- JPMorgan Chase (Columbus, OH)
- …outside the box, challenging the status quo and striving to be best-in-class. As a Stress Testing Analytics and Reporting Vice President within the Risk ... required + 6+ years of Credit Risk Management, Statistical Modeling, Marketing Analytics , Financial Analysis and/or Consulting experience + Strong P&L knowledge and… more
- JPMorgan Chase (Brooklyn, NY)
- …primary responsibility of the team is interest rate risk policy and strategy, liquidity stress testing for the banking boo, effective Funds Transfer Pricing and ... sheet and Net Interest Income (NII) modeling. As a Stress Testing Associate, you will manage a...broad array of initiatives for the (CIB) Treasury Banking Analytics Group. You should be skilled at performing complex… more
- American Express (New York, NY)
- …to take responsibility for performing all regulatory liquidity risk management forecasting, stress testing , analytics , and governance activities as American ... funding team to ensure timely funding of those needs, and performing stress testing to ensure the company remains compliant with all regulatory liquidity… more
- Mizuho Corporate Bank (New York, NY)
- …risk analytics professional is responsible for developing methodologies and managing analytics for stress testing , risk appetite, CECL, IFRS9, economic ... credit rating models. You will join the Credit Risk Analytics team that partakes in model development over the...drug-free workplace and reserve the right to require pre- and post-hire drug testing as permitted by applicable law.… more
- Morgan Stanley (New York, NY)
- …and their expected losses, the calculation of risk in a time of increased economic stress (ie stress testing ), and the generation of scenarios associated ... seeking a VP to join the Scenario and Credit Stress Analytics (SCSA) department. SCSA is responsible...assessment. Additionally, SCSA is responsible for developing state-of-the-art credit stress testing models and ACL models to… more
- PNC (New York, NY)
- …regulations related to liquidity and capital planning management. + Participates in team's analytics / stress testing as it relates to liquidity and capital ... including for capital optimization strategies. * Leading and participating in annual capital stress testing efforts (CCAR) and development of PNC's capital plan.… 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 ... presence. The role requires a balance of quantitative and analytics skills, leadership /management skills, and written and verbal...on the responsibilities: + Manage the execution of the stress testing program for operational risk. +… 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 ... analytics algorithms and technologies to develop models, methodologies and supplementary stress testing tools and infrastructures that assess the impact of a… more
- BMO Financial Group (Chicago, IL)
- Supports the capital stress testing process by ensuring that outputs are adequately reviewed and challenged by the appropriate stakeholders. Coordinates with ... analytics algorithms and technologies to develop models, methodologies and supplementary stress testing tools and infrastructures that assess the impact of a… more
- Citigroup (Irving, TX)
- This position is to support the Global Systematic Stress Testing (GSST). GSST is Citi's internal enterprise-wide stress testing program. The GSST program ... produce stress test model outputs + Interpret stress testing results and conduct analyses to...computer science + 2+ years of experience in risk analytics , modeling, or quantitative programming roles in a financial… 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 ...work encompasses multiple workstreams including model execution, model development, reporting/ analytics , governance, and supporting regulatory exams. A successful candidate… 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 ...work encompasses multiple workstreams including model execution, model development, reporting/ analytics , governance, and supporting regulatory exams. **Depth & Scope:**… more
- JPMorgan Chase (Brooklyn, NY)
- …across the Firm to drive a challenging agenda? As a Vice President in our Resolution Stress Testing team, you will play a crucial role in shaping our strategic ... and collaboration. As a Vice President in the Resolution Stress Testing team, you will be at...Risk-Weighted Assets (RWA) impacts. + Contribute to Resolution Financial Analytics , including regulatory submissions. + Present results to senior… more
- JPMorgan Chase (Brooklyn, NY)
- …inclusive team that values innovation and collaboration. As an Associate in the Resolution Stress Testing team, you will be at the forefront of developing our ... challenges and gain exposure across the organization to develop your expertise in stress testing in deep market and idiosyncratic scenarios considered in… more
- Citigroup (New York, NY)
- …all SIIs raised by ERA-IRC against Risk Pool ST programs to the Enterprise Stress Testing Committee + Lead the research on quantitative approaches including ... overlays and model framework overlays + Conduct research on various steres testing portfolios including Treasury & Trade Solutions (TTS) Trade Finance, and Corporate… more
- Citigroup (Wilmington, DE)
- …of business. This role will: + Document end-to-end methodology for Stress Testing , coordinating with heads of Forecasting and Analytics groups and Risk Model ... based on quarterly gap assessment. * Implement governance for stress testing program. + Design regular assessment...stress impact, coordinating with heads of Forecasting and Analytics groups and Risk Model Solutions leads. + Develop… more
- Citigroup (Queens, NY)
- …reporting to the Citi Treasurer. Within Capital Management is the Capital Risk Analytics (CRA) function, which is responsible for three key aspects of capital ... for Weaknesses impacting capital adequacy from (i) Spot RWA quality assurance testing ; (ii) Level 1 and Level 2 outstanding Issues; (iii) governance activities… more
- American Express (New York, NY)
- …and people. This person would be a critical member of the CFR Finance & AXP Stress Testing organizations and will work with key stakeholders to deliver stress ... + Lead, develop and inspire an engaged team of 2-3 professionals on various stress testing exercises across AXP, including Bank Holding Company and local market… more
- Affinius Capital (San Antonio, TX)
- …models, performance attribution, market and property sector forecasting, risk evaluation and stress testing , working with portfolio analytics , performance ... availability, distributions and capital calls, working with partners from portfolio analytics and investor relations. + Create and oversee insightful fund analysis… more
- Morgan Stanley (New York, NY)
- …and their expected losses, the calculation of risk in a time of increased economic stress (ie stress testing ), and the generation of scenarios associated ... role will reside within the Firm Risk Management's Risk Analytics area. Risk Analytics develops market risk,...of market risk (VaR, Stressed VaR, and IRC) and stress testing models for Morgan Stanley's portfolio… more