- Ally (Raleigh, NC)
- …periodic, forward-looking, robust, and repeatable process to evaluate the impact of stress scenarios on Ally's risk , financial, capital, and liquidity positions. ... weekly with some remote days. Ally's Market and Liquidity Risk Management (MLRM) function helps to create, preserve, and...stress scenarios * Develop Board of Director and senior management reporting materials and key documentation * Develop… more
- SitusAMC (Raleigh, NC)
- …model validation projects, particularly in current expected credit loss models, stress testing, risk measurement, valuation, BSA/AML and Fraud modeling. ... 3-5 or more years experience working as a quantitative analyst or validator. + Ability to code in R,...SQL to conduct analytical data analysis + Knowledge of Stress testing models related CCAR/DFAST and risk … more