- Truist (Charlotte, NC)
- …Requirements and best practices regarding risk process and risk frameworks including CCAR , DFAST, SR11-7, SR15-18, SR15-19, FASB CECL Guidance, CCAR ... position is for the leader of the PPNR and Balance Sheet Model Development team within Truist's Financial Management Quantitative Analytics department. Financial… more
- Synchrony (Costa Mesa, CA)
- …model development / model validation experience in financial services, banking, or retail ; in lieu of a Master's degree, 8 years' experience in model ... model validation experience in financial services, banking, or retail + Strong understanding and application of quantitative analysis...Model Risk Management (SR 11-7, OCC 2011-12, etc), CCAR , etc. + 5+ years of proven experience in… more
- First Horizon Bank (Charlotte, NC)
- …These models are used for a variety of activities, including: CECL , stress testing, loss forecasting, origination, portfolio management, and economic capital. ... back-testing and ongoing performance monitoring; and, communicating aspects of the model and its application to non-technical stakeholders. **ESSENTIAL DUTIES AND… more
- Huntington National Bank (Columbus, OH)
- …techniques to facilitate evaluation of compliance with Comprehensive Capital Analysis and Review ( CCAR ) and Current Expected Credit Loss ( CECL ) across a variety ... will join an existing team of modelers focused on model development to help support a variety of Risk...Experience in developing account-level consumer credit loss models for CCAR and CECL use, either using exploded… more
- PNC (Pittsburgh, PA)
- …free execution and reporting around PNC's retail lending models (particularly for CECL and CCAR purposes), and to distill knowledge about PNC's lending ... to the company's success. As a Quantitative Analytics & Model Development Analyst Senior within PNC's Balance Sheet Analytics...analytics, execution, and monitoring around credit loss models for retail asset classes. The goal is to support error… more
- JPMorgan Chase (Columbus, OH)
- …and attribution analysis. The role touches all aspects of loss forecasting, including CCAR , CECL , Budgets, and Risk Appetite. You will excel at communication ... be responsible for leading Credit forecasting for the $65B Retail Loans portfolio. This role requires strong quantitative and...+ Work with Risk modeling team to make sure model is working as desired and provide inputs for… more