- Fifth Third Bank, NA (Cincinnati, OH)
- …and other related PC applications. #LI-BP1 Senior Audit Associate - Treasury/ CCAR LOCATION -- Cincinnati, Ohio 45202 Fifth Third Bank, National Association ... is proud to have an engaged and inclusive culture and to promote and ensure equal employment opportunity in all employment decisions regardless of race, color, gender, national origin, religion, age, disability, sexual orientation, gender identity, military… more
- PNC (Cleveland, OH)
- …in risk methodologies, stress testing frameworks, and compliance with Basel, CCAR , IRRBB and Liquidity Risk regulatory framework. This highly visible role ... interest rate risk, market risk and liquidity including all aspects of finance, CCAR , counterparty, and PFE, CVA, and FRTB. **Job Description** + Establishes Line of… more
- Huntington National Bank (Columbus, OH)
- …and non-statistical models supporting both Comprehensive Capital Analysis and Review ( CCAR ) pre-provision net revenue (PPNR) and IRR usage cases, using SAS/R/Python. ... Utilize the Quantitative Risk Management (QRM) platform as an implementation framework and reporting and analytical tool for conducting Net Interest Income (NII), Economic Value of Equity (EVE) analysis across different rate scenarios. Engage in statistical… more
- PNC (Cleveland, OH)
- …with technical product ownership, Python coding, SQL and stress testing (CECL and CCAR ) are strongly preferred. Candidates are expected to have a background of IT ... infrastructure and the inner workings, as well as a broad knowledge of bank balance sheets. In addition, we are looking for candidates who are effective communicators, as well as problem solvers. This position is primarily based in a PNC location.… more
- KeyBank (Columbus, OH)
- …+ Strong understanding of financial institution regulatory frameworks (eg, FR Y-14, CCAR , Basel, FDIC 371, etc.) and reporting requirements. + Experience with ... financial institutions + Exposure to regulatory exams or internal audit processes. + CPA or similar certification COMPENSATION AND BENEFITS This position is eligible to earn a base salary in the range of $70,000 to $80,000 annually depending on location and… more
- PNC (Cleveland, OH)
- …ownership of production processes for the quarterly CECL reserves estimates and annual CCAR stress testing activities. As part of these activities, you will: - ... Manage a team of quantitative analysts responsible for execution, analysis, and debugging of credit loss models - Design and develop processes and supporting documentation for technical processes` - Utilize Python and process improvement techniques to improve… more
- Synchrony (Canton, OH)
- …projections, to strategic partners for business planning, stress testing (eg, CCAR ), and product development initiatives. + Prepare documentation and participate in ... discussions with working groups, senior committees (ACL-C), auditors and regular reviews with regulators (OCC, FRB). + Support Pricing on new deals and Credit Strategy in developing P&Ls by being responsible for the ACL calculations, using quantitative… more
- US Bank (Cincinnati, OH)
- …oversees model implementation and monitoring for models covering multiple use cases (eg, CCAR , interest rate risk, MVPE, NII forecasting). QF I&M is seeking a strong ... decisive, results-oriented contributor who will be responsible for the implementation and on-going monitoring for a subset of complex econometric models. This role will work closely with model developers to understand aspects of a model's design (eg,… more
- JPMorgan Chase (Columbus, OH)
- …monitoring risk limits, and support the quarterly and annual market risk CCAR submissions. + Collaborate on stress testing evaluations, produce deliverables, support ... ad-hoc stress testing, partner on regulatory deliverables, evaluate risk appetite, and oversee market risk. + Partner with QR and teams to develop models and methodologies, review stress test models, enhance analytic tools, and design control frameworks. +… more
- Huntington National Bank (Cleveland, OH)
- …Preferred Qualifications: + PhD in a quantitative field. + Extensive knowledge of CCAR /DFAST and CECL concepts and frameworks. + Proven ability to lead complex ... projects and supervise junior modeling analysts. + Deep understanding of loss forecasting, loan origination, and portfolio management modeling concepts (PD, LGD, EAD). + Exceptional analytical skills, comprehensive understanding of risk concepts and… more