- Citigroup (New York, NY)
- …all SIIs raised by ERA-IRC against Risk Pool ST programs to the Enterprise Stress Testing Committee + Lead the research on quantitative approaches including ... more
- Citigroup (New York, NY)
- …with regulators may be necessary. The role may support cross-discipline activities (eg, review and challenge of stress testing ) as necessary. ... more
- Mizuho Corporate Bank (New York, NY)
- …transactions a plus). The candidate will assist the Team in completing the annual review plan by conducting independent credit reviews to ensure compliance with ... more
- Bank of America (New York, NY)
- …Resolution Planning (RRP)** + Review and Challenge of internal liquidity stress testing (ILST) models and related assumptions, FLU new products, Liquidity ... more
- City National Bank (New York, NY)
- …completeness, assessing the suitability of models for their intended purposes, performing stress testing and other sensitivity analysis, reviewing and testing ... more
- Bank of America (New York, NY)
- …wholesale (C&I and CRE) models that are used for credit allowance, enterprise stress testing , valuation, and regulatory capital purposes. The MVL is responsible ... more
- Bank of America (New York, NY)
- …of tools to facilitate liquidity and interest rate scenario design and independent review of liquidity stress testing results. This role requires a ... more
- Bank of America (New York, NY)
- …Securitized Products. Key responsibilities include analysis and reporting of market risk, stress testing , designing limit frameworks and interfacing with the ... more
- Citigroup (New York, NY)
- …and integrating these into governance and existing risk processes. Scenario analysis and stress testing represents a key pillar of the team's core mandate. ... more
- Bank of America (New York, NY)
- …Banking Model Risk Management team is seeking a Sr. Quant Fin Analyst to conduct independent review and testing of complex models used for wholesale loss ... more
- JPMorgan Chase (New York, NY)
- …with, oversees models used in macroeconomic scenarios supporting firmwide processes like stress testing and credit impairment estimation. As a Risk Management ... more
- Citigroup (New York, NY)
- … review , documentation, risk identification, management, monitoring, administration, and stress testing . Portfolio Health Monitoring is a major deliverable ... more
- Bank of America (New York, NY)
- …Enterprise Model Risk Management seeks a Senior Quantitative Finance Analyst to conduct independent review and testing of wide variety of models ... more
- Citigroup (New York, NY)
- …controls, and client responsiveness. Key responsibilities of the group include stress testing , exposure monitoring, risk identification, and credit analysis. ... more
- Citigroup (New York, NY)
- …and interest rate derivatives + Demonstrated knowledge of investment portfolio risk, stress testing and intermediate accounting theory, and its practical ... more
- SMBC (New York, NY)
- …and regulatory requirements. + Hands-on experience in climate scenario analysis and stress testing . + Understanding models, scenario analysis and stress ... more
- Morgan Stanley (New York, NY)
- …and trading flows of main market participants > Develop strong expertise in Stress Testing and VaR framework, processes, and economic drivers > Work ... more
- Citigroup (New York, NY)
- …sources of counterparty risk in Wealth portfolio, with particular focus on stress testing , early warning indicators, collateral risk and volatility, ... more
- BMO Financial Group (New York, NY)
- …Group where every colleague helps protect and grow the bank by providing independent review and oversight of enterprise-wide risks, working together to maintain ... more
- Bank of America (New York, NY)
- …opportunity to review a wide array of credit risk models used for stress testing and allowance, which encompasses loans and leases made to commercial ... more