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Sr. Quantitative Finance Analyst - Consumer Loss Forecasting Analytics
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Full-time
- Description Bank of America Merrill Lynch has an opportunity for a Sr. Quantitative Financial Analyst within our Global Risk Analytics (GRA) function.
- GRA partners with the Lines of Business and Enterprise functions to ensure that its models and analytics address both internal and regulatory requirements, such as quarterly Enterprise Stress Testing (EST), the annual Comprehensive Capital Analysis and Review (CCAR), and the Current Expected Credit Losses (CECL) accounting standard.
- CLF provides analytical insights, enabling improved Credit Risk management.
- These forecasts are utilized for allowance setting, financial planning, Comprehensive Capital Analysis & Review (CCAR) submission, and other business decision-making.
- Partners with Consumer lines of business, and front line Risk, Allowance, and Finance teams to ensure consistency and appropriateness of the team’s various processesThis role plays a critical part in the Bank’s stress testing, financial planning, and risk management activities.
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