- 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
- JPMorgan Chase (Brooklyn, NY)
- …across the Firm to drive a challenging agenda? As a Vice President in our Resolution Stress Testing team, you will play a crucial role in shaping our strategic ... and collaboration. As a Vice President in the Resolution Stress Testing team, you will be at...regulatory submissions. + Present results to senior stakeholders. + Review and refine methodologies and approaches. + Drive continuous… more
- JPMorgan Chase (Brooklyn, NY)
- …inclusive team that values innovation and collaboration. As an Associate in the Resolution Stress Testing team, you will be at the forefront of developing our ... challenges and gain exposure across the organization to develop your expertise in stress testing in deep market and idiosyncratic scenarios considered in… more
- Citigroup (Queens, NY)
- …capital ratios; Risk Weighted Assets (RWA); and Comprehensive Capital Analysis and Review (CCAR). The organization spans the full capital planning continuum, with ... for Weaknesses impacting capital adequacy from (i) Spot RWA quality assurance testing ; (ii) Level 1 and Level 2 outstanding Issues; (iii) governance activities… 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)
- …wholesale (C&I and CRE) models that are used for credit allowance, enterprise stress testing , valuation, and regulatory capital purposes. The MVL is responsible ... model purposes requiring compliance with US and international regulations (IFRS9, CECL, EBA stress testing ). The MVL provides direct oversight to a global team… 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
- Bank of America (New York, NY)
- …Securitized Products. Key responsibilities include analysis and reporting of market risk, stress testing , designing limit frameworks and interfacing with the ... and model transactions, including cash flow modelling and idiosyncratic stress scenario generation Review and challenge risks...understanding of key risk metrics such as VaR and stress testing , especially in relation to securitized… 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 (Queens, NY)
- …**Developing responses to regulatory examinations and queries related to liquidity stress testing .** **Leading or assisting with the remediation efforts ... knowledge of liquidity regulations, reporting, analytics and development of liquidity stress testing interpretations and model development is desirable.**… more
- Bank of America (New York, NY)
- …Banking Model Risk Management team is seeking a Sr. Quant Fin Analyst to conduct independent review and testing of complex models used for wholesale loss ... a wide array of credit risk models used for stress testing and allowance, which encompass loans...hands on leadership for various MRM activities such as independent model validation, ongoing monitoring report review ,… more
- JPMorgan Chase (New York, NY)
- …with, oversees models used in macroeconomic scenarios supporting firmwide processes like stress testing and credit impairment estimation. As a Risk Management ... communities. As part of the Model Risk Governance & Review (MRGR) group, you'll validate models to identify, measure,...of macroeconomic scenarios that support firmwide processes such as stress testing and credit impairment estimation. **Job… more
- Citigroup (New York, NY)
- … review , documentation, risk identification, management, monitoring, administration, and stress testing . Portfolio Health Monitoring is a major deliverable ... defense for wholesale and counterparty credit risk management and also with our Independent Risk partners to ensure best-in-class risk and controls, as well as… more
- Bank of America (New York, NY)
- …Enterprise Model Risk Management seeks a Senior Quantitative Finance Analyst to conduct independent review and testing of wide variety of models ... **The position will be responsible for:** + Performing model review activities including but not limited to independent...and R. + Domain knowledge such as banking operations, stress testing and technology related to operations… more
- Citigroup (New York, NY)
- …controls, and client responsiveness. Key responsibilities of the group include stress testing , exposure monitoring, risk identification, and credit analysis. ... and management of counterparty exposure including PFE, risk capital, wrong way risk, and stress testing + Actively liaise with Sales & Trading, CVA, and Market… 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
- SMBC (New York, NY)
- …and regulatory requirements. + Hands-on experience in climate scenario analysis and stress testing . + Understanding models, scenario analysis and stress ... of SMBC's Risk Management Department, which is the 2nd line of defense independent risk management function for the bank. As a Sustainability and Climate Risk… more