• Quantitative Risk Modeling Analytics Manager

    Huntington National Bank (Chicago, IL)
    …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
    Huntington National Bank (03/07/25)
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