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Quant Jobs in Commercial Bank

Joined
10/20/13
Messages
17
Points
11
Hello
What kind of job one can have as a quant in a medium-large commercial Bank?
 
PPNR modeling, CCAR compliance. I've had a few interviews in it... not exactly the most exciting stuff on the planet
 
  • Credit modeling. IRB stuff, usually leveraging copulae. Frequency and severity of default. Big into tail risk stuff. Also
  • Potential Future Exposure modeling. IMM for derivatives exposure.
  • Deposit/ALM modeling. Heave use of QRM and related tools. Balance sheet management.
 
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