- JPMorgan Chase (Plano, TX)
- …+ Design, Implement and Maintain JP Morgan's wholesale credit models - Stress Testing (CCAR, ICAAP, Risk Appetite) and Credit Reserve (CECL, ... implement and deliver quantitative models to support the firm's wholesale Credit Stress (CCAR, ICAAP, Risk...forecasts + Prepare technical documentation - review, implementation and testing + Perform peer code reviews to improve the… more
- Citigroup (New York, NY)
- …on model outputs to senior business leaders + Execute periodic stress testing exercises to monitor WCR's risk appetite and identify vulnerable areas. + ... Provide analytics support to explain the stress test outcome for wholesale lending products....build inventory of benchmarks. + Develop deep expertise in stress testing methodologies and validate fit for… more
- Citigroup (New York, NY)
- …role in ensuring that the modeling framework is aligned to best practices for climate risk modeling and stress testing + Communicate key aspects of climate ... to assess the impact of climate change on the wholesale portfolios globally. The candidate will be responsible for...modeling is required + Deep understanding of climate change/climate risk , stress testing , macroeconomic data… more
- Citigroup (New York, NY)
- …role in ensuring that the modeling framework is aligned to best practices for climate risk modeling and stress testing + Communicate key aspects of climate ... strategies and approaches for assessing the impact of physical risk and transition risk on wholesale...modeling is required + Deep understanding of climate change/climate risk , stress testing , macroeconomic data… more
- Citigroup (Tampa, FL)
- …include credit analysis, documentation, risk identification, exposure monitoring and stress testing . ICM coordinates with credit management groups across ... critical component of Citi's first line of defense for wholesale and counterparty credit risk management and...Potential Future Exposure (PFE), Settlement Risk , Intraday risk , Stress testing and participate… more
- Citigroup (New York, NY)
- … risk (CCR) for institutional clients. The role is focused on developing counterparty risk & stress testing analytics and analyzing client portfolios and ... include credit analysis, documentation, risk identification, exposure monitoring, and stress testing . ICM coordinates with credit management groups across… more
- Citigroup (New York, NY)
- …foreign exchange, and interest rate derivatives + Demonstrated knowledge of investment portfolio risk , stress testing and intermediate accounting theory, and ... is a critical component of Citi's First Line of defense for wholesale and counterparty credit risk (CCR) management. ICM works with the CCB and Independent … more
- Citigroup (Getzville, NY)
- …Risk topics and investment product risk concepts, such as portfolio risk , stress testing , Greeks/sensitivities, bond pricing, derivatives + Excellent ... is a critical component of Citi's First Line of defense for wholesale and counterparty credit risk (CCR) management. ICM works with the CCB and Independent … more
- Citigroup (Houston, TX)
- …as required o Detailed review of financial analysis, due diligence, projection modeling, stress testing , risk rating and other in-depth analysis performed ... integrated "end-to-end" credit underwriting, identification, measurement, management, and monitoring for wholesale credit risk across the enterprise. Within ICM,… more
- Citigroup (Tampa, FL)
- …with risk managers, businesses, and technology to design and build models for risk capture and stress testing . Qualifications: + Master's or Doctoral ... DART ( Risk Data, Analytics, Reporting & Technology) is the...used in reserves calculation (CECL & IFRS 9) and stress testing (CCAR, ICAAP, and others). The… more
- JPMorgan Chase (New York, NY)
- …understanding of cleared products, risk management methodologies (VAR and stress testing ) across all asset classes + Strong communication/partnership skills ... in a quantitative discipline + 5 years of experience in Wholesale Credit Risk , Counterparty Risk , Quantitative Research, Quantitative Strategy or similar… more
- Citigroup (Irving, TX)
- …Reviews, and the support to Ad-Hoc Transactions and Portfolio & Industry Reviews and Stress Testing .** **This role has responsibility for the portfolio of TMT ... shared commitment to ensuring the safety and soundness of wholesale lending across ICM.** **ICM Risk Analysis Credit Risk Associates are responsible for… more
- Citigroup (Irving, TX)
- …Memos, Annual Reviews, Quarterly Reviews, and supporting Portfolio & Industry Reviews and Stress Testing as well as ad-hoc request.** **This role has ... Risk 's shared commitment to ensuring the safety and soundness of wholesale lending.** **ICM Risk Analysis Credit Risk Associates are responsible for a… more
- Citigroup (New York, NY)
- …risk , controls, and client responsiveness. Key responsibilities of the group include stress testing , exposure monitoring, risk identification, and credit ... ICM is a critical component of Citi's First Line of Defense for wholesale and counterparty credit risk management. ICM works with Independent … more
- Citigroup (Tampa, FL)
- …leadership accountability on aspects of the firm's capital adequacy and stress - testing activities as they relate to Wholesale Banking Book exposures RWA ... validation and line of business functions on the capital stress testing processes. This role will require...RWA actuals and forecasting rules and regulations + Review Wholesale Banking Book RWA risk exposure calculations… more
- Citigroup (New York, NY)
- … wholesale lending portfolios, and for integrating solutions into the broader firm-wide risk identification and stress testing framework. **We are seeking ... climate risk , for both physical and transition, to be used in risk identification and stress testing , with a focus on impact to commercial and retail… more
- Truist (Charlotte, NC)
- …flow models, ROE, economic capital, funds transfer pricing, cost allocations, liquidity, stress testing /CCAR, etc. 3. Mastery of standard banking frameworks, ... with the assigned LOBs for the Comprehensive Capital Analysis and Review (CCAR) and Stress Test data submissions and provide feedback to the LOBs on the data… more
- Citigroup (Tampa, FL)
- …location. Duties: Develop and enhance quantitative models for risk capital and stress testing covering wholesale banking book products. Enhance the ... streamline the report of Internal Capital Adequacy Assessment Process (ICAAP). Enhance the wholesale risk capital global simulation model to improve model code… more
- ManpowerGroup (Irving, TX)
- …and provide concise/impactful insight into meeting regulatory remediation needs. * Knowledge of credit risk RWA or Stress Testing is a plus **Qualifications: ... **Job Background/context:** The successful candidate requires an understanding of risk reporting, wholesale credit risk ...candidate requires an understanding of risk reporting, wholesale credit risk management, but more importantly… more
- Federal Home Loan Bank of Boston (Boston, MA)
- …securities, interest rate derivatives, prepayment projection, credit loss models and stress testing . Solid knowledge of statistics and mathematics ... Model Risk Analyst II with mortgage experience Location Boston...Loan Bank of Boston is a leading provider of wholesale funding for housing and community finance in New… more