- SMBC (New York, NY)
- …methodologies comprising the Standardized Approach. Additionally, the Director has a deep understanding of Market Risk stress testing mechanics and ... for data aggregation, including Microsoft SQL, MySQL, and Oracle * Expert knowledge of Market Risk stress testing methodologies and stress scenarios… more
- Bank of America (New York, NY)
- …Global Mortgages and Securitized Products. Key responsibilities include analysis and reporting of market risk , stress testing , designing limit frameworks ... Compliance, Finance, Operations, etc.). This position is in the Market Risk Management team covering Global Mortgages...key risk metrics such as VaR and stress testing , especially in relation to securitized… more
- MUFG (New York, NY)
- …(MRMD) primarily covering valuation models (Rates, FX, Fixed Income products), Market Risk models and stress testing . **Major Responsibilities** : + ... techniques + In-depth knowledge of market and/or credit risk analytics, including VaR, stress testing , CVA/FVA, and SIMM + Strong quantitative and… more
- Bank of America (Jersey City, NJ)
- …a broad knowledge of financial markets and products. **Responsibilities:** + Performs end-to-end market risk stress testing including scenario design, ... obtain model validation. Establish governance, review and recalibration. Perform end-to-end market risk stress testing including scenario design,… more
- New York State Civil Service (Albany, NY)
- …risk analysis, including portfolio risk analysis, credit, market and counterparty risk stress testing and stress test scenario development. * ... accounting, Auditing, Business, Business Administration, Economics, Econometrics, Finance, Mathematics, Market Analysis, Quality Assurance, or Risk Management… more
- Bank of America (Jersey City, NJ)
- …independent market risk oversight of the Firm's trading activities. The Global Market Risk Stress Testing team within this organization is ... motivated individual to support regulatory reporting (FR Y-14Q Schedule F) associated with market risk stress testing . The candidate will support both… more
- Bank of America (Jersey City, NJ)
- …strategic direction, as well as develop tactical plans. **Responsibilities:** + Performs end-to-end market risk stress testing including scenario design, ... : developing, calibrating, and testing new and improving margin and counterparty risk models, given recent market and regulatory focus * The team focuses… more
- Bank of America (Charlotte, NC)
- …VaR, RNiV, IRC/CRM and stress testing . **Responsibilities:** + Performs end-to-end market risk stress testing including scenario design, scenario ... control functions; and manages an attestation process to ensure compliance with the Enterprise Model Risk Policy. The MRM Market Risk team validates risk … more
- Bank of America (Mclean, VA)
- …strategic direction, as well as develop tactical plans. **Responsibilities:** + Performs end-to-end market risk stress testing including scenario design, ... to make a difference. Join us! **Overview of Global Risk Analytics:** Bank of America Merrill Lynch has an...both internal and regulatory requirements, such as quarterly Enterprise Stress Testing (EST), the annual Comprehensive Capital… more
- Morgan Stanley (New York, NY)
- …. Develop and enhance market risk VaR, RNIV, IRC RWA stress testing models. . Interpret model outputs and communicate findings to stakeholders, including ... risk in a time of increased economic stress (ie stress testing ), and...maintains, and monitors the performance of market risk (VaR, Stressed VaR, and IRC) and stress… more
- Bank of America (Charlotte, NC)
- …strategic direction, as well as develop tactical plans. **Responsibilities:** + Performs end-to-end market risk stress testing including scenario design, ... quantitative analytics and complex modeling projects for specific business units or risk types. Key responsibilities include leading the development of new models,… more
- Bank of America (Charlotte, NC)
- …a broad knowledge of financial markets and products. **Responsibilities:** + Performs end-to-end market risk stress testing including scenario design, ... quantitative analytics and modeling projects for specific business units or risk types. Key responsibilities include developing new models, analytic processes, or… more
- Morgan Stanley (New York, NY)
- …focus on day-to-day market risk management, scenario analysis and stress testing for the commodities business which includes north America power and ... Executive Director level role in New York within the Market Risk Department. It is located on...to senior management > Strong familiarity with VaR calculations, stress testing and scenario analysis for commodity… more
- CIBC (Chicago, IL)
- …for Segment Risk - C&I coverage and the horizontal connectivity across ERM, ORM, Conduct Risk , Stress Testing , Market /Liquidity Risk , and Credit ... learn more about CIBC, please visit CIBC.com (https://www.cibc.com/en/about-cibc.html) The Senior Risk Officer - Commercial and Industrial (C&I), US Region reports… more
- Santander US (New York, NY)
- …and equity derivatives + Experience on buildouts and deep understanding of Market Risk metrics such as VaR, SVaR, stress testing , and sensitivity ... Market Risk Analytics Associate/ VP, Corporate... Market Risk Analytics Associate/ VP, Corporate & Investment Banking...internal clients. Project and change management + New product risk data development and testing + … more
- Morgan Stanley (New York, NY)
- …background in project management / Agile development > Understanding of key market risk concepts (eg. traded products, VaR, stress testing , risk ... the Position The role will reside within the Firm Risk Management's Market Risk Department...risk descriptions and materiality assessments, scenario capture and stress drivers > Manage Senior stakeholder engagement including escalating… more
- SMBC (Jersey City, NJ)
- … Risk regulations like LIBOR Transition, What-if Analysis, CCR, Market /Credit Risk Feeds, Stress Testing , Reporting, etc. is desirable. * Highly ... the current compensation paid in their geography and the market for similar roles at the time of hire....are seeking an experienced Project Manager to join our Risk Technology Group. Here you will work closely with… more
- BMO Financial Group (San Francisco, CA)
- Supports the research and development of stress testing and scenario analysis methodologies and related strategies in support of the management of risks arising ... algorithms and technologies to develop models, methodologies and supplementary stress testing tools and infrastructures that assess...tools and infrastructures that assess the impact of a stress on risk capital and ensure risks… more
- Citigroup (Irving, TX)
- …in a financial institution + Experience in retail credit risk and/or operational risk + Experience in stress testing and/or loss forecasting + Effective ... This position is to support the Global Systematic Stress Testing (GSST). GSST is Citi's...Citi to measure stress loss across all market , credit and operational risk categories aligned… more
- Truist (Atlanta, GA)
- …monitoring and analyzing the organization's market risk exposure using P&L/ Risk attribution, stress testing & scenario analysis. Oversee daily ... Capital Markets Risk Management teams spanning Trading Market Risk , Counterparty Credit Risk ,...policies and procedures) used for calculating and reporting daily risk levels (Value-at- Risk 'VaR', Greeks, stress… more