- BMO Financial Group (New York, NY)
- …to maximize their efficiency, consistency and overall value. As the Vice President of Stress Testing & Emerging Events Scenario Design, you will have ... test (EWST), US stress test (CCAR) and emerging events scenario design processes. You will be a key member...& CCAR Stress Testing, Economics, Model Risk & Development, Credit Risk, Market Risk, Liquidity & Funding Risk, Non-Financial… more
- BlackRock (New York, NY)
- **About this role** **About BlackRock Private Credit ** BlackRock has built industry-leading private credit capabilities over the past 20 years, seeking to ... September 30, 2023, BlackRock manages US$84 billion on behalf of Private Credit clients globally. **About US Private Capital** BlackRock US Private Capital ("USPC")… more
- BlackRock (New York, NY)
- …these spaces in a Bayesian framework. The engine is used in scenario analysis and portfolio construction / strategic asset allocation. **Key Responsibilities:** * ... PyTorch/TensorFlow/Jax is a plus but not required * Exposure to private equity, private credit , Kalman filter/smoother is a plus but not required For New York, NY… more
- SMBC (White Plains, NY)
- …Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices ... identifies. + Evaluating capacity of resources to handle workloads including scenario planning + Assist with sustaining common workforce management tasks (reporting,… more
- JPMorgan Chase (New York, NY)
- …our library, and integrating them into risk and P&L systems. Job summary: As a Vice President or Executive Director in the Quantitative Research Credit team, ... This role will focus on supporting the Credit Exotic business, a key component of our...and understanding P&L sources + Explain model behavior, conduct scenario analysis, develop, and deliver quantitative tools and support… more
- SMBC (New York, NY)
- …risk management function for the bank. As a Sustainability and Climate Risk Management Vice President , you will play an important role in the buildout of ... Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices… more
- Aflac (New York, NY)
- …insurance company. Communication and organization skills will be essential. Reports to Vice President , Investment Risk Manager Primary Support All GI Investment ... not limited to valuation of complex asset structures, multivariate stochastic scenario generation, complex financial projections, extreme tail event stress testing,… more