- JPMorgan Chase (Brooklyn, NY)
- The Commercial & Investment Bank (CIB) Treasury Stress Testing group is responsible for the Balance Sheet, Net Interest Income (NII), Fund Transfer Pricing ... and FTP projections for one of the world's pre-eminent financial institutions. CIB Treasury Stress Testing is searching for a candidate to support its mission in… more
- BMO Financial Group (New York, NY)
- …include, but are not limited to the following: EWST & CCAR Stress Testing , Economics, Model Risk & Development , Credit Risk, Market Risk, Liquidity ... Capital stress testing based on comprehensive ...the increasing complexity of the emerging events/risks facing firms, development and use of "what-if" emerging risk scenarios to… more
- Citigroup (New York, NY)
- …and scoring model related policies. + Develop models and oversee model development , validation, and deployment efforts. + Advances Risk Management ... The Model /Anlys/Valid Sr Officer I is a strategic professional...ERA-IRC against Risk Pool ST programs to the Enterprise Stress Testing Committee + Lead the research… more
- Synchrony (New York, NY)
- …+ Serve as a key contributor and lead analyst supporting model development for various models (ALLL, Loss Forecasting, Stress Testing , Capital ... , documentation, implementation and monitoring of ALLL and capital stress testing models using SAS/Python or R...as plus + The application of regulatory requirements for Model Development (eg SR 11-7/OCC 2011-12) +… more
- Citigroup (New York, NY)
- …in Citi's business planning processes, risk management processes, and for regulatory-based stress testing processes. + Drive the strategic modeling approach ... in Citi's business planning processes, risk management processes, and for regulatory-based stress testing processes. + Drive strong partnership with Citi's… more
- Citigroup (New York, NY)
- …use in Citi's business planning processes, risk management processes, and for regulatory-based stress testing processes. Focus is on the North America Consumer ... Finance), Ph.D. preferred + Proven track record of successful independent model development , with proven track record of successful interaction with business… more
- US Bank (New York, NY)
- …Description** We are seeking a visionary leader to drive transformation on our Model Development and Decision Science (MDDS) team within Credit Risk ... from the models through reporting and visualization. The models support loan portfolio stress testing (CCAR), the allowance for credit losses (ACL / CECL),… more
- AIG (New York, NY)
- …modeling, macro factors, behavioral factors, real estate loan data, scenario generation and stress testing . + Experience working with data scientists who support ... About the Role This role has primary responsibility for supporting the end-to-end model operations for AIG's Structured Fixed Income portfolio. This role will work… more
- Citigroup (New York, NY)
- …Interact with cross-functional teams within Infrastructure and IT groups, Risk and Reporting, model development , policy teams and businesses to design, test and ... implementing statistical and segmentation models; CCAR and CECL processes including model development , documentation, implementation and validation; Model … more
- JPMorgan Chase (New York, NY)
- …analysis. + Prepare and input model results for reporting to the Central Stress Testing team. + Support the preparation of documentation and narratives for ... of CCAR methodologies. **Job Responsibilities:** + Assist in the development , validation, and maintenance of CCAR financial models. +...CFA, FRM) is a plus. + Familiarity with CCAR, stress testing , and regulatory requirements is a… 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 ... maintenance, and enhancement across legal entities. + Prepare and executing credit stress testing frameworks in alignment with CCAR requirements and assess… more
- Mizuho Corporate Bank (New York, NY)
- …of innovation and continuous improvement. + Ensure strict adherence to SR 11-7 model development , testing , and documentation guidelines and lead engagement ... the Risk Analytics function. This team is responsible for model development for Americas Risk Management within...and expansion of capabilities in areas including credit risk, stress testing , and capital planning. + Communicate… more
- American Express (New York, NY)
- …insights and develop KRIs, metrics, etc. + Support and document scenario analysis, stress testing and planning processes + Ensure processes for reporting to ... and root cause analysis; external loss analysis; regulatory reporting; scenario analysis and stress testing + 3-5 years of experience of working within… more
- Mizuho Corporate Bank (New York, NY)
- …+ Possess a deep understanding of liquidity regulations, reporting, analytics, and the development of internal liquidity stress testing models. + Strong ... have a deep understanding of Treasury concepts including cash flow forecasting, stress testing , funds transfer pricing, and asset/liability management. You are… more
- SMBC (New York, NY)
- …benefits to its employees. **Role Description** The Executive Director for Credit Risk Model Development will oversee the development , implementation, and ... processes. The team is also responsible for developing credit stress testing , internal credit rating, and Current...team environment. + Provide guidance and support for professional development . + Model Development and… more
- Athene (New York, NY)
- …management program, to include reporting, contingency planning, limit monitoring, and legal entity stress testing . You will also work closely with members of the ... capital and liquidity functions to align and integrate financial resource management and stress testing / scenario analysis + Own and drive Treasury's… more
- SMBC (New York, NY)
- …of climate risk materiality matrix. Highly proficient in climate scenario analysis and stress testing , good understanding of models, scenario analysis and ... into credit, liquidity, operational and market risk, etc. Support development of climate-related financial risk appetites including RAS, risk...stress testing processes in each risk stripe such as credit,… more
- Mount Sinai Health System (Long Island City, NY)
- … stress echocardiogram testing and/or vascular ultrasound exams and vascular stress testing (PVR), per credentialing, to aid in diagnosis of the ... range of non-invasive cardiovascular diagnostic ultrasound tests including Echocardiography, Stress Echocardiography, and/or Vascular Ultrasound Testing Procedures.… more
- BlackRock (New York, NY)
- …models, Value-at-Risk (VaR) methodologies, volatility and covariance matrix estimation, and portfolio stress testing & scenario analytics. These models span a ... BlackRock Solutions, the business responsible for the research and development of Aladdin's financial models. This group is also...individual contributor with a near-term focus on enhancing the model governance of our private markets model … 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 ... multivariate analysis, machine learning / deep learning) within financial services . Model development capabilities. EXPERIENCE & ABILITIES: + 5+ years work… more