- 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
- TD Bank (New York, NY)
- …are enterprise-wide or cross multiple business segments (eg Basel credit project, SOX, Stress Testing etc.) + Represents business on corporate initiatives and ... specific details for this role. **Job Description:** We are looking for a Senior Manager, Capital Risk to join TD Securities USA LLC. This role is responsible… 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
- 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
- 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 ... ready to help you achieve more. Purpose: The AVP, Capital and Liquidity Management will be a key leader...functions to align and integrate financial resource management and stress testing / scenario analysis + Own… 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 (Queens, NY)
- …Reporting, FP&A, Accounting, Risk or Treasury functions + Familiarity with Regulatory Capital rules and stress testing (preferred), understanding of ... The role supports capital planning functions with key responsibilities including forecasting...The VP also supports creation of materials for recurring senior executive meetings, act as a key liaison with… 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
- Synchrony (New York, NY)
- …and model risks + Support development, documentation, implementation and monitoring of ALLL and capital stress testing models using SAS/Python or R + Work ... lead analyst supporting model development for various models (ALLL, Loss Forecasting, Stress Testing , Capital Planning and CECL) + Perform in depth analysis… 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
- 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
- Deloitte (New York, NY)
- …industry + Experience with climate risk modeling and climate risk scenario analysis/ stress testing , including for physical and/or transition risk, and climate ... Senior , Sustainability - Climate Risk At Deloitte, our...to enhancing the trust of the investing public and capital markets. By focusing on innovation, Deloitte continues to… 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 (New York, NY)
- …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
- PNC (New York, NY)
- …including for capital optimization strategies. * Leading and participating in annual capital stress testing efforts (CCAR) and development of PNC's ... related to liquidity and capital planning management. + Participates in team's analytics/ stress testing as it relates to liquidity and capital planning.… 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) ... the end-to-end process of non-accounting Credit Valuation Adjustment (CVA) stress testing for both business-as -usual and...and Incremental Default Loss (IDL) losses. Present the CVA stress and IDL loss to senior management… more