- Mizuho Corporate Bank (New York, NY)
- …improve efficiency. We are seeking a highly motivated individual to join our Stress Testing and Capital Analysis team. Our team is responsible for the ... design, calculation, and analysis of stress testing scenarios...stakeholders; Maintain and execute the RWA forecasting model. + Capital Analysis : Perform the required capital… more
- Citigroup (New York, NY)
- …or single name concentration strategies + Adapt to various developments in limit setting, stress testing , capital analysis , or regulatory initiatives ... risk management, risk mitigation (hedging strategies), portfolio oversight and optimization, stress testing , and other regulatory deliverables. The group offers… more
- Citigroup (New York, NY)
- …part of this process, the Head of Capital Management manages the enterprise's Capital Stress Testing processes, working together with the Enterprise Risk ... leads Citigroup's Capital Committee, participates in the firm's Enterprise Stress Testing Governance Committee and related Enterprise Forecasting Governance… more
- Morgan Stanley (New York, NY)
- … and guidance around issues and transactions with capital implications; and co-ordinates capital stress testing for the Firm and its US bank ... regulatory rules, new initiatives, and new products > Manage Comprehensive Capital Analysis and Review (CCAR) and Quarterly Stress Test production,… more
- Morgan Stanley (New York, NY)
- … and guidance around issues and transactions with capital implications; and co-ordinates capital stress testing for the Firm and its US bank ... numerous activities such as Product Controllership, Profit & Loss (P&L) analysis , Regulatory Reporting, Digitization, Business Management, Capital Requirements… more
- Citigroup (New York, NY)
- …the strategic decision making within the Firm + Sound understanding of the regulatory capital stress testing process (CCAR). + Demonstrated success in ... of a capital plan and its linkage with the strategic plan, stress testing and scenario design + Understand the capital stack and how different classes of… more
- Federal Reserve Bank (New York, NY)
- …methods, or model risk. Broader experience assessing or analyzing financial risks or stress testing , ideally related to market risk. + Excellent collaboration ... function is responsible for executing the LISCC supervisory program (covering Capital , Governance and Controls, Liquidity, Recovery and Resolution Planning, and… more
- MUFG (New York, NY)
- …capital planning and/or regulatory reporting capacity. This person will be skilled in capital analysis and quantitative modeling to contribute to Capital ... for improvement and implementation. + Develop, implement, and maintain stress testing predictive regression models and other...against business intuition + Assist in other ad hoc capital analysis and reports **Skill Set** :… more
- Citigroup (New York, NY)
- …accounting, valuation techniques and risk measurement; good understanding of CCAR stress testing requirements, models, and processes + Familiarity with ... provides an integrated suite of Liquidity, Payments and Trade/Working Capital solutions to multinational corporations, financial institutions, public sector… more
- City National Bank (New York, NY)
- …monitoring and testing . + Analyze findings and perform root cause analysis , distinguishing between various levels of compliance and other types of risk. + ... **SENIOR BUSINESS CONTROL MANAGER - CAPITAL MARKETS** **WHAT IS THE OPPORTUNITY?** The Senior...management and remedial corrective actions through risk and control testing programs and conducting risk assessments as well as… more
- JPMorgan Chase (New York, NY)
- …next generation of risk analytics platform and assess model performance, perform back testing analysis and P&L attribution; + Improve performance and scalability ... our team in New York. The Quantitative Research Markets Capital (QRMC) team's mission is to build the models...the risk management of Market Risk such as of VaR/ Stress /FRTB. We also work closely with Front Office and… more
- Morgan Stanley (New York, NY)
- …Lending stress testing model runs and analyze results for regulatory stress tests with Comprehensive Capital Analysis and Review (CCAR), ongoing ... Analyze the portfolio risk with each lending business, conduct stress loss analysis , calculate CECL reserves, and...reviewing top level and loan level detailed allowance and stress testing results for reasonability and accuracy.… 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 ... Advance best practice credit portfolio risk management (eg Economic Capital Modeling, Stress Test Modeling, Credit Risk...with large data sets and the tools for data analysis (eg R, python, Pandas) + Experience using Git/Bitbucket… more
- Bank of America (New York, NY)
- …Monitor and notify or escalate limit breaches and EWIs triggered, as required + Stress testing assumptions and Models + Coordination and independent challenge of ... risk management of the activities and processes associated with managing the Company's capital , liquidity and interest rate risks, including price risk in the CFO… more
- JPMorgan Chase (New York, NY)
- …providing support for conclusions and escalating as necessary + Perform and validate quarterly stress testing and participate in analysis of business results ... develop improvements of daily risk reports, and VaR and Stress analysis tools + Monitor risk exposures,...the governance and controls surrounding risk monitoring including, VaR, stress testing , various return measures and experience… more
- Morgan Stanley (New York, NY)
- …leverage-based exposure * Support the coordination of the annual Comprehensive Capital Analysis and Review (CCAR) and Quarterly Stress Testing (QST) ... earnings. We are currently seeking an Associate on the capital attribution, reporting and analysis team. The candidate will have regular interaction with various… more
- US Bank (New York, NY)
- …credit cards, and other retail portfolios. Models support consolidated loan portfolio stress testing (CCAR), the allowance for credit losses (CECL), counterparty ... + Review and challenge credit loss model results from production runs for stress testing and credit reserves. + Document model performance monitoring results… more
- JPMorgan Chase (New York, NY)
- …development and maintenance of various credit loss models related to Comprehensive Capital Analysis and Review stress testing as well as urrent Expected ... requirements for fixed income portfolio, including Comprehensive Capital Analysis and Review stress testing and Current Expected Credit Losses loss… more
- Citigroup (New York, NY)
- …include credit analysis , documentation, risk identification, exposure monitoring, and stress testing . ICM coordinates with credit management groups across ... the measurement, monitoring, and management of counterparty exposure including stress testing , PFE, risk capital ,...and reputational risks + Perform daily and weekly risk analysis and reporting on existing client portfolios as well… more
- Citigroup (New York, NY)
- …+ Perform stress loss forecasting based on CCAR and other internal stress testing scenarios consistent with firm's risk appetite framework and strategic ... Management Team. This individual will be working on key analysis and driving key initiatives contributing to the successful...plans. + Evaluate drivers of capital -based stress losses, RWA (risk weighted asset)… more