- SMBC (Jersey City, NJ)
- …benefits to its employees. **Role Description** SMBC Bank is seeking a highly skilled Vice President , Quantitative Credit Modeling to join our dynamic team ... stress testing processes, including scenario design, macroeconomic variable selection, and loss forecasting . + Ensure models comply with CECL accounting… more
- JPMorgan Chase (Brooklyn, NY)
- …the box, challenging the status quo, and striving to be best-in-class. As a Vice President within the Risk Management - Risk Controllers - Firmwide Allowance ... to stakeholders across the firm, including Investor Relations, SEC Reporting, Loss Forecasting , Controllers, Firmwide Economic Scenarios & Analytics (FESA),… more
- Citigroup (Rutherford, NJ)
- …the Wholesale Lending Credit Risk Technology Team is responsible for delivering credit risk loss forecasting software solutions which are used by ... risk managers and enterprise risk professionals to support various regulatory programs such as CCAR as well as internal stress testing and risk appetite policies **Job Family Group:** Technology **Job Family:** Applications Development **Time Type:** Full time… more
- Citigroup (New York, NY)
- …Validation process with at least one modeling area of specialization among Market Risk , Credit Risk, Loss Forecasting , Wholesale, Retail, PPNR , Consumer ... Valuation, AML , Basel, CCAR , Scenario design and CECL . * Good understanding of model risk policy/procedure , SR 11/7, SR 15/18, OCC 11/12 * Audit experience is recommended Education: * Masters degree(MS/MBA) in Statistics/Economics / Mathematics / Finance… more