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Risk - Vice President - Quantitative Engineering
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$150,000 - $250,000
Full-time
- This role offers an exciting opportunity for a skilled quantitative expert with a strong background in Commercial Real Estate (CRE), Comprehensive Capital Analysis and Review (CCAR), Current Expected Credit Loss (CECL), and internal credit ratings modeling.
- Your expertise in CRE, CCAR, and CECL will be essential in supporting strategic decision-making, optimizing risk management processes, and enhancing our overall financial performance.
- Oversee the development and calibration of models for Current Expected Credit Loss (CECL) estimation, incorporating both qualitative and quantitative factors.
- in Quantitative Finance, Mathematics, Statistics, Economics, or a related field with a focus on financial modeling.
- Proven experience (at least X years) in developing and implementing quantitative models for Commercial Real Estate (CRE), CCAR, CECL, and internal credit ratings within a financial institution or relevant industry.
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