- SMBC (Jersey City, NJ)
- …and expansion of **macroeconomic models and scenario generation frameworks** used for CCAR /DFAST stress testing and Credit Loss provisioning ( CECL /IFRS9). The ... implement stochastic and deterministic scenario approaches and expand scenario coverage. + ** CCAR and CECL integration** Lead end-to-end integration of macro… more
- SMBC (New York, NY)
- …working knowledge of credit risk modeling approaches, including stress testing models, CCAR , CECL , and related loss estimation methodologies - Experience serving ... as well as strong leadership capabilities to manage a team of quantitative analysts. **Role Responsibilities:** - Lead end-to-end stress testing analytics for… 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
- 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 (Wilmington, DE)
- … 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 (Atlanta, GA)
- …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
- Truist (Atlanta, GA)
- …lending platforms, and how these platforms support Credit processes. + Familiarity with CCAR or CECL models and Sarbanes-Oxley standards for financial data ... manage, and retain the Model Implementation team comprised of quantitative operations officers and specialists. QUALIFICATIONS Required Qualifications: The… more
- Bank of America (Atlanta, GA)
- …meet policy requirements, and enable successful engagement in regulatory exams (eg, CCAR , CECL ) via automated, modularized, and standardized documentation and ... Quantitative Finance Analyst Charlotte, North Carolina, United States;Atlanta,...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
- M&T Bank (Buffalo, NY)
- …function, ensuring compliance with SR 11-07 and oversight of models including CCAR , CECL , Scorecards, AUM, BSA/AML, Marketing, and AI/ML. + Collaborate ... Bank's risk landscape across key domains: Treasury operations, Finance (including CCAR /Stress Testing and ACL processes), Model Risk Management (MRM), and emerging… 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
- JPMorgan Chase (Wilmington, DE)
- …perform attribution analysis. The role encompasses all aspects of loss forecasting, including CCAR , CECL , Budgets, and Risk Appetite. This is an exciting ... status quo and striving to be best-in-class. As a Senior Associate - Modeling Analytics, in the Credit Card...and understanding of drivers of profitability. + Knowledge of CCAR (Stress Testing) and CECL process Chase… more
- US Bank (Minneapolis, MN)
- …on multiple assignments concurrently + Experience with regulatory guidance (OCC 2011-12, Basel, CCAR , CECL , AML/BSA) + Familiarity with vendor platforms such as: ... team to independently review and validate a wide range of models including CCAR , allowance, compliance, and cyber security models + Assesses model risk through… more
