- SMBC (Jersey City, NJ)
- …for wholesale and commercial portfolios, ensuring alignment with regulatory requirements (eg, CCAR /DFAST, CECL , Basel III/IV) and business objectives. The ideal ... as PD, LGD, EAD) for wholesale/commercial/consumer portfolios, including stress testing ( CCAR /DFAST), CECL , and Basel III/IV-compliant risk rating frameworks. +… more
- PNC (Vienna, VA)
- …in the office or in the field on a regular basis. We are seeking a Senior Quantitative Model Development Analyst to join the Commercial Credit Analytics team at ... opportunity to contribute to the company's success. As a Quantitative Analytics & Model Development Analyst Senior ...performance of Risk Rating models (PD, LGD, EAD) and CECL / CCAR loss forecasting frameworks. * Partner with… more
- Bank of America (Charlotte, NC)
- …Risk Analytics:** Bank of America Merrill Lynch has an opportunity for a ** Senior ** ** Quantitative Finance Analyst / Quantitative Finance Manager** within ... Sr Quantitative Financial Analyst Charlotte, North Carolina;Atlanta, Georgia **To...Testing (EST), the annual Comprehensive Capital Analysis and Review ( CCAR ), and the Current Expected Credit Losses ( CECL… more
- M&T Bank (New York, NY)
- …default and loss, loan prepayment, utilization, etc), capital planning ( CCAR ) CECL and/or underwriting + Utilize next gen quantitative approaches (AI/ML), ... The credit model development team is looking for a senior model developer that will manage a team of...management environment, such as SQL Server Management Studio + CCAR and/or CECL experience \#LI-RS1 M&T Bank… more
- M&T Bank (Baltimore, MD)
- … models used for credit risk, capital planning or underwriting. This includes CCAR and CECL models and underwriting scorecards. + Lead less experienced ... The credit model development team is looking for a senior model developer that can serve as a lead...+ Experience with the development of underwriting scorecards and/or CCAR / CECL models is greatly valued. + Logistical… more
- Truist (Charlotte, NC)
- …Areas of model development include retail credit loss forecasting models used for BAU, CCAR and CECL processes. This position may also lead periodic model ... of America) **Please review the following job description:** Manage a team of quantitative analysts focused on model development efforts specific to finance and risk… more
- M&T Bank (Buffalo, NY)
- …+ Experience with data management environment, such as SQL Server Management Studio + CCAR and/or CECL experience M&T Bank is committed to fair, competitive, and ... not near one of the above locations._** **Overview:** Manages a team of quantitative analysts and modelers within Treasury to support data, systems and forecasting… more
- Bank of America (Charlotte, NC)
- …Enterprise Stress Testing (EST), the annual Comprehensive Capital Analysis and Review ( CCAR ), and the Current Expected Credit Losses ( CECL ) accounting standard. ... Quantitative Finance Analyst Atlanta, Georgia;Charlotte, North Carolina; Charlotte,...potential risk + Works closely with model stakeholders and senior management with regard to communication of submission and… more
- Bank of America (Newark, DE)
- …financial institution + Programing skills (SQL, Python, R, LaTeX) + Experience with CECL , DFAST, CCAR forecast methodologies **Shift:** 1st shift (United States ... Sr Quantitative Fin Analyst Charlotte, North Carolina;Chicago, Illinois; Atlanta,...potential risk + Works closely with model stakeholders and senior management with regard to communication of submission and… more
- Huntington National Bank (Cleveland, OH)
- …Qualifications: + PhD in a quantitative field. + Extensive knowledge of CCAR /DFAST and CECL concepts and frameworks. + Proven ability to lead complex ... Description Quantitative Risk Modeling Lead Summary:The Quantitative ...of credit portfolio performance data, providing actionable insights to senior management. + Ad-Hoc Analytics: Lead ad-hoc analytics projects… more