- PNC (Cleveland, OH)
- …and have an opportunity to contribute to the company's success. As a Quantitative Analytics & Model Development Analyst Senior within PNC's Commercial Credit ... on a regular basis. We are seeking a Senior Quantitative Model Development Analyst to join the...performance of Risk Rating models (PD, LGD, EAD) and CECL/ CCAR loss forecasting frameworks. * Partner with underwriters, credit… more
- Huntington National Bank (Columbus, OH)
- Description Summary: The Quantitative Risk Modeling Analyst Sr responsibilities to include, but not limited to the following: + Development of consumer and/or ... learning and data mining Preferred Qualifications: + PhD in quantitative field + Knowledge of CCAR /DFAST and CECL concepts and frameworks + Ability to lead… more
- Huntington National Bank (Columbus, OH)
- …combination of work experience and/or study project. Preferred Qualifications: + PhD in quantitative field + Knowledge of CCAR /DFAST and CECL concepts and ... Description Summary: Huntington is looking for qualified candidates to become Quantitative Risk Modeling Analysts. Duties and Responsibilities: + Development of… more
- Fifth Third Bank, NA (Cincinnati, OH)
- …of capital adequacy processes, including Comprehensive Capital Analysis & Review ( CCAR ), and enterprise-wide stress testing. Emerging as a financial leader to ... Investigates and documents unusual items. + Develops trend analyses and other quantitative reports to determine business trends. + Establishes, fosters and maintains… more
- Huntington National Bank (Cleveland, OH)
- Description We are seeking a skilled and motivated Capital Markets Analyst to join our Enterprise Trading and Analytics team. This role is responsible for managing ... governance standards. Preferred Skills: + Experience in model risk management or quantitative risk analytics. + Knowledge of regulatory frameworks such as FRTB, … more