- SMBC (Albany, NY)
- … allowance process as well as stress testing and getting the bank ready for CCAR . The Quantitative Analytics and Model Oversight leader will be responsible for ... translates to a richer life. **SUMMARY:** The Financial and Quantitative Risk team at SMBC MANUBANK's is responsible for...managing and leading end-to-end CECL allowance process and other credit forecasting activities including… more
- SMBC (Jersey City, NJ)
- …for wholesale and commercial portfolios, ensuring alignment with regulatory requirements (eg, CCAR /DFAST, CECL , Basel III/IV) and business objectives. The ideal ... as PD, LGD, EAD) for wholesale/commercial/consumer portfolios, including stress testing ( CCAR /DFAST), CECL , and Basel III/IV-compliant risk rating frameworks. +… more
- PNC (Vienna, VA)
- …responsibilities may be performed remotely, at manager's discretion. We are seeking a Senior Quantitative Model Development Analyst to join the Commercial Credit ... opportunity to contribute to the company's success. As a Quantitative Analytics & Model Development Analyst Senior ...performance of Risk Rating models (PD, LGD, EAD) and CECL / CCAR loss forecasting frameworks. * Partner with… more
- Bank of America (Charlotte, NC)
- …Risk Analytics:** Bank of America Merrill Lynch has an opportunity for a ** Senior ** ** Quantitative Finance Analyst / Quantitative Finance Manager** within ... Sr Quantitative Financial Analyst Charlotte, North Carolina;Atlanta, Georgia **To...Testing (EST), the annual Comprehensive Capital Analysis and Review ( CCAR ), and the Current Expected Credit Losses ( CECL… more
- M&T Bank (Buffalo, NY)
- …default and loss, loan prepayment, utilization, etc), capital planning ( CCAR ) CECL and/or underwriting + Utilize next gen quantitative approaches (AI/ML), ... The credit model development team is looking for a senior model developer that will manage a team of...management environment, such as SQL Server Management Studio + CCAR and/or CECL experience \#LI-RS1 M&T Bank… more
- M&T Bank (Baltimore, MD)
- … models used for credit risk, capital planning or underwriting. This includes CCAR and CECL models and underwriting scorecards. + Lead less experienced ... The credit model development team is looking for a senior model developer that can serve as a lead...+ Experience with the development of underwriting scorecards and/or CCAR / CECL models is greatly valued. + Logistical… more
- OneMain Financial (Wilmington, DE)
- …Credit Losses ( CECL ) accounting standard . Experience developing and implementing CECL , CCAR , or loss forecasting models **Location:** Wilmington, DE or ... Job Description - Quantitative Analytics Lead We are seeking a ...Role** . Develop and implement portfolio loss forecasting and CECL models for the auto finance portfolio . Conduct… more
- M&T Bank (Wilmington, DE)
- …+ Experience with data management environment, such as SQL Server Management Studio + CCAR and/or CECL experience M&T Bank is committed to fair, competitive, and ... not near one of the above locations._** **Overview:** Manages a team of quantitative analysts and modelers within Treasury to support data, systems and forecasting… more
- Huntington National Bank (Cleveland, OH)
- …Qualifications: + PhD in a quantitative field. + Extensive knowledge of CCAR /DFAST and CECL concepts and frameworks. + Proven ability to lead complex ... Description Quantitative Risk Modeling Lead Summary:The Quantitative ...of credit portfolio performance data, providing actionable insights to senior management. + Ad-Hoc Analytics: Lead ad-hoc analytics projects… more
- JPMorgan Chase (Columbus, OH)
- …perform attribution analysis. The role encompasses all aspects of loss forecasting, including CCAR , CECL , Budgets, and Risk Appetite. This is an exciting ... the status quo and striving to be best-in-class. As a Modeling Analytics - Senior Associate in the Credit Card Loss Forecasting within the Consumer & Business… more
- Wells Fargo (Charlotte, NC)
- …planning related to Risk Analytics. Initiatives include quarterly Business Loss Forecast ("BLF"), CCAR , CECL and other ad-hoc risk analyses. + Review and analyze ... mainly deliver loss forecast and risk attribution analysis to senior risk stakeholders and business leaders within Wealth &...validation, etc.) + Knowledge of stress-testing processes such as CCAR , Business Loss Forecast ("BLF"), CECL and… more
- Citigroup (Wilmington, DE)
- …responsibility for developing, enhancing, and implementing credit risk models under the CCAR (Comprehensive Capital Analysis and Review) and CECL (Current ... Citi is seeking a Senior Vice President (SVP) level professional to join...of experience in credit risk modeling, specifically in developing CCAR and CECL models for unsecured credit… more
- USAA (Plano, TX)
- …models like Probability of Default, Loss Given Default, and Exposure at Default for CCAR , IFRS9 and CECL regulation; and + Knowledge of federal laws, rules, ... and concise recommendations to drive credit risk strategy development and influence senior decision makers. Partners to deliver Bank credit risk strategies across… more
- Citigroup (Tampa, FL)
- The Senior Audit Manager is a senior ...as market risk, credit risk, loss forecasting, AML, Basel, CCAR , or CECL . + Related certifications (CPA, ... degree/University degree or equivalent experience + Master's degree in a quantitative field (eg, Statistics, Economics, Mathematics, Finance) preferred. **Job Family… more
- PNC (Pittsburgh, PA)
- …position, experience with technical product ownership, Python coding, SQL and stress testing ( CECL and CCAR ) are strongly preferred. Candidates are expected to ... to the company's success. As a Portfolio Analytics & Strategy Specialist Senior , your primary responsibilities will be product ownership for technology platforms and… more
- Citigroup (Irving, TX)
- …Citigroup's risk processes and practices. + Direct involvement in processes such as CCAR , CECL , IFRS9, and regulatory stress testing, including understanding the ... These stress tests including enterprise stress tests, such as CCAR and DFAST and stress tests for entities across...has a presence. The role requires a balance of quantitative and analytics skills, leadership /management skills, and written… more
- SMBC (Sacramento, CA)
- …+ Knowledge of lending industry practices and risk management frameworks + Familiarity with CCAR , Basel III, CECL or other regulatory capital requirements is a ... risk monitoring and reporting + Design executive-level reporting dashboards for senior management and stakeholders + Implement automated refresh schedules and data… more
- JPMorgan Chase (Wilmington, DE)
- …credit card portfolio. The role encompasses important aspects of loss forecasting like, CECL , Budget, and Model analytics. This is an exciting opportunity to work in ... the quarterly ACL process for the Card portfolio using CECL approach + Provide attribution analysis for quarterly changes...for improvement + Create and present quarterly ACL to senior management with a clear storyline and data support.… more
- Citigroup (Wilmington, DE)
- …of credit policies, testing activities, credit operating systems & NCL forecasting, CECL , Basel and CCAR methodologies + Perform portfolio deep dives, ... of risk management engagement. The role requires frequent interaction and reviews with Senior Risk Management at Global, Regional and Country levels in both risk and… more