- 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 (Schaumburg, IL)
- The ** Loss Forecasting and Stress Testing ** Senior Analyst is an intermediate-level position in NA Cards Risk Management team, responsible for ... developing, analyzing, and managing risk strategies, loss forecasting models and portfolio analytics. You...testing ) for delivery of regulatory solutions. (ie CECL, Stress Test and CCAR regulatory requirements, etc.) + Perform… more
- Citigroup (Irving, TX)
- …and analytical applications. We use mathematical modeling and the latest technologies to build loss forecasting , stress testing pipelines, and other Risk ... and deliver the product roadmap from developing wireframes to testing and rolling-out new features + Track the progress...3-5 years of experience in building quantitative modelers in Loss Forecasting or Market Risk + Experience… more
- Fannie Mae (Washington, DC)
- …Modeling * Interest Rate Derivative pricing * Mortgage Rate Modeling * Loss Forecasting and ; Stress Testing * Macroeconomic and Time Series Modeling ... * Regional and National Home Price Forecasting *Who We're Looking For:* Fannie Mae is seeking...improve mortgage loan performance predictions. * Conducting scenario analysis, stress testing , and sensitivity analysis to evaluate… more
- Capital One (Mclean, VA)
- …operational losses, volumes and outstanding balances in support of loss forecasting , CECL/allowance, stress testing , and capital allocation for Capital ... One. Our models and analyses inform earnings call prep, vertical resilience and downturn preparedness initiatives. In this position, you'll be part of a team tasked with ushering in the next wave of disruption to predictive modeling - using technology to build… more
- JPMorgan Chase (Plano, TX)
- …(BB) credit losses for processes including budgeting, allowances (CECL), risk appetite and stress testing (including CCAR). This is a highly visible role where ... to be best-in-class. As a Vice President in the Loss Forecast and Portfolio Analytics team, you will have...the BB portfolio to support allowances, budgeting, and regulatory stress testing (CCAR/Risk Appetite) processes. + Compile,… more
- First Horizon Bank (Birmingham, AL)
- …risk models. These models are used for a variety of activities, including: CECL, stress testing , loss forecasting , origination, portfolio management, and ... Reports), and economic forecasts) to develop credit risk models for CECL, stress testing , scorecards, economic capital, or other credit risk-related initiatives.… more
- Capital One (Mclean, VA)
- …(US Card, Canada and UK) for Capital One quarterly earnings report and annual stress testing . This role is within the International and Small Business Card ... loss forecasting team. The work entails leveraging...credit trends to historical behavior, creating risk models, and testing hypotheses using rigorous monitoring and analysis + Execution:… more
- First Horizon Bank (Starke, FL)
- …portfolio. The models are used for a variety of activities, including: CECL, stress testing , loss forecasting , origination, portfolio management, ... Reports), and economic forecasts) to develop credit risk models for CECL, stress testing , and other credit risk related initiatives. + derives model assumptions… 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
- Huntington National Bank (Detroit, MI)
- …effective use of models for fair lending analytics, capital planning and stress testing . + Lead analytic approaches for credit loss modeling and analyses for ... work with a larger team that is responsible for forecasting key elements of Huntington's balance sheet and income...years of modeling experience that includes experience with credit loss models for stress testing … more
- American Express (New York, NY)
- …key risk indicators (KRIs), and external data sources. + Ensure operational risk stress testing aligns with regulatory expectations (eg SR 15-18/SR 15-19, Basel, ... historical loss data, emerging risk trends, and macroeconomic factors into CCAR stress testing frameworks. + Work closely with risk modeling teams to… more
- Capital One (Mclean, VA)
- …card loss forecasting process that feeds earnings, financial planning, and stress testing .** **Have you ever seen the headline in the news "** **_Banks ... agony in their financial lives.** **Team Description** **The Card Loss Forecasting and Allowance team uses machine...outstanding balances. These models drive key strategic decisions for loss allowances, stress testing , and… more
- SMBC (New York, NY)
- …focus on credit risk management activities, including periodic credit stress testing processes Current Expected Credit Loss (CECL), and Comprehensive Capital ... abilities to assess credit risk and portfolio performance. + Experience/knowledge in credit stress testing , data analysis, and forecasting techniques. +… more
- Fannie Mae (Washington, DC)
- …Markets and ; Structured Finance * Back-end Credit Enhancement * Enterprise Risk Management * Stress Testing (Management Stress Test and Dodd Frank Stress ... * Design and conduct model user vetting including scenario analysis, sensitivity analysis, stress testing , attribution analysis, back testing , etc. * Design… more
- Sallie Mae (Sterling, VA)
- …analytical support for a number of high visibility functions ranging from company's loan loss allowance and stress - testing activities to loan sales and ... and default models including in critical assumptions used in CECL, Financial, Planning, Stress Testing , Interest Rate Risk, and elsewhere in the organization. +… more
- Fannie Mae (Washington, DC)
- …firm's capital requirements. * Select assumptions and scenarios to perform baseline capital forecasting , DFAST and MST stress testing , key assumption ... analyzing, modeling, and interpreting capital and Profit and ; Loss (Pand ;L) implications. In this role, you will...environment. Can select assumptions and scenarios for baseline capital forecasting , DFAST and MST stress testing… more
- Citigroup (Wilmington, DE)
- …management framework, preferably in the cards / unsecured credit space and in loss forecasting and credit analysis + Strong analytical and quantitative ... financial forecasting efforts, including designing and maintaining complex credit loss and financial risk forecasting models for consumer credit products… more
- Truist (Atlanta, GA)
- …organization. This role is responsible for managing credit policy, portfolio management, loss forecasting , and overall credit processes for Truist's Wholesale ... portfolio risks. + Provide oversight of CCAR overlays, CECL, ACL updates, and credit loss forecasting . Governance and Oversight: + Serve as Subject Matter Expert… more
- Shell (Houston, TX)
- …trading. + Knowledge of North American supply/demand dynamics, deal structures, demand forecasting , stress testing , scenario analysis, VaR and exposure ... to be taken to reduce risk if necessary + Analyze independent stress -test evaluations/scenario analysis of the portfolio that align with current risk-appetite and… more