/econometric credit risk models used for capital planning, ACL and underwriting purposes. Serves as Bank-wide or industry expert... Responsibilities: Lead research and development of quantitative models used for credit risk, including but not limited to, loan...
the vision and standards for credit risk modeling. Responsibilities Manage a team of 5 quantitative developers focused... in Quantitative Finance, Statistics or related quantitative field. Deep knowledge of credit risk modeling for wholesale loans...
Job Responsibilities Analyze the credit risk in ABS by performing tasks that include collateral/loss analysis, modeling transactions... containers, and many others. The analyst selected will become an expert in surveilling a diverse portfolio of ABS sectors...
. How will you make an impact in this role? This position is part of a centralized Second Line of Defense subject-matter expert team... (FLPO). The FLPO is responsible for performing business process reviews, monitoring and testing, quantitative analyses...