- 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 ... of analytics algorithms and technologies to develop models, methodologies and supplementary stress testing tools and infrastructures that assess the impact of… more
- Citigroup (Irving, TX)
- …degree preferred and managerial experience **In Addition:** The Director of Operational Risk Stress Testing Execution manages the execution of stress tests ... has a presence. The role requires a balance of quantitative and analytics skills, leadership /management skills, and written...on the responsibilities: + Manage the execution of the stress testing program for operational risk. +… more
- MUFG (New York, NY)
- …knowledge of market and/or credit risk analytics, including VaR, stress testing , CVA/FVA, and SIMM + Strong quantitative and programming abilities (C, ... provide more details. **Job Summary** : This is a quantitative risk manager role within the MUFG...(Rates, FX, Fixed Income products), Market Risk models and stress testing . **Major Responsibilities** : + Model… more
- Bank of America (New York, NY)
- …wholesale (C&I and CRE) models that are used for credit allowance, enterprise stress testing , valuation, and regulatory capital purposes. The MVL is responsible ... Sr Quantitative Finance Manager New York, New...compliance with US and international regulations (IFRS9, CECL, EBA stress testing ). The MVL provides direct oversight… more
- Robert Half Technology (Enfield, CT)
- …is necessary. * Must have experience with Credit Risk Models. * Knowledge of Stress Testing is mandatory. * Experience with GitHub is essential. * Should ... Description We are offering an opportunity for a Quantitative Analytics Manager to join our...pipelines for production models. * Document model development and testing in accordance with Model Risk Management guidelines. *… more
- TD Bank (Mount Laurel, NJ)
- …Insights, & Artificial Intelligence **Job Description:** **Department Overview:** + The Enterprise Stress Testing group (EST) is responsible for managing the ... Bank's stress testing and ad-hoc stress ...+ SAS experience preferred + Degree in Finance, Advanced Quantitative Discipline, Economics or a related field **Customer Accountabilities:**… more
- Bank of America (Mclean, VA)
- …analytics address both internal and regulatory requirements, such as quarterly Enterprise Stress Testing (EST), the annual Comprehensive Capital Analysis and ... Senior Quantitative Finance Analyst - Consumer Model Development &...develop tactical plans. **Responsibilities:** + Performs end-to-end market risk stress testing including scenario design, scenario implementation,… more
- Expand Energy Corporation (Spring, TX)
- …models, stochastic modeling and Monte Carlo simulations, Value\-at\-Risk \(VaR\) scenario stress testing , and liquidity analysis\. In addition, this position ... # **Director \- Fundamental and Quantitative Analysis** **Date:** Nov 1, 2024 **Location:** Spring,...including stochastic modeling, VaR, parametric VaR, VaR backtesting, scenario stress testing , liquidity analysis, and forward curve… more
- Huntington National Bank (Columbus, OH)
- …bank, including external regulators to review various model types (eg, Deposit, Capital Stress Testing (ie, CCAR), Credit Risk (ie, CECL), Interest Rate Risk, ... Testing : Own and drive effective assurance and quantitative testing for various model suites across...of one or more following areas: deposit models, capital stress testing (CCAR) models, credit risk (CECL)… more
- M&T Bank (Baltimore, MD)
- …initiatives in the loss forecasting, CCAR (Comprehensive Capital Analysis and Review)/ stress testing and economic capital practices. Directs daily and ... Risk Modeling, this role will lead and manage a quantitative modeling group within Commercial Credit space to support...scorecard and behavioral modeling and possibly loss forecasting and stress testing areas to ensure their awareness… more
- Equitable (New York, NY)
- …quantitative analysis targeted to review investment proposals + Refine our credit stress testing and limit framework, deepen understanding of risk management ... Investment Risk Manager ( 240000IT ) **Primary Location** : UNITED...Liability Committee + Participate to continuously refine the credit stress testing capabilities to assess the loss… more
- T. Rowe Price (Baltimore, MD)
- …work for investment teams, which may include deep dive risk analyses, supplementary stress testing , and tail risk analysis. A thorough understanding of ... manager * Master's or PhD degree in a quantitative or scientific field as listed above * Programming...attribution * Experience using MSCI RiskManager for VaR and stress testing /scenario analysis * Experience working for… more
- Bank of America (New York, NY)
- …Securitized Products. Key responsibilities include analysis and reporting of market risk, stress testing , designing limit frameworks and interfacing with the ... Global Markets Risk Manager (AVP/VP) - Mortgages and Securitized Products New...understanding of key risk metrics such as VaR and stress testing , especially in relation to securitized… more
- Capital One (Mclean, VA)
- …the planning and management decisions associated with Capital, including scenario design, stress testing , capital allocations for business strategies. , You will ... Center 3 (19075), United States of America, McLean, Virginia Sr Business Manager - Capital Risk Oversight As a Senior Business Manager in Capital Risk Oversight… more
- PenFed Credit Union (Mclean, VA)
- …management with the financial service industry. + Strong knowledge of capital stress testing methodologies, regulatory reporting (eg, CECL). + Strong ... of the PenFed family. PenFed is hiring a (Hybrid) Manager , Model Risk Management at our Tysons, Virginia location....limited to, model design, model assumptions, model limitations, model testing results. + Review model implementation testing … more
- Bank of America (New York, NY)
- …with businesses to understand market trends and impacts on portfolio, using knowledge of stress testing and its applicability to market risk + Ensures adherence ... Global Markets Senior Risk Manager New York, New York **Job Description:** At...good understanding of key risk metrics such as VaR, Stress testing etc. + Good understanding of… more
- Capital One (Mclean, VA)
- …for our various lines of business that inform the Company's quarterly allowance and annual stress testing estimates. And you will do it all in a collaborative ... 3 (19075), United States of America, McLean, Virginia Business Manager - Capital Risk Oversight As a Business ...credit trends to historical behavior, creating risk models, and testing hypotheses using rigorous monitoring and analysis + Execution:… more
- City National Bank (San Francisco, CA)
- *SENIOR BUSINESS CONTROL MANAGER - CAPITAL MARKETS* WHAT IS THE OPPORTUNITY? The Senior Business Control Manager will report into the Business Control Officer of ... to senior management and remedial corrective actions through risk and control testing programs and conducting risk assessments as well as gap analysis against… more
- Bank of America (New York, NY)
- …**Required Qualifications:** There is no unique background defining a successful Risk Manager . However, a quantitative mind, natural curiosity, a desire to ... Global Markets Risk Sr Manager New York, New York **Job Description:** At...risk profile and key risk management metrics (eg VaR, stress , sensitivities), proactively highlighting risk concerns for escalation to… more
- The Hershey Company (Hershey, PA)
- *Location: *Hershey, PA * Summary:* The Manager of R&D Sensory Tech Center Professional Panel Program will be responsible for oversight and team leadership. Direct ... Supply Chain Continuity, Strategic Sourcing of Cacao Ingredients and Nuts, validation testing for the approval of Cocoa Science Technology and Alternate Ingredients,… more