- 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 ... controls that ensure overall soundness and adequacy of Citi's capital + Create relevant, synthesized, and Senior -level...Citi's capital + Create relevant, synthesized, and Senior -level materials (eg, for the Capital Committee… 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 ... business strategies for managing the outcomes from the regulatory stress testing results + Establish clear business...+ Establish clear business guidance and targets to integrate Stress Capital Buffer (SCB) expectations into planning… 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 ... The Workstream and Business Sr Lead Analyst - Stress Testing End-to-End Coverage owns the...+ Plays a part in necessary forums, councils, and senior governance groups to establish and govern policies for… more
- JPMorgan Chase (Brooklyn, NY)
- …2+ years supporting a large financial services organization + Familiarity and experience with Capital Stress Testing + Knowledge or experience or familiarity ... The Commercial & Investment Bank (CIB) Treasury Stress Testing group is responsible for...Python), execution, analysis and review + Synthesize results from stress projections into holistic presentations for senior … more
- JPMorgan Chase (Brooklyn, NY)
- …of the strategy. This is a unique opportunity for someone interested in treasury concepts, capital markets and stress testing to contribute to the firm's ... challenging agenda? As a Vice President in our Resolution Stress Testing team, you will play a...and Model Risk Governance. This position offers exposure to senior management, regulatory engagement, and the chance to work… more
- JPMorgan Chase (Brooklyn, NY)
- …as needed by senior management or regulatory initiatives relating to Stress Testing . + Work independently and collaboratively and establish close ... team is interest rate risk policy and strategy, liquidity stress testing for the banking boo, effective...complex projects simultaneously, and have a keen interest in capital markets and economics. Working knowledge of financial analysis,… 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 ... robust projections for Volumes to be used in Comprehensive Capital Analysis and Review (CCAR) exercise. This position will...inspire an engaged team of 2-3 professionals on various stress testing exercises across AXP, including Bank… 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 ... calculation of risk in a time of increased economic stress (ie stress testing ), and...risk management. SCSA is seeking a senior individual to support the Head of the Department… 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 ... Mexico, Brazil, Chile, Colombia, and Peru. Backed by the capital strength of SMBC Group and the value of...the Director has a deep understanding of Market Risk stress testing mechanics and stress … 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 ... The Capital Planning Review Team ("CPRT") is mandated by...Analyze the reasonableness and completeness of Recovery and Resolution stress testing and projection assumptions, methodologies and… 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 ... the completeness, adequacy and comprehensiveness of capabilities/sub-capabilities, controls and testing documentation and test outcomes to ensure adaptability under… 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 ... tools. + Advance best practice credit portfolio risk management (eg Economic Capital Modeling, Stress Test Modeling, Credit Risk Appetite & Concentration… 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, ... *MODEL RISK VALID ANALYST SENIOR * WHAT IS THE OPPORTUNITY? Responsible for independent...and capital models, including models for CCAR stress testing of capital resources,… 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 ... Global Markets Senior Risk Manager New York, New York **Job...good understanding of key risk metrics such as VaR, Stress testing etc. + Good understanding of… 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 ... programs across the enterprise. ORM is looking for a Senior Manager of operational loss events (OREs) to be...KRIs, metrics, etc. + Support and document scenario analysis, stress testing and planning processes + Ensure… more
- JPMorgan Chase (Jersey City, NJ)
- …Manage/support and execute strategic risk and control assessments along with strategic projects (eg capital stress testing ) in a timely and efficient manner ... Join our team as a Senior Associate Internal Auditor, where you'll lead impactful...managing model change processes and evaluating ongoing model performance testing . This role provides an excellent opportunity to elevate… 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 ... Banking Regulatory Reporting Transformation Senior Consultant Our practitioners help organizations identify the regulatory and industry changes impacting their… 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 ... controls, and client responsiveness. Key responsibilities of the group include stress testing , exposure monitoring, risk identification, and credit analysis.… 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 ... Mexico, Brazil, Chile, Colombia, and Peru. Backed by the capital strength of SMBC Group and the value of...Banking Corp. (SMBC), SMBC Nikko Securities America, Inc., SMBC Capital Markets, Inc., SMBC MANUBANK, JRI America, Inc., SMBC… more
- Bank of America (Jersey City, NJ)
- …Recovery and Resolution Planning (RRP)** + Review and Challenge of internal liquidity stress testing (ILST) models and related assumptions, FLU new products, ... capital reports and data inputs respectively + Produces regularly scheduled reports including stress and back testing and responds to ad hoc reporting and… more