- 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 ... 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 ... 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 ... more
- American Express (New York, NY)
- …and people. This person would be a critical member of the CFR Finance & AXP Stress Testing organizations and will work with key stakeholders to deliver stress ... more
- Morgan Stanley (New York, NY)
- …assessment. Additionally, SCSA is responsible for developing state-of-the-art credit stress testing models and ACL models to support capital planning and ... 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 ... 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 ... 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 ... 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 ... 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, ... more
- Bank of America (New York, NY)
- …with businesses to understand market trends and impacts on portfolio, using knowledge of stress testing and its applicability to market risk + Ensures adherence ... 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 ... more
- Deloitte (New York, NY)
- …a financial services regulator (eg, OCC, FRB) + Working experience in the areas of Capital , liquidity or stress testing + Subject matter product knowledge of ... more
- Citigroup (New York, NY)
- …management of counterparty exposure including PFE, risk capital , wrong way risk, and stress testing + Actively liaise with Sales & Trading, CVA, and Market ... more
- SMBC (New York, NY)
- …risk management tools such as limit monitoring, VaR/SVaR and market risk stress - testing . - Strong understanding of regulatory requirements. - Strong ... more
- Bank of America (New York, NY)
- …Recovery and Resolution Planning (RRP)** + Review and Challenge of internal liquidity stress testing (ILST) models and related assumptions, FLU new products, ... more
- PNC (New York, NY)
- …including for capital optimization strategies. * Leading and participating in annual capital stress testing efforts (CCAR) and development of PNC's ... more
- Citigroup (New York, NY)
- …industry. Four (4) years of experience must include: Conducting counterparty credit risk stress testing for Comprehensive Capital Analysis and Review (CCAR) ... more
- SMBC (New York, NY)
- …role will focus on credit risk management activities, including periodic credit stress testing processes Current Expected Credit Loss (CECL), and Comprehensive ... more
- Morgan Stanley (New York, NY)
- …and their expected losses, the calculation of risk in a time of increased economic stress (ie stress testing ), and the generation of scenarios associated ... more