Associate, Risk Modeling

Published
26 May 2021
Location
MA-Boston

Description

MA-Boston, Santander Bank, N.A. (Boston, MA) seeks Associate, Risk Modeling to dvlp modls for credt rsk operat’ns incl Auto Core & Chrysler loss modlng (PD, LGD, EAD). Maintn strss testg & provsion’ng modls, incl CCAR modls (Prblty of Dfault, Loss Givn Dfault & Expsure Measrmnt). Dvlp & maintn CECL & IFRS9 modls. Prfm strss testg & frecast losses. Ensure modl rsks are identfd, assessd & cptured thru metrcs l

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