, Economics, Data Science or related quantitative field At least 7 years experience of experience in credit risk modeling, with 3... and motivated candidate to join our Modelling and Analytics team. This Manager Quantitative Analysis is responsible for developing...
for highly qualified candidate. This Manager Risk Analytics will be part of the Business Operations team in Modeling... fields Preferred Skills: Understanding of one or more of the following - credit risk modeling, risk ratings...
, reliability, and regulatory compliance of the bank’s credit risk models. The primary focus is on the independent validation... of models used for CCAR (Comprehensive Capital Analysis and Review) stress testing and CECL (Current Expected Credit Loss...
and balanced risk management of the credit adjudication, credit policy, portfolio management, loss forecast, and overall credit... team. Assist Manager in providing portfolio/segment oversight and evaluate controls, while providing value-added credit...
foundations of derivatives modeling (swaps and options, IR and FX) and counterparty credit risk modeling (PFE and CVA..., which covers the following modeling efforts: derivatives valuation, including risk-neutral and adjustments...
, engineering, or operations research. Strong quantitative skills specific to econometric modeling – such as time series analysis... Analysis - Conducts risk analysis to validate the performance of existing models and leads gap closing projects to include...