- SMBC (Albany, NY)
- …market risk, liquidity risk and model risk. The team is also responsible for CECL allowance process as well as stress testing and getting the bank ready for ... CCAR . The Quantitative Analytics and Model Oversight...leader will be responsible for managing and leading end-to-end CECL allowance process and other credit forecasting activities including… more
- Truist (Charlotte, NC)
- … model development include retail credit loss forecasting models used for BAU, CCAR and CECL processes. This position may also lead periodic model ... job description:** Manage a team of quantitative analysts focused on model development efforts specific to finance and risk measurement estimation methodologies.… 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. ... - Develop and maintain risk and capital Models and Model Systems across Retail and GWIM product...requirements, and enable successful engagement in regulatory exams (eg, CCAR , CECL ) via automated, modularized, and standardized… 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 ... forecasting needs of Treasury's credit, interest rate risk, liquidity risk, CCAR (Comprehensive Capital Analysis and Review)/stress testing and economic capital… more
- Citigroup (New York, NY)
- …Risk, Loss Forecasting , Wholesale, Retail , PPNR , Consumer Valuation, AML , Basel, CCAR , Scenario design and CECL . * Good understanding of model ... determine solutions for emerging issues. **Responsibilities:** * Manage Internal Audit Model Risk Management Activities * Complete assigned audits within budgeted… more
- US Bank (Minneapolis, MN)
- …residential mortgage, home equity, credit cards, and auto) supporting stress testing ( CCAR ) and expected credit loss ( CECL /Allowance) initiatives. **In this ... large and complex datasets, collaborating with cross-functional teams throughout the model development lifecycle to inform strategic decisions. . Clearly communicate… more
