- SMBC (New York, NY)
- …Description** This role will participate in the development and implementation of advanced credit risk stress testing models to assess and mitigate financial ... + Lead the end-to-end development, implementation, and calibration of credit risk models (PD, LGD, delinquency/default, and loss... testing models to evaluate the impact of various stress scenarios (including CCAR's) on credit risk.… more
- JPMorgan Chase (Plano, TX)
- …Real Estate (CRE) loans and lending related commitments + Knowledge of the CECL credit loss accounting standards + Knowledge of CCAR regulatory framework and ... within the Commercial and Investment Bank (CIB) Risk Wholesale Credit Risk Loan Loss Forecasting team, you...loss allowance and Comprehensive Capital Analysis Review (CCAR) stress testing loan loss forecast for the… more
- Huntington National Bank (Charlotte, NC)
- …capital planning and stress testing. + Lead analytic approaches for credit loss modeling and analyses for consumer/retail portfolios and manage other ... Description Huntington National Bank has a new opportunity within Quantitative Risk Modeling and Analytics team for a Modeling...+ years of modeling experience that includes experience with credit loss models for stress … more
- First Horizon Bank (Memphis, TN)
- …model development or validation experience, particularly in credit risk or stress testing. + Must have advanced quantitative statistical modeling skills ... are used for a variety of activities, including: CECL, stress testing, loss forecasting, origination, portfolio management,...data (eg, Call Reports), and economic forecasts) to develop credit risk models for CECL, stress testing,… more
- Capital One (Mclean, VA)
- …the Model Risk Office, you will be part of the validation team responsible for loss forecasting, allowance, and stress testing (CCAR) models used to determine ... Senior Associate, Quantitative Analysis - Model Risk Management At Capital...everything we do. As a startup, we disrupted the credit card industry by individually personalizing every credit… more
- Capital One (Mclean, VA)
- … and operational losses, volumes and outstanding balances in support of loss forecasting, CECL/allowance, stress testing, and capital allocation for Capital ... Principal Quantitative Modeler As a Quantitative Modeler...financial lives. This position is part of Capital One's Credit Risk Management Modeling team. In this team, we… more
- PNC (Tysons Corner, VA)
- …model validator you will perform rigorous independent reviews of PNC's models including loss forecasting models, stress testing models, scoring models, and other ... have an opportunity to contribute to the company's success. As a Quantitative Analytics/Modeling Consultant within PNC's Model Risk Management organization, you will… more
- Truist (Atlanta, GA)
- …A strong grasp of one or more financial modeling disciplines such as credit score modeling, asset-liability management, stress testing, term structure modeling, ... level model validation for the corporation. Focus primarily on model validation and quantitative analysis, but also evaluate other model controls and serve as a… more
- Citigroup (New York, NY)
- …exposure on a day-to-day and long-term basis for various financial products. Market risk stress testing pertains to potential loss due to market movements such ... as changes in interest rates, equity prices, credit spreads and foreign exchange rates. Work with traders...products. This role is specific to the Market Risk Stress Testing function within Global Market Risk as a… more
- BMO Financial Group (Chicago, IL)
- …products, industries and LOBs ** Stress Testing** + Key understanding of the credit stress testing process and models. + Key stakeholder with respect to ... role also requires the ability to understand the highly quantitative aspect of many risk disciplines and to bring...wholesale credit stress testing and CPM's key responsibilities… more