Obtain and conduct QA/QC on all data required for CCAR/CECL model development; Develop segment and/or account level CCAR/CECL stress loss models; Perform all required tests (e.g. sensitivity and back-testing); Validate/recalibrate all models annually to incorporate latest data. Redevelop as needed; ... |
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Advanced Degree (Bachelors required, Masters/PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or other highly quantitative discipline; 7-15 years’ experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss rese... |