- Citigroup (Queens, NY)
- …Weaknesses impacting capital adequacy from (i) Spot RWA quality assurance testing ; (ii) Level 1 and Level 2 outstanding Issues; (iii) governance activities ... controls that ensure overall soundness and adequacy of Citi's capital + Create relevant, synthesized, and Senior -level...Citi's capital + Create relevant, synthesized, and Senior -level materials (eg, for the Capital Committee… more
- Citigroup (New York, NY)
- …and direct teams with oversight of direct and indirect teams + Partner closely with the Capital Stress Testing team to benchmark DFAST / SCB results to ... business strategies for managing the outcomes from the regulatory stress testing results + Establish clear business...+ Establish clear business guidance and targets to integrate Stress Capital Buffer (SCB) expectations into planning… more
- BMO Financial Group (New York, NY)
- Capital stress testing based on comprehensive stress test scenarios that stress the material risks and overall specific vulnerabilities of a firm's ... level stress test process. . Lead the end-to-end EWST and CCAR capital stress testing design processes to satisfy annual and mid-year stress … more
- Citigroup (New York, NY)
- …to engage with modelers and subject matter experts required + In-depth knowledge of US capital and stress testing related regulation + Strong attention to ... The Workstream and Business Sr Lead Analyst - Stress Testing End-to-End Coverage owns the...+ Plays a part in necessary forums, councils, and senior governance groups to establish and govern policies for… more
- TD Bank (New York, NY)
- …are enterprise-wide or cross multiple business segments (eg Basel credit project, SOX, Stress Testing etc.) + Represents business on corporate initiatives and ... specific details for this role. **Job Description:** We are looking for a Senior Manager, Capital Risk to join TD Securities USA LLC. This role is responsible… more
- SMBC (New York, NY)
- …Group: the 'FRTB-SA (Fundamental Review of the Trading Book-Standardized Approach) Team' and ' Stress Testing Team.' The scope of reporting for these teams is ... Mexico, Brazil, Chile, Colombia, and Peru. Backed by the capital strength of SMBC Group and the value of...the Director has a deep understanding of Market Risk stress testing mechanics and stress … more
- Athene (New York, NY)
- …management program, to include reporting, contingency planning, limit monitoring, and legal entity stress testing . You will also work closely with members of the ... ready to help you achieve more. Purpose: The AVP, Capital and Liquidity Management will be a key leader...functions to align and integrate financial resource management and stress testing / scenario analysis + Own… more
- Citigroup (New York, NY)
- …The role may support cross-discipline activities (eg, review and challenge of stress testing ) as necessary. Responsibilities: + Review and challenge the ... The Capital Planning Review Team ("CPRT") is mandated by...Analyze the reasonableness and completeness of Recovery and Resolution stress testing and projection assumptions, methodologies and… more
- SMBC (Jersey City, NJ)
- …research and ad-hoc analyses to support BAU and strategic initiatives, inclusive of capital stress testing , group policies and procedures, subsidiary ... capital management framework that incorporates setting targets, monitoring/managing current capital levels, and performing SMBC AH testing in partnership… more
- American Express (New York, NY)
- …shocks, and idiosyncratic event selection for CCAR and ICAAP + Independently review stress testing assumptions and forecasts for balance sheet, revenue, and loss ... customers efficiently and effectively. We are seeking a highly experienced VP, Capital Management Oversight, to join our Enterprise Risk Management and Risk… more
- SMBC (Jersey City, NJ)
- …targets, monitoring/managing current capital levels, and performing SMBC AH stress testing in partnership with risk management department, head-office ... framework and inform the head office on solvency impacts, including stress tests, dividend planning, and overall capital /solvency strategy. Manage short-… more
- Citigroup (Queens, NY)
- …Reporting, FP&A, Accounting, Risk or Treasury functions + Familiarity with Regulatory Capital rules and stress testing (preferred), understanding of ... The role supports capital planning functions with key responsibilities including forecasting...The VP also supports creation of materials for recurring senior executive meetings, act as a key liaison with… more
- Citigroup (New York, NY)
- The Resolution & Recovery Planning (RRP) Non-Financial Capabilities, Controls, and Testing (CCT) SVP will support the team within RRP team for core non-financial ... the completeness, adequacy and comprehensiveness of capabilities/sub-capabilities, controls and testing documentation and test outcomes to ensure adaptability under… more
- MUFG (New York, NY)
- …+ Implement ICAAP stress tests. + Forecast ACL for the annual ICAAP stress testing cycle. TECHNICAL SKILLS: + Excellent data analytics skills gained through ... tools. + Advance best practice credit portfolio risk management (eg Economic Capital Modeling, Stress Test Modeling, Credit Risk Appetite & Concentration… more
- City National Bank (New York, NY)
- …Assist in several model governance activities in business areas including regulatory capital stress testing (CCAR and Advanced Approaches), CECL, ... *MODEL RISK VALID ANALYST SENIOR * WHAT IS THE OPPORTUNITY? Responsible for independent...and capital models, including models for CCAR stress testing of capital resources,… more
- Synchrony (New York, NY)
- …and model risks + Support development, documentation, implementation and monitoring of ALLL and capital stress testing models using SAS/Python or R + Work ... lead analyst supporting model development for various models (ALLL, Loss Forecasting, Stress Testing , Capital Planning and CECL) + Perform in depth analysis… more
- Citigroup (Rutherford, NJ)
- …them with cutting-edge ideas, best-in-class products and solutions, and unparalleled access to capital and liquidity. The Stress testing Team is responsible ... for delivering Stress testing related solutions to Citi's risk & finance organization...often cited as inspiration for the engineers and even senior engineers feel that they can learn something from… more
- American Express (New York, NY)
- …within regulatory frameworks for systemically important banks (eg, Basel II, Basel III, stress testing and capital adequacy requirements) + Strong analytical ... programs across the enterprise. ORM is looking for a Senior Manager of operational loss events (OREs) to be...KRIs, metrics, etc. + Support and document scenario analysis, stress testing and planning processes + Ensure… more
- JPMorgan Chase (New York, NY)
- …Developing, enhancing, and overseeing implementation of the liquidity frameworks for internal stress testing and recovery and resolution planning (RLAP and RLEN) ... JPMorgan Chase is seeking a Senior Associate to join our Liquidity Management team...risk, structural foreign exchange risk, funding, liquidity risk and capital , as well as the company-sponsored retirement plan. As… more
- JPMorgan Chase (Jersey City, NJ)
- …Manage/support and execute strategic risk and control assessments along with strategic projects (eg capital stress testing ) in a timely and efficient manner ... Join our team as a Senior Associate Internal Auditor, where you'll lead impactful...managing model change processes and evaluating ongoing model performance testing . This role provides an excellent opportunity to elevate… more