- Citigroup (Irving, TX)
- …with highest quality product! **Responsibilities:** + Working business/system/data analysis experience in Loss Forecasting , Stress Testing , CCAR, CECL ... with transparency. **Qualifications:** + 6-10 years' experience in a IT Product Management in Loss Forecasting , Stress Testing , CCAR, CECL area + Min 5… more
- Citigroup (Wilmington, DE)
- …professional disciplinary areas CECL/CCAR + Providing regular updates on key loss forecasting and stress testing deliverables as well as related ... Risk Sr Officer I is a strategic professional leading Loss Forecasting , Credit Reserves and Portfolio Analytics...and Regulators + Project Management of various deliverables for Loss Forecast and Stress Testing … more
- Citigroup (Irving, TX)
- …Texas location. Duties: Oversee cost of credit forecasting , including reserves and loss forecast planning and stress testing , for select geographies and ... reviews and regulatory reviews. Oversee the quarterly loss forecasting and stress testing (CCAR/DFAST/) processes for select geographies including … more
- First Horizon Bank (Memphis, TN)
- …production, and analysis of Current Expected Credit Losses (CECL), Credit Loss Forecasting , and Stress Testing material covering both the consumer and ... + Update standard tables and commentary in CECL, Credit Loss Forecasting , and Stress Testing presentations. + Analyze economic forecast data and explain… more
- M&T Bank (Baltimore, MD)
- …on all matters related to scorecard and behavioral modeling and possibly loss forecasting and stress testing areas to ensure their awareness of ... This role may also support model development initiatives in the loss forecasting , CCAR (Comprehensive Capital Analysis and Review)/ stress testing and… more
- Citigroup (Irving, TX)
- …data policies and frameworks. Employee will be managing Tech team designed to deliver Loss Forecasting / Stress Testing including Regulatory commitments / ... developing and refining/simplifying global risk applications related to loss forecasting , including internal and external stress test and allowance… more
- Citigroup (Irving, TX)
- …in retail credit risk and/or operational risk + Experience in stress testing and/or loss forecasting + Effective communicator, self-starter, and team ... This position is to support the Global Systematic Stress Testing (GSST). GSST is Citi's... program. The GSST program enables Citi to measure stress loss across all market, credit and… more
- Capital One (Mclean, VA)
- …Risk Office, you will be part of the validation team responsible for loss forecasting , allowance, and stress testing (CCAR) models used to determine ... econometric, and machine learning models used in loss forecasting , allowance and stress testing for retail portfolios - Generate risk assessments… more
- Ally (Lansing, MI)
- …Commercial Credit Risk - this team is responsible for credit loss reserving, forecasting and stress testing of Ally's ~$25B Commercial Automotive loan ... portfolio. The team handles all Commercial Auto credit loss reserving and forecasting activities as well as variance analysis vs. actual performance. *… more
- Citizens (New York, NY)
- …conditions and their impacts on portfolio performance and downstream impacts on loss forecasting , risk appetite, stress testing , and loan loss ... reserves + Ensure adherence to portfolio appetite, credit policies and all related administrative procedures. + Required ability to influence activities and collaboration of non-direct report partnership and stakeholder teams. + Credit authority and… more
- JPMorgan Chase (Columbus, OH)
- …be best-in-class. As a Modeling Analytics - Vice President in the Credit Card Loss Forecasting within the Consumer & Business Banking (CBB) Risk Management ... perform attribution analysis. The role encompasses all aspects of loss forecasting , including CCAR, CECL, Budgets, and...and stress credit evaluations to support annual stress testing , the Risk Appetite framework, and… more
- Santander US (Dallas, TX)
- …Support the development of risk analytics and statistics models used in loss forecasting , reserving and/or stress testing . + Assist in the production and ... review of Solvency and Credit related materials for various risk forums/committees. + Create an environment of diversity, equity, and inclusion where all perspectives are valued and all people are welcomed. **Requirements:** + Currently enrolled in an Master's… more
- Citigroup (Wilmington, DE)
- …family. **Responsibilities:** + Document end-to-end methodology for Stress Testing , coordinating with heads of Forecasting and Analytics groups ... based on quarterly gap assessment. + Implement governance for stress testing program. + Design regular assessment...assessment of adequacy of models to translate scenarios into stress impact, coordinating with heads of Forecasting … more
- Truist (Atlanta, GA)
- …3. Independently perform model validations spanning multiple domains (eg, credit risk, loss forecasting , operational risk, , capital planning) to assess fit ... modeling disciplines such as credit score modeling, asset-liability management, stress testing , term structure modeling, fraud detection, value-at-risk,… more
- Ally (Raleigh, NC)
- …alignment with stress scenario assumptions * Work with business line loss forecasting and allowance-setting teams to understand and review processes, ... with credit and the allowance setting process required * Stress Testing experience preferred * Financial forecasting experience preferred within banking or… more
- Mizuho Corporate Bank (New York, NY)
- …losses and improve efficiency. We are seeking a highly motivated individual to join our Stress Testing and Capital Analysis team. Our team is responsible for the ... design, calculation, and analysis of stress testing scenarios and results across different...annual Risk Appetite and Capital Planning process, we execute stress loss calculations and produce RWA forecasts.… more
- Capital One (Mclean, VA)
- …will be responsible for producing quarterly economic forecasts used for business planning, loss forecasting and allowance. The Economic Forecast team is also ... responsible for designing economic scenarios for stress testing , including annual CCAR exams. In...across the company that use economic variables, such as loss forecasting teams and modeling teams, providing… more
- Citigroup (Tampa, FL)
- …expected credit loss models in line with requirements for CECL credit loss reserves, CCAR regulatory stress testing , and other purposes including ... you will be a part of the Wholesale Credit Loss Forecasting Analytics Team, which is responsible...used in reserves calculation (CECL & IFRS 9) and stress testing (CCAR, ICAAP, and others). The… more
- Citigroup (Tampa, FL)
- …expected credit loss models in line with requirements for CECL credit loss reserves, CCAR regulatory stress testing , and other purposes including ... a VP-level role as part of the Wholesale Credit Loss Forecasting Analytics (LFA) Team within the...internal stress testing . + Implement credit loss models in… more
- Santander US (Dallas, TX)
- …+ Participates in the design and evolution of the Company's existing suite of stress test forecasting models. + Monitors and reports on management of projects ... Sr Analyst, Risk Modeling - Loss Provisioning Dallas, United States of America The...project management policies + Models the impact of idiosyncratic stress tests. + Researches and maintains regulatory requirements and… more