Director, CECL Analytics and Loss Forecasting

At FNBO, our employees are the heart of our story—and we’re committed to their success! Please see below the details of this career opportunity and how it fits into our organization’s success.

Summary of the Job:

Director, CECL Analytics and Loss Forecasting is a technical and business leadership position that drives FNBO's CECL strategy, loss forecasting excellence, and credit risk business intelligence across commercial real estate, commercial & industrial, agriculture, retail consumer, and small business lending portfolios. This dual-focused role combines deep technical expertise in advanced statistical and econometric modeling techniques with strategic business leadership, serving as both the primary subject matter expert for commercial lending business practices and sophisticated loss forecasting models including Moody's dual score matrices and a trusted advisor to executive leadership on credit risk trends, regulatory implications, and strategic opportunities within the loss forecasting domain.

About This Role:

Major Responsibilities Lead strategic business initiatives integrating loss forecasting capabilities with business strategy execution, risk appetite development, and regulatory compliance across commercial real estate, commercial & industrial, agriculture, retail consumer, and commercial business lending portfolios.

Develop, and maintain appropriate CECL loss forecasting models for commercial portfolios leveraging Moody's dual score matrices and portfolio segmentation approaches that recognize unique characteristics of CRE (property types, geographic concentrations), C&I (industry sectors, cash flow dynamics), agriculture (commodity cycles, seasonal variations), and retail consumer products.

Lead continuous enhancement of CECL qualitative assessments and write-ups, ensuring comprehensive explanations of portfolio-specific risk factors, economic adjustments, and management overlays that support quantitative model outputs.

Ensure models meet regulatory standards including SR 11-7, while serving as primary liaison with internal and external regulators, auditors, and vendors on ongoing CECL-related matters and examinations.

Develop and communicate advanced business intelligence that connects loss forecasting results to management decisions, macroeconomic trends, and organizational objectives across wide business audiences. Independently initiate, conduct and manage complex credit risk projects, including project design, data collection, analysis, summarization, presentation of results and recommendations, and implementation support.

Provide strategic guidance and technical mentorship to analysts and business leaders across the organization, building organizational capabilities through expertise sharing, training initiatives, and strategic consultation that enhance enterprise credit risk management.

The Ideal Candidate for This Role:

Education and Experience Bachelor’s degree in data science, mathematics, statistics, finance, economics, or related field required.
8+ years of experience in highly analytical business functions, including at least 5 years in Credit Risk, modeling or related fields.
3+ years of experience using Python programming, and SQL with a focus on data analysis, financial modeling, and expert knowledge of Excel.

Strong knowledge of working with cloud-based data warehousing solutions (e.g., Snowflake)
Demonstrated excellent oral and written communication skills.

Demonstrated ability to handle stress, meet deadlines and work independently.

Experience in banking or financial services is preferred.

Knowledge & Skills Deep knowledge of commercial real estate, commercial & industrial, agriculture, retail consumer, and small business lending products and credit risk…