- Raymond James Financial, Inc. (St. Petersburg, FL)
- …experience in credit risk modeling and a strong understanding of CECL, CCAR , and various risk models. This role involves developing, validating, and maintaining ... ensure accuracy and reliability. + Ensure models comply with CECL and CCAR regulatory requirements and guidelines. + Prepare and present model documentation,… more
- Citigroup (Tampa, FL)
- …ranging from business-as-usual business planning to stress environments, including CCAR /DFAST, Recovery and Resolution. The Planning Initiative comprises seven key ... Ruby is Citi's financial forecasting system currently assist forecasts for QMMF/ CCAR /Operating Plan/Risk scenarios. The Business Execution team is responsible for… more
- Raymond James Financial, Inc. (St. Petersburg, FL)
- …administration of scenarios across risk disciplines and activities (eg, CECL, CCAR , Liquidity, and Operational Resilience) Coordinate across risk disciplines, risk ... design and expansion principles. + Review and challenge best practices including for CCAR purposes. + Risk data aggregation and modelling techniques. **Skill in** +… more
- Citigroup (Tampa, FL)
- …business units. Perform stress testing in response to regulatory including CCAR and internal risk management requirements. Ensure compliance to regulatory ... R, SQL; Windows/Linux language commands; Basel market risk framework and CCAR regulatory stress testing; Derivatives pricing theory; Risk model development,… more
- Citigroup (Tampa, FL)
- …severity models for wholesale credit portfolios for Basel, stress-testing ( CCAR , ICAAP), reserves (CECL, IFRS9). + Develop quantitative methodologies, algorithms, ... bank stress testing and loss reserves for wholesale credit portfolios for CECL and CCAR or global IFRS9/ICAAP calculation is a plus. + Experience in Commercial Real… more
- First Horizon Bank (Miami Lakes, FL)
- …and report on risk-based audits focused on ALM, capital planning (including CCAR ), liquidity risk, and resolution planning frameworks. + Evaluate the design and ... Asset and Liability Management (ALM), Capital Planning, Stress Testing ( CCAR /DFAST), Enterprise-wide Stress testing, and FDIC Resolution Planning (including RRP,… more
- Citigroup (Tampa, FL)
- …used for regulatory stress testing and reserves setting including CCAR /DFAST/CECL/IFRS9/ICAAP/EBA and internal stress testing + Support business, finance, risk ... of bank stress testing in wholesale credit portfolios. Experience in CCAR /EBA/ICAAP stress testing, PD/LGD/EAD modeling, or CECL/IFRS9 calculation is a plus.… more
- Citigroup (Tampa, FL)
- …ranging from BAU through simulated stress environments consistent with CCAR and QMMF (Quarterly Multi-Year Multi-Scenario Forecasting) assumptions. Capital Planning ... and Management organizes and manages the enterprise's capital planning and management processes which inform the Strategic Plan. The role is fundamental to ensuring the safety & soundness of Citigroup and the financial system in the US and globally and… more
- Citigroup (Tampa, FL)
- …is responsible for the preparation, analysis, reconciliation, and review of FR Y-14 ( CCAR ) reports. The FR Y-14 Reporting Analyst will work closely with the Report ... Owners, Schedule Owners, Risk, Country/Product Controllers, Technology and Finance and with counterparts in Global Regulatory Reporting. This role is part of the Global Regulatory Reporting Controllers function which has oversight and ownership of the FR Y-14… more
- Citigroup (Tampa, FL)
- …ranging from BAU through simulated stress environments consistent with CCAR and QMMF (Quarterly Multi-Year Multi-Scenario Forecasting) assumptions. Capital Planning ... and Management organizes and manages the enterprise's capital planning and management processes which inform the Strategic Plan. This function is fundamental to ensuring the safety & soundness of Citigroup and the financial system in the US and globally and… more