- 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 ... + Bachelor's/University degree or equivalent experience, potentially Masters degree **Enterprise Stress Testing - Credit Risk Independent Review and Challenge… more
- Citigroup (New York, NY)
- …exposure on a day-to-day and long-term basis for various financial products. Market risk stress testing pertains to potential loss due to market movements such ... products. This role is specific to the Market Risk Stress Testing function within Global Market Risk...projects that require technical skills and strategic planning, enabling development in analytical capacity and critical + Monitor compliance… more
- Mizuho Corporate Bank (New York, NY)
- …consumer auto, credit card, student loan, aircraft, and commercial loan & lease. Oversee risk model development , stress testing , and loss assumptions for ... performance to identify credit migration. + Establish portfolio limits through stress testing and scenario analysis and measure product compliance with firm Risk… 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
- JPMorgan Chase (Jersey City, NJ)
- … risk management framework, you will play a pivotal role in enhancing our model development , reviews, and usage. You will collaborate directly with various ... management, and control groups including but not limited to model development , model review, risk...and control assessments along with strategic projects (eg capital stress testing ) in a timely and efficient… more
- Citigroup (Queens, NY)
- …and framework through various testing . Perform Outcomes Analysis, including backtesting, model benchmarking, stress testing , and sensitivity analysis on ... Solid understanding of mathematical finance. + 2+ years work experience in model development /validation for candidates with Master's degrees, experience in… more
- TD Bank (New York, NY)
- …Sensitivity measurement process for BAU and the DFAST/CCAR regulatory reporting requirements for Stress Testing ._ **Depth & Scope:** + Acts as a subject matter ... and equitable compensation opportunities to all colleagues. Growth opportunities and skill development are defining features of the colleague experience at TD. Our… 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
- 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
- Amazon (Jersey City, NJ)
- … life cycle (SDLC), including requirements gathering, modeling & design, development , testing , deployment, integration, and documentation. - Partner with ... informed decisions. Ideal candidates will have expertise in all phases of the software development life cycle in managing a team to build models that scale over time… 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
- American Express (New York, NY)
- …and submission of the Company's annual Capital Plan and ensures the stress testing program remains well-designed, well-controlled, insightful, and thoughtfully ... Director will be responsible for leading our key capital stress testing related initiatives, as well as...vision, life insurance, and disability benefits + Flexible working model with hybrid, onsite or virtual arrangements depending on… more
- Amazon (New York, NY)
- …You should have a demonstrated ability delivering within a DevOps delivery model from scoping requirements, requirement analysis, design, development , test, ... Description Come build the future as a Senior Software Development Engineer at Amazon, where you will be inspired working along best-in-class inventors and… more
- Merck (Rahway, NJ)
- …mode analysis and integration with combination product risk management. + Stress -strain testing of different materials under different environmental conditions, ... enthusiastic and driven to create and lead execution of design verification testing strategies for innovative combination products? Join our company's Device Product… more
- Bank of America (New York, NY)
- …markets and products. **Responsibilities:** + Performs end-to-end market risk stress testing including scenario design, scenario implementation, results ... consolidation, internal and external reporting, and analyzes stress scenario results to better understand key drivers +...continuous improvements through reviews of approval decisions on relevant model development or model validation… more
- American Express (New York, NY)
- …our risk management policies. The team also participates in various regulatory stress testing exercises, including Comprehensive Capital Analysis and Review ... tools used for risk management and investment analysis + Participate in firm-wide stress testing (CCAR, ICAAP) analysis + Collaborate with various teams 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
- 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