- SMBC (Jersey City, NJ)
- …its employees. **Role Description** SMBC Bank is seeking a highly skilled Vice President, Quantitative Credit Modeling to join our dynamic team in New York City. ... diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more...This role focuses on the quantitative model development, validation finding remediation, and maintenance of… more
- JPMorgan Chase (New York, NY)
- …analyzing market and credit risk factors; Managing and analyzing credit products and exposure generation including stress tests, evaluating collateral, ... Responsibility, Risk Grading, OTC and F&O Clearing Risk; assessing the following credit risk metrics: Probability of Default (PD), Loss Given Default (LGD),… more
- SMBC (New York, NY)
- …conducting comprehensive gap analysis against SR 15-18, assist in designing and validating stress loss scenarios, and reviewing stress testing outcomes and ... Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices… more
- Synchrony (New York, NY)
- … products). + **2+ years** of specialized experience in Credit Reserves, Credit Loss Forecasting, and/or Stress Testing. + **Technical Expertise** : ... calculating the ACL and Fraud forecasts + Provide thought leadership in developing quantitative and qualitative techniques to assess lifetime credit losses and… more
- JPMorgan Chase (New York, NY)
- …results to senior management. Perform pre-trade governance and market analysis. Monitor stress and risk sensitivities. Produce ad hoc quantitative analysis for ... flow and query optimization; Data Analysis; Quantitative Risk Management and Quantitative Analysis to implement profit and loss risk based explains; Fixed… more
- MUFG (New York, NY)
- …structured financing portfolios, including Equity margin loans, NAV-based fund financing and hybrid credit structures + Support Stress Loss limit and risk ... focus on the identification, measurement, and oversight of market risk exposure/ stress loss arising from bespoke financing transactions, including Equity Margin… more
- Synchrony (New York, NY)
- …application of quantitative analysis methods or approaches in relation to credit loss /reserve/recovery models, CECL, etc. + Thorough business knowledge and ... Solid knowledge and experience of credit loss models such as Loss forecasting (PD/LGD/EAD. CECL, Roll rate, etc), Stress testing, Allowance. + Solid… more
- SMBC (New York, NY)
- …**Qualifications and Skills** 1. In-depth knowledge in credit grading, PD/LGD/EAD, loss reserve, CECL, capital and stress testing models 2. Hands on ... Management framework for the NYB and subsidiaries by performing independent validation of Credit Risk, Liquidity Risk, and capital stress testing models with the… more
- PNC (New York, NY)
- …of quantitative analysts responsible for execution, analysis, and debugging of credit loss models - Design and develop processes and supporting documentation ... for the quarterly CECL reserves estimates and annual CCAR stress testing activities. As part of these activities, you...of partners to understand and review the mechanics of credit loss processes as well as their… more
- Citigroup (New York, NY)
- … management (ICM) and Risk to continually monitor and manage counterparty risk and stress loss exposure through normal as well as crisis market environments. Our ... Counterparty Trading & Risk is a global business including XVA Trading, In-Business Credit Risk Management and Capital Management. XVA Trading is responsible for the… more