- 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 (PA)
- …in the office or in the field on a regular basis. We are seeking a Senior Quantitative Model Development Analyst to join the Commercial Credit Analytics team at ... 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 (New York, 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
- Truist (Charlotte, NC)
- …Areas of model development include retail credit loss forecasting models used for BAU, CCAR and CECL processes. This position may also lead periodic model ... of America) **Please review the following job description:** Manage a team of quantitative analysts focused on model development efforts specific to finance and risk… more
- US Bank (Charlotte, NC)
- …stress testing ( CCAR ), the allowance for credit losses (ACL / CECL ), counterparty risk, climate risk, and commercial risk rating scorecards. The ideal candidate ... Day One. **Job Description** We are looking for a strategic and results-driven quantitative manager to lead initiatives within the Credit Risk Model Operations and… more
- Bank of America (Charlotte, NC)
- Quantitative Finance Analyst Charlotte, North Carolina **To proceed with your application, you must be at least 18 years of age.** Acknowledge Refer a friend **To ... must be at least 18 years of age.** Acknowledge (https://ghr.wd1.myworkdayjobs.com/Lateral-US/job/Charlotte/ Quantitative -Finance-Analyst\_25043859-2) **Job Description:** At Bank of America, we are… more
- Bank of America (Charlotte, NC)
- …Enterprise Stress Testing (EST), the annual Comprehensive Capital Analysis and Review ( CCAR ), and the Current Expected Credit Losses ( CECL ) accounting standard. ... Quantitative Finance Analyst Atlanta, Georgia;Charlotte, North Carolina; Charlotte,...potential risk + Works closely with model stakeholders and senior management with regard to communication of submission and… more
- Huntington National Bank (Chicago, IL)
- …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
- 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
- JPMorgan Chase (Jersey City, NJ)
- …Experience in quantitative risk techniques. + Familiarity with regulatory frameworks ( CCAR , CECL ) and industry best practices. + Understanding of product ... developments affecting mortgage and real estate risk. + Support stress testing, CCAR , CECL , and other regulatory exercises, ensuring horizontal evaluation and… more
- BMO Financial Group (Chicago, IL)
- …development of credit risk models, with particular emphasis on Retail Allowance (IFRS9/ CECL ) and Retail Stress Testing ( CCAR /EWST) models. Experience in other ... professional to join our Model Development Team as a Senior Manager, Retail Modeling, Credit Risk. As a ...preferred). + An MBA or MSc or PhD in quantitative fields such as statistics, applied mathematics, financial mathematics,… more
- JPMorgan Chase (Plano, TX)
- …have the opportunity to analyze losses under Comprehensive Capital & Analysis Review ( CCAR ) model and the firm's internal Risk Appetite framework and present to ... senior management. **Job Responsibilities** + Support the production of...+ Support the production of regular stress testing exercises ( CCAR , quarterly Risk Appetite), monthly portfolio monitoring, as well… more
- Citigroup (Tampa, FL)
- …development CCAR Stress Testing, Global Systemic Stress Testing, and CECL Credit Reserves models, including default loss, pricing, and balance forecasting ... for regulatory stress testing including Comprehensive Capital Analysis and Review ( CCAR ), Dodd-Frank Act Stress Test (DFAST), Internal Capital Adequacy Assessment… 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
- 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
