Job Info

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Texas Capital Bank is built to help businesses and their leaders. Our depth of knowledge and expertise allows us to bring the best of the big banks at a scale that makes sense for our clients, with highly experienced bankers who truly invest in people's success - today and tomorrow.

While we are rooted in core financial products, we are differentiated by our approach. Our bankers are seasoned financial experts who possess deep experience across a multitude of industries. Equally important, they bring commitment - investing the time and resources to understand our clients' immediate needs, identify market opportunities and meet long-term objectives. At Texas Capital Bank, we do more than build business success. We build long lasting relationships.

Headquartered in Dallas with offices in Austin, Fort Worth, Houston, Richardson, Plano and San Antonio, Texas Capital Bank was recently named the #1 most trusted bank in the country on Newsweek's inaugural list of America's Most Trusted Companies. For more information about joining our team, please visit us at www.texascapitalbank.com.

The Quantitative Risk Analyst assists in the development, implementation, and analysis of model and EUC documentation and reports, validations of existing and new EUCs, less complicated models, review changes and monitor model/EUC risk throughout the entire lifecycle. This position will also support the overall Model and EUC risk framework and governance structure. The position is within the Bank's 2LOD risk function of the Model Risk Management Department.

• Assist in reviewing and assessing risks associated with development, testing, use and implementation of EUCs and less complicated models bank-wide;
• Support Bank-wide Model and End User Computing (EUC) programs. Determine adherence to bank policy and manage model/EUC risk throughout their lifecycle;
• Participate in overall model/EUC governance activities, including but not limited to, model/EUC identification, inventory management, risk rating, documentation reviews, change management and issue tracking;
• Support department's model/EUC validation/reviews efforts. Test and validate quantitative models and EUCs. Provide effective challenge to model & EUCs owners on input, assumptions used, methodology, output and performance. Prepare model/EUC validation report and relevant workpaper to support risk assessments and testing. Present findings to business unit and senior management. Follow up with model/EUC owners to monitor and resolve findings;
• Assist in creating reports to support management and committee meetings, as well as audit and regulatory exams;
• Coordinate with team members and management on risk program activities and status;
• Execute multiple risk program activities simultaneously against established timeframes;
• Support education and training on risk program and requirements;
• Perform other duties or projects as assigned.

· Bachelor degree (Master preferred) in Statistics/Applied Mathematics, Econometrics, Finance, Economics or other quantitative discipline

· Minimum 2-3 years of work experience in financial institutions focusing on in-depth quantitative analysis. Prior Model/EUC risk, governance, validation and/or development experience is a strong plus

· Experience with common statistical and programming tools - R, SAS, Python, SQL, Access, VBA or similar

· Proficient in Microsoft office with a strong emphasis on MS Excel

· Consistently demonstrates clear and concise written and verbal communication skills.

· Strong ability to communicate complex technical results to non-quantitative audience

· Self-motivated, well organized and detail oriented to handle diverse and concurrent assignments

· Strong analytical and problem-solving skills

· Collaboration with others. Team player who brings a "can-do and will-do" attitude.

· Good time management skills and being able to work independently

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