- 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 ... the requirements of IRC Findings. + Focus in-depthIRC follow-up review as needed based on progress made with IRC...model framework overlays + Conduct research on various steres testing portfolios including Treasury & Trade Solutions (TTS) Trade… 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. ... by Citi's Board of Directors to lead the holistic independent review and challenge of the capital...Analyze the reasonableness and completeness of Recovery and Resolution stress testing and projection assumptions, methodologies and… 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 ... About the Team Credit Review provides the Board and bank management with an independent view of the quantity, quality and direction of credit risk in the… 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 ... and support groups (ie, Compliance, Finance, Operations, etc.) + Review and Challenge of IRR measurements ( Independent ...tools and metrics + Produces regularly scheduled reports including stress and back testing and responds to… 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 ... model governance activities in business areas including regulatory capital stress testing (CCAR and Advanced Approaches), CECL,...risk measures associated with use of model. * Perform independent validation and testing in accordance with… 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 ... Risk (EFR) Overview** Enterprise Financial Risk (EFR) seeks to deliver effective independent risk management of the activities and processes associated with managing… 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 ... Management Department, which is the 2nd line of defense independent risk management function for the bank. As a...stress testing processes in each risk stripe such as credit,… 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. ... of scenario narratives, key underlying assumptions, and climate drivers to internal stress testing delivery teams and presentations in senior governance forums… more
- Citigroup (New York, NY)
- …analysis, and testing , for the delivery of regulatory solutions for stress tests and CCAR requirements, stress test-based limit monitoring and reporting. ... Excel and Tableau to develop statistical models to forecast stress loss across various portfolios, capturing historical trends and...Deliver projects for Portfolio Risk Review chapter. Rationalize EUCs used for portfolio risk reviews.… more
- American Express (New York, NY)
- …variable shocks, and idiosyncratic event selection for CCAR and ICAAP + Independently review stress testing assumptions and forecasts for balance sheet, ... You will serve as a subject matter expert, providing guidance and independent oversight to American Express's capital management processes, including CCAR, ICAAP,… more
- SMBC (New York, NY)
- …Line of Defense activities including but not limited to internal liquidity stress testing , cash flow forecasting, contingency funding plan, intraday liquidity, ... to report to both internal and external stakeholders, including regulators + Provide independent review and assessment of new products, business initiatives and… 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, ... function; + Strong quantitative skills, particularly with respect to counterparty risk stress testing and exposure valuations; + Working knowledge of securities… more
- Citigroup (New York, NY)
- …and interest rate derivatives + Demonstrated knowledge of investment portfolio risk, stress testing and intermediate accounting theory, and its practical ... risk (CCR) management. ICM works with the CCB and Independent Risk teams to ensure best-in-class risk and controls,...client positions, and credit limits, as well as perform review and quality control of credit approval memos +… more
- JPMorgan Chase (New York, NY)
- …+ Perform ad-Hoc and periodic risk reviews, including, but not limited to, scenario stress testing and sensitivity analysis + Enhance / develop / maintain tools ... and aims for best-in-class performance. Counterparty Credit Risk is an independent risk organization within Wholesale Credit Risk, covering OTC Derivatives (cleared… more
- Deloitte (New York, NY)
- …decision-making and risk management for clients. + Support climate scenario analysis and stress testing methodology and their integration into business process + ... and guide the Deloitte team as they develop strategies, review client data and conduct stakeholder interviews, glean insights,...on a deep understanding of client challenges and an independent point of view + Manage existing client relationships… more
- Citigroup (New York, NY)
- …use in Citi's business planning processes, risk management processes, and for regulatory-based stress testing processes. + Develop models such that the model can ... Economics, Finance), Ph.D. preferred. + Proven track record of successful independent model development, with proven track record of successful interaction with… 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 ... Economics, Finance), Ph.D. preferred + Proven track record of successful independent model development, with proven track record of successful interaction with… more