for testing, monitoring, validating and documenting, as needed, the quality of data used in the credit risk modeling process and partner with other business units and project teams to improve data quality as applicable.
• Coordinate and work in cooperation with other departments who are dependent upon timely departmental deliverables for other bank purposes, such as capital planning or the ACL.
• Develop procedures and applicable documentation related to assigned portfolios and models. Perform review and testing of the same.
• Demonstrates compliance with all bank regulations for assigned job function and applies to designated job responsibilities –
• knowledge may be gained through coursework and on-the-job training. Keeps up to date on regulation changes.
• Follows all Bank policies and procedures, compliance regulations, and completes all required annual or job-specific training.
• Maintain a working knowledge of Bank's written policies and procedures regarding Bank Secrecy Act, Regulation CC, Regulation
• E, Bank Security and other regulations as applicable to this job description.
• May be asked to coach, mentor, or train others and teach coursework as subject matter expert.
• Actively learns, demonstrates, and fosters the Umpqua corporate culture in all actions and words.
• Takes personal initiative and is a positive example for others to emulate.
• Embraces our vision to become "The World's Greatest Bank."
• May perform other duties as assigned.

• Bachelor’s Degree in accounting, finance, business, economics or related field. Required
• Master's Degree, or other advanced certifications. Preferred
• 4-7 years of financial or risk-related analytical experience applicable to credit and loan portfolio risk assessment. Required
• Possess working understanding of statistical methodology as applied to quantitative models. Experience with credit risk models preferred.
• Possess working understanding of data systems, warehousing, and integrity issues as well as data transformations and logic. Knowledge of SQL code is a plus.
• Ability to review, manipulate and analyze complex data sets.
• Demonstrate excellent written and verbal communication and organizational skills.
• Proficient with personal computers, MS Office (e.g. Word, Excel, PowerPoint), and other systems. Higher skill sets required for Excel, including strong proficiency with statistical and data set manipulation tools. Proficiency with statistical applications such as R or SAS preferred.
• Ability to prioritize and manage multiple tasks successfully, be detail oriented and operate under scheduled deadlines.