Quant Jobs in Commercial Bank

[Mitor]

Hello
What kind of job one can have as a quant in a medium-large commercial Bank?

 

[CasanovaJ]

PPNR modeling, CCAR compliance. I've had a few interviews in it... not exactly the most exciting stuff on the planet

 

[Ken Abbott]

• 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.