- Truist (Atlanta, GA)
- …and exposure at default (EAD) for commercial and industrial (C&I) and commercial real estate (CRE) portfolios. Strong writing and presentation skills are a ... model development include market, commercial, retail, credit, financial crimes, CCAR , CECL, finance and compliance risk . This...financial crimes, CCAR , CECL, finance and compliance risk . This position may also lead periodic model review… more
- Citigroup (Getzville, NY)
- The Real Estate Risk Officer...projections. + Performing creditable review and challenge for Citigroup Real Estate CCAR workstream across ... plans before submitting them to the Federal Reserve. The Real Estate Risk Group Manager...methodology, results, governance, and processes. + Ensure that Real Estate CCAR submission has… more
- Capital One (Mclean, VA)
- …that has grown organically and via acquisitions, covering Commercial and Industrial, Commercial Real Estate , and Structured Products. On this team, you'll get an ... America, McLean, Virginia Senior Manager, Quantitative Analysis - Credit Risk Ratings At Capital One data is at the...+ Collaborate with other credit modeling functions (eg, ACL, CCAR ) to ensure a coherent and cohesive suite of… more
- Morgan Stanley (New York, NY)
- …standards; CCAR and DFAST regulatory framework; Stress testing; Commercial Real Estate (CRE) loans and lending related commitments; Excel including ... and analysis; Explaining complex topics in a concise manner for management consumption; Climate risk stress testing on real estate portfolios; and Managing a… more
- US Bank (Dallas, TX)
- …models for the Bank's wholesale products (commercial and industrial (C&I) or commercial real estate (CRE)). You're also responsible for ensuring models are ... Loss Given Default (LGD), and Exposure at Default (EAD) credit risk forecasting models for CCAR /DFAST and CECL. Desired candidate will have experience of credit… more
- Federal Reserve Bank (Philadelphia, PA)
- …the largest collection anywhere of data on US consumer finance, real estate , fixed income securities markets, and climate risk . Lastly, RADAR has been ... Stress Test (DFAST) and Comprehensive Capital Assessment and Review ( CCAR ), the Term Asset Backed Securities Loan Facility (TALF)...consumer credit, fixed income securities, lending and bank risks, real estate , climate risk , and… more
- US Bank (Irving, TX)
- …responsible for credit loss models. Portfolios cover commercial and industrial, commercial real estate , residential mortgages, credit cards, and other retail ... portfolios. Models support consolidated loan portfolio stress testing ( CCAR ), the allowance for credit losses (CECL), counterparty exposure and commercial… more
- JPMorgan Chase (New York, NY)
- …key US and global macroeconomic indicators, rates, equities, FX and credit markets, real estate markets, etc. Accordingly, a broad knowledge base across ... (JPM Economic/Strategy research teams or other experts) and users ( Risk and Finance Lines of Business) + Monitor and...+ Experience with scenario design in the context of CCAR , CECL etc. + Experience working with structural and… more
- Bank of America (Charlotte, NC)
- …with input on other asset classes, including equities, fixed income, stable value and real estate . + Conduct thorough due diligence reviews of both prospective ... under different economic environments (Plan sponsor impacts for EST, CCAR , Plan corporate forecasts). + Legal/regulatory/litigation research, analysis, and execution… more