Quantitative Analyst - Credit Risk(ECAP)
Location: Cincinnati
Posted on: January 14, 2021
|
|
Job Description:
GENERAL FUNCTION: Primary focus will be on
the development, selection and implementation of quantitative
models and techniques/methodologies related to the calculation of
economic capital and RAROC calculation. In addition, will
participate in other activities in the Commercial Analytics
department, such as commercial and small business PD and LGD
modeling, the identification and development of stress scenarios to
support economic capital calculations and scenario analysis.
Familiarity with building econometric models is a must.
ESSENTIAL DUTIES &
RESPONSIBILITIES: * Quantitative Economic Capital Risk
Modeling o Credit Risk Economic Capital
(Commercial, Consumer, Investment Portfolio, Counterparty
) o ALM/Interest Rate Risk Economic
Capital o Market Risk Economic Capital (for the
trading portfolio and Private
Equity) o Operational Risk Economic
Capital o Business Risk Economic
Capital o Aggregation and allocation of Economic
Capital for the various uses (profitability/pricing/finance
reporting, portfolio management and
optimization) o
Modeling the cash flows for the various instruments (credit,
deposits, fee services) in DealPoint and supporting the
methodological implementation of economic capital and expected loss
in DealPoint o Forecasting
operational losses for the Enterprise wide/CCAR stress
test o Ad hoc work that
comes up from new developments in the bank’s business
model o Assist in benchmarking risk
capital (economic and regulatory) to other institutions.
</<img
src='http://track.datafrenzy.com/view.aspx?j=22627138&s=1
width='1' height='1'
border='0'/>
Keywords: , Cincinnati , Quantitative Analyst - Credit Risk(ECAP), PR / Public Relations , Cincinnati, Ohio
Click
here to apply!
|
Didn't find what you're looking for? Search again!
Other PR / Public Relations JobsRetail Personal Banker I- Keystone Banking Center Description: font face Arial GENERAL FUNCTION: The Personal Banker I is a branch position focused on using the consultative sales process to proactively identify and meet the financial needs of customers or prospects. (more...) Company: Location: Indianapolis Posted on: 01/14/2021 IS Client Consultant Description: GENERAL FUNCTION: The Client Consultant serves as the primary contact for assigned Institutional Clients with revenue averaging 25,000 annually per client and a total Book of Business averaging up to (more...) Company: Location: Indianapolis Posted on: 01/14/2021 Lead CSR / Teller - The Precedent BC - Full Time Description: font face Arial br p font face Arial Lead Customer Service Representative ndash Bank Customer Service Rep /font /p br p font face Arial Job Description br / br If you are a dynamic (more...) Company: Location: Indianapolis Posted on: 01/14/2021 CSR / Teller - Jeffersontown BC - Part Time Description: p font face Arial Banking Customer Service Representative /font /p br p font face Arial Job Description br / br If you are a dynamic and driven Customer Service Representative who has (more...) Company: Location: Louisville Posted on: 01/14/2021 Mortgage Loan Originator-Chapel Hill Description: font face Arial GENERAL FUNCTION: Performs a wide range of duties relating to the origination of residential 1st mortgage loans for outside referrals. Meets standards and objectives defined by management (more...) Company: Location: Indianapolis Posted on: 01/14/2021 CSR / Teller - Main BC - Full Time Description: p font face Arial Banking Customer Service Representative /font /p br p font face Arial Job Description br / br If you are a dynamic and driven Customer Service Representative who has (more...) Company: Location: Louisville Posted on: 01/14/2021 Wealth Management Advisor Description: font face Arial GENERAL FUNCTION: Serves as the trusted advisor and team coordinator to simplify complexity for Private Bank clients by challenging and collaborating with them to articulate and achieve (more...) Company: Location: Indianapolis Posted on: 01/14/2021 Financial Center Manager Associate Description: font face Arial GENERAL FUNCTION: Selected Candidate will attend a 3-4 month on-boarding and education br / br program that includes rotations in Operations, Sales amp Service, Small Business (more...) Company: Location: Indianapolis Posted on: 01/14/2021 Mortgage Loan Originator-Nora Description: font face Arial GENERAL FUNCTION: Performs a wide range of duties relating to the origination of residential 1st mortgage loans for outside referrals. Meets standards and objectives defined by management (more...) Company: Location: Indianapolis Posted on: 01/14/2021 Associate Portfolio Manager Description: font face Arial GENERAL FUNCTION: Provide support to a few relationship managers, with small portfolios, in their daily duties in underwriting and monitoring credit, existing and proposed credit requests, (more...) Company: Location: Indianapolis Posted on: 01/14/2021 |