- SMBC (New York, NY)
- …for wholesale credit portfolios, including risk identification, scenario design, loss forecasting , data preparation, model execution, and interpretation of ... testing, and internal risk appetite processes. The role requires deep expertise in credit portfolio analytics, stress loss estimation, scenario design, and … more
- JPMorgan Chase (New York, NY)
- …activities across the firm's trading and risk management functions. **Job Summary:** As a Vice President in the Quantitative Research SPG team, you will play a ... of advanced models for valuation, risk assessment, profit and loss (P&L) calculations, as well as algorithms for quoting...and skills:** + 3+ years of experience at the Vice President level. + Proficient in Python… more
- Synchrony (Canton, OH)
- …and ongoing monitoring of range of models, especially those related to loss forecasting employing statistical techniques. Provide effective challenges to ... embody industry-leading practices, with a particular emphasis on advancing loss forecasting model practices. + Represent the...etc), CCAR, etc. + 12+ years of experience in credit loss modeling in areas such as… more
