- 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
- USAA (San Antonio, TX)
- …us so special! **The Opportunity** We are seeking a Director of Credit Risk Stress Testing and Loss Forecasting with expertise in Loss Forecasting ... appropriate loss estimates Credit Risk Stress Testing , and Credit Loss Forecasting + Experience addressing senior management-level audiences and… more
- First Horizon Bank (Birmingham, AL)
- …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
- Regions Bank (Birmingham, AL)
- …Management Risk Modeling & Data Science intern will have the opportunity to learn about loss forecasting , stress - testing , Allowance for Credit Losses and ... planning, components of the independent liquidity review and capital and liquidity stress testing . The intern will receive knowledge around how the bank enhances… more
- Citigroup (New York, NY)
- …and analytical applications. We use mathematical modeling and the latest technologies to build loss forecasting , stress testing pipelines, and other Risk ... and platforms. + Design and enforce software engineering standards for Citi's Stress Testing Libraries. + Design the quality and testing standards for… more
- Motion Recruitment Partners (Irving, TX)
- …continuously evolving financial services worldwide. Will lead technology solutions development for Loss Forecasting / Stress Testing and Oversight Consent ... Order and Regulatory requirements. You will work alongside some of the smartest minds in the industry who are excited to share their knowledge and to learn from you. Contract Duration: 11+ Months **Required Skills & Experience** + 10+ years of Full Stack Java… 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 (Little Rock, AR)
- …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
- Bank of America (Newark, DE)
- Sr Quantitative Financial Analyst (Card CECL Loss Forecasting & Analytics) Newark, Delaware;Jersey City, New Jersey; Charlotte, North Carolina; Atlanta, Georgia ... for a Senior Quantitative Financial Analyst within its Consumer Loss Forecasting (CLF) team. The GRA group...critical part in the Bank's allowance and financial planning, stress testing , and risk management activities, with… 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
- 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
- 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
- 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
- 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
- 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
- Regions Bank (Birmingham, AL)
- …for a very wide range of quantitative initiatives that include stress testing and loss forecasting , economic capital, risk ratings, portfolio valuation, ... of market risk analytics, including valuation, risk sensitivity Greeks, market stress test results and scenario analysis, Potential Future Exposure (PFE), and… more
- US Bank (San Francisco, CA)
- …Review and challenge credit loss model results from production runs for stress testing and credit reserves. + Document model performance monitoring results ... and other retail portfolios. Models support consolidated loan portfolio stress testing (CCAR), the allowance for credit...and manage the development of quantitative models for credit loss forecasting to maintain high standards and… 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
- MUFG (New York, NY)
- …SME, assist risk identification and materiality measurement within the Americas Region. Credit Loss Forecasting Models: + Forecast stress credit losses ... tests. + Forecast ACL for the annual ICAAP stress testing cycle. TECHNICAL SKILLS: + Excellent...quickly learn - credit management platform (software) ie credit loss forecast models, stress lost forecasting… more
- PenFed Credit Union (Mclean, VA)
- …vendors to run quarterly Allowance for Credit Losses (ACL) for CECL, and to provide loss projection for stress testing (CCAR/CPST) and budget planning. + ... other duties as assigned. + Use quantitative credit risk loss forecasting models/tools developed internally or by...the process of CECL ACL Production and/or Capital Planning Stress Testing (CPST/CCAR) from input data quality… more