- 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
- 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
- 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
- Citigroup (New York, NY)
- …support management of Risk profiles + Support operational risk scenario analysis and stress testing for Operational Risk Capital requirements + Manage risk and ... at a senior level. Responsible for supporting enterprise and executing functional strategy in areas managed. Accountable for end results and contributing to the… more