- Citigroup (New York, NY)
- … testing results + Establish clear business guidance and targets to integrate Stress Capital Buffer (SCB) expectations into planning + Engage with modeling ... teams with oversight of direct and indirect teams + Partner closely with the Capital Stress Testing team to benchmark DFAST / SCB results to internal stress … more
- PNC (New York, NY)
- …for capital optimization strategies. * Leading and participating in annual capital stress testing efforts (CCAR) and development of PNC's capital ... and support a broad range of activities. This group is responsible for the strategy , analytics, and execution of capital management related activities at PNC. In… more
- BMO Financial Group (New York, NY)
- …assessment of the risk return of key concentrations and recommendation of capital deployment, reporting and assessment of key concentrations which are presented at ... and key risk drivers such as PD/LGD/EAD and the stress testing of key concentrations under various business strategies...to credit risk concentration limits + Maintain engagement with Capital solution, treasury and capital management to… more
- Mizuho Corporate Bank (New York, NY)
- …identified limitations and expansion of capabilities in areas including credit risk, stress testing, and capital planning. + Communicate effectively to ... experienced individual to join our team as a Managing Director to lead the Risk Analytics function. This team...Risk stripes in alignment with the firm's growing business strategy . Responsibilities + Provide strategic direction and leadership to… more
- BlackRock (New York, NY)
- …to highly efficient indexing strategies designed to gain broad exposure to all capital markets. Our clients can access our investment solutions through a variety of ... process. + Underwrite credit risk for each investment, run ad-hoc stress testing, and periodic portfolio-level reporting to investment committees and management… more
- MUFG (New York, NY)
- …tools. + Advance best practice credit portfolio risk management (eg Economic Capital Modeling, Stress Test Modeling, Credit Risk Appetite & Concentration ... frameworks. Link credit risk appetite and concentration limits to MUFG business strategy ( capital /earnings). + Support MUFG credit portfolio quality vs. current… more