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Quant Modelling - CCAR

Company: Evolveai
Location: Walton
Posted on: January 16, 2022

Job Description:

Quantitative Modeller - CCARNew York150k-200k plus bonus
Multiple new openings within an existing team at a leading financial institution for Risk Modelling for deposits, balance sheets, and CCAR.
Responsibilities:

  • Developing, implementing, and maintaining the models that support Balance Sheet and Income Statement forecasting
  • These models are used to support planning processes and are used directly as forecasting tools for the banks CCAR PPNR processes
  • These models are used by the Rate Risk Management function, including supporting the Funds Transfer Pricing framework, in the management of the banks interest rate risk (IRR)

    Qualifications:
    • Minimum 5 years of experience in assisting model development / supporting model assumptions for use in a financial institution setting.
    • Experience with Portfolio Strategy, Portfolio Pricing, Asset Liability Management, Interest Rate Risk, or other functions, with emphasis on working with Deposits products
    • Proven track record of successful interaction with business stakeholders, internal model risk management and audit, and external regulators
    • Experience participating in complex end-to-end model development projects (business requirements, data capture, model design, build, validation, implementation, and use)
    • Eagerness to learn about the relationship between the economic environment and the balance sheet/income statementby Jobble

Keywords: Evolveai, Scranton , Quant Modelling - CCAR, Other , Walton, Pennsylvania

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