- SMBC (New York, NY)
- …role will support the firm's credit stress testing development and climate risk stress testing development, including ongoing BAU stress ... the current compensation paid in their geography and the market for similar roles at the time of hire....analysts. **Role Responsibilities:** - Lead end-to-end stress testing analytics for wholesale credit portfolios, including risk… more
- Bank of America (Charlotte, NC)
- …having a broad knowledge of financial markets and products. Responsibilities: Performs end-to-end market risk stress testing including scenario design, ... interprets results using both qualitative and quantitative approaches Overview of Global Risk Analytics (GRA) and Enterprise Independent Testing (EIT) Bank of… more
- NatWest Markets (Stamford, CT)
- …on a daily basis,analyzingdrivers of key risk metrics, including Value-at- Risk ;analyzingprofit-and-loss (PnL) drivers; conducting stress testing of the ... Vice President - Market Risk Closing date for applications:...correctly reported and managed within the firm's appetite. Undertake Stress Testing analysis to enhance visibility of… more
- SMBC (New York, NY)
- …events. Perform ad-hoc stress tests as well as periodic stress testing . Monitor changes in portfolio and market to extract value-added insight for senior ... basis to understand the trading portfolio and the related market risk exposure. Ensure trading desk complies...of risk management concepts such as VaR, stress testing and scenario analysis is required.… more
- SMBC (New York, NY)
- …manual processes into automated ones, where applicable. The VP is responsible for testing and maintaining Market Risk EUCs, including maintaining appropriate ... a Market Risk management role Understanding of risk management concepts: Value-at- Risk (VaR), stress testing , and backtesting Expert… more
- SMBC (New York, NY)
- …is seeking a highly motivated and detail-oriented Associate to join the stress testing function within the Credit Portfolio Risk team. This role will support ... the current compensation paid in their geography and the market for similar roles at the time of hire....or coordinating complex initiatives - Strong knowledge of credit risk modeling approaches, including stress testing… more
- SMBC (New York, NY)
- …climate risk . Major duties include assisting the development of physical climate risk platform, climate stress testing , scenario analysis, vendor data ... the current compensation paid in their geography and the market for similar roles at the time of hire....risk integration methodology development to incorporate physical climate risk into stress testing and… more
- ExxonMobil (Spring, TX)
- …and structurers. + Apply advanced statistical methods to develop scenario analysis and stress - testing tools for portfolio risk assessment. + Develop tools ... analytics libraries for use cases including trading strategies, market risk , real options valuation, and forward...Apply advanced statistical methods to develop scenario analysis and stress - testing tools for portfolio risk … more
- Xcel Energy (Denver, CO)
- …calculation of Mark to Market exposure, Weighted Credit Scoring, forecasting, and Stress Testing . + Comfortable writing code in VBA, Python, or other ... Perform credit risk analysis, modeling, and reporting, including Mark to Market , and credit limits. Track collateral balances and publish reports for management.… more
- Neuberger Berman (New York, NY)
- …risk statistics, including concepts such as risk decomposition, factor exposure and stress testing , is a plus + Extremely goal-oriented and a true team ... The Associate/Senior Associate role will join Neuberger Berman's Investment Risk group in our New York office, supporting independent risk oversight for the… more
- Principal Financial Group (Chicago, IL)
- …factors, performance and risk attribution, concentration risk , liquidity risk , scenario analysis, stress testing , and VaR/tracking error ... and communicate emerging portfolio risks, integrating forward-looking insights and competitive market and industry trends into the investment risk framework… more
- SMBC (Jersey City, NJ)
- …Operations of SMFG by performing independent validation and review of Stress Testing Models. **SCOPE:** As part of the Risk Management Department, the Model ... the current compensation paid in their geography and the market for similar roles at the time of hire....employees. **JOB SUMMARY:** Reporting to the Head of Model Risk , the Risk Model Validation Director plays… more
- SMBC (Charlotte, NC)
- … metrics such as VaR, sVaR, stress testing , and credit risk indicators. + Experience with market data sources, financial instruments, and trading ... Federal Reserve regulations and internal risk management policies. + Present stress testing results and capital impact assessments to senior management and… more
- SMBC (Charlotte, NC)
- … methodologies and assumptions. Ensure compliance with Federal Reserve regulations and internal risk management policies. Present stress testing results and ... Description SMBC is in the process of enhancing its stress testing capabilities to meet the CCAR...with cross-functional teams to understand business requirements. Knowledge of Market Risk , VaR, Credit Risk ,… more
- SMBC (Charlotte, NC)
- …Federal Reserve regulations and internal risk management policies. - Present stress testing results and capital impact assessments to senior management and ... Description** SMBC is in the process of enhancing its stress testing capabilities to meet the CCAR...cross-functional teams to understand business requirements. - Knowledge of Market Risk , VaR, Credit Risk ,… more
- Bank of America (Jersey City, NJ)
- …enhance quantitative risk models, analytics and applications for the firm's Stress Testing including CCAR Conduct analysis for implementation of market ... management needs for Global Markets. This role sits within Market Risk Quants (MRQ) team under GMRA....Fundamental Review of the Trading Book (FRTB) regulatory framework, stress testing such as CCAR, EST, ICAAP,… more
- SMBC (Jersey City, NJ)
- …expansion of **macroeconomic models and scenario generation frameworks** used for CCAR/DFAST stress testing and Credit Loss provisioning (CECL/IFRS9). The role ... the current compensation paid in their geography and the market for similar roles at the time of hire....(national and regional) and scenario generation engines to support stress testing and credit loss provisioning workflows.… more
- Bank OZK (Houston, TX)
- … models, documenting procedures, and running user acceptance testing for the bank's risk rating, stress testing and Current Expected Credit Losses (CECL) ... of the Bank's loan portfolio, CECL, CRE and Capital Stress Testing , and other ad hoc analytics....market , and internal drivers that influence credit portfolio risk and quantitative model outputs. + Independently develop solutions… more
- Bank OZK (Dallas, TX)
- …business, and forward-looking analytics for all programs, which includes capital and CRE stress testing , Credit Risk Scorecards, Current Expected Credit ... Bank initiatives, including capital and CRE stress testing , Current Expected Credit Losses, Credit Risk ...of Programs. + Leads development of analytics to assess market and economic risk . + Develops and… more
- HSBC (New York, NY)
- …of models, methodologies and infrastructure across Finance predominantly related to forecasting, stress testing At HSBC, our overall goal is to provide ... current and/or proposed PPNR models + Working with businesses, risk and finance teams to submit and validate data...years of relevant work experience + Knowledge of bank stress testing and CCAR requirements + Experience… more
