- 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
- City National Bank (New York, NY)
- * SENIOR BUSINESS CONTROL MANAGER - CAPITAL MARKETS* WHAT IS THE OPPORTUNITY? The Senior Business Control Manager will report into the Business Control ... in the team that will design, maintain, implement, manage and enhance the capital markets first line risk program for four separate line verticals (FX, Interest… 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
- Citigroup (New York, NY)
- The Resolution & Recovery Planning (RRP) Non-Financial Capabilities, Controls, and Testing (CCT) Director will support the MD (C16) within RRP team for ensuring ... the completeness, adequacy and comprehensiveness of capabilities/sub-capabilities, controls and testing documentation and test outcomes to ensure adaptability under… 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 (White Plains, NY)
- …data needs across various Finance domains (eg, treasury, funds transfer pricing; capital management, liquidity, stress testing , profitability analysis, ... the Finance area verticals and domains (ie, treasury, funds transfer pricing; capital management, liquidity, stress testing , profitability analysis, fnancial… 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
- 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
- Federal Reserve Bank (New York, NY)
- …default risk, and counterparty credit risk. + Bank supervision-related topics such as stress testing and capital regulation. **Salary Range: $** ... is coordinated with other US agencies. The New York Stress Testing (NYST) Department within the Supervisory...models that estimate GMS related losses and firms' overall post- stress capital levels. **Your role as Risk… 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 ... Mexico, Brazil, Chile, Colombia, and Peru. Backed by the capital strength of SMBC Group and the value of...enhancement across legal entities. + Prepare and executing credit stress testing frameworks in alignment with CCAR… more
- Citigroup (New York, NY)
- …Finance, Investment Banking, or other relevant role + Hands-on experience in forecasting, stress testing , capital management, and/or economic analysis is ... **Group Description** Citi Treasury manages the balance sheet, capital , and liquidity of Citigroup; manages and provides...at Work, and Citigold). **Job Description** This is a senior analyst role in the USPB & Wealth Business… more
- JPMorgan Chase (New York, NY)
- …models meet regulatory and internal standards. + Gather and analyze data to support stress testing and scenario analysis. + Prepare and input model results for ... ready to play a critical role in the Comprehensive Capital Analysis and Review (CCAR) process? We are seeking...reporting to the Central Stress Testing team. + Support the preparation… more