- Huntington National Bank (Chicago, IL)
- Description Retail CECL and CCAR Model Director The Retail CECL and CCAR Director will oversee development of models for use in CCAR and ... responsible for the development of a broad suite of CCAR and CECL models. Model ...python, or R. + Experience in the development of retail CCAR and CECL models.… more
- US Bank (Chicago, IL)
- …Given Default (LGD), and Exposure at Default (EAD) credit risk forecasting models for CCAR /DFAST and CECL . Desired candidate will have experience of credit loss ... quantitative risk function within US Bank that leads credit stress testing ( CCAR ) and current expected credit losses ( CECL ) estimation. Responsibilities include… more
- Bank of America (Chicago, IL)
- …Enterprise Stress Testing (EST), the annual Comprehensive Capital Analysis and Review ( CCAR ), and the Current Expected Credit Losses ( CECL ) accounting standard. ... nature of portfolios, economic conditions and emerging risks. In addition to model development, GRA conducts model implementation, data management, model… more