- Mizuho Corporate Bank (New York, NY)
- …improve efficiency. We are seeking a highly motivated individual to join our Stress Testing and Capital Analysis team. Our team is responsible for the ... design, calculation, and analysis of stress testing scenarios...stakeholders; Maintain and execute the RWA forecasting model. + Capital Analysis : Perform the required capital… more
- JPMorgan Chase (New York, NY)
- …and experience in the financial services industry, preferably with a background in capital management and/or stress testing . This role offers visibility ... as needed. **Job Responsibilities:** + Help drive the firm's capital planning and stress testing ...capital efforts and firm wide capital stress tests + Perform detailed financial analysis … more
- Morgan Stanley (New York, NY)
- … and guidance around issues and transactions with capital implications; and co-ordinates capital stress testing for the Firm and its US bank ... regulatory rules, new initiatives, and new products > Manage Comprehensive Capital Analysis and Review (CCAR) and Quarterly Stress Test production,… more
- Morgan Stanley (New York, NY)
- … and guidance around issues and transactions with capital implications; and co-ordinates capital stress testing for the Firm and its US bank ... numerous activities such as Product Controllership, Profit & Loss (P&L) analysis , Regulatory Reporting, Digitization, Business Management, Capital Requirements… more
- Citigroup (New York, NY)
- …the strategic decision making within the Firm + Sound understanding of the regulatory capital stress testing process (CCAR). + Demonstrated success in ... of a capital plan and its linkage with the strategic plan, stress testing and scenario design + Understand the capital stack and how different classes of… more
- Federal Reserve Bank (New York, NY)
- …methods, or model risk. Broader experience assessing or analyzing financial risks or stress testing , ideally related to market risk. + Excellent collaboration ... function is responsible for executing the LISCC supervisory program (covering Capital , Governance and Controls, Liquidity, Recovery and Resolution Planning, and… more
- MUFG (New York, NY)
- …capital planning and/or regulatory reporting capacity. This person will be skilled in capital analysis and quantitative modeling to contribute to Capital ... for improvement and implementation. + Develop, implement, and maintain stress testing predictive regression models and other...against business intuition + Assist in other ad hoc capital analysis and reports **Skill Set** :… more
- Citigroup (New York, NY)
- …accounting, valuation techniques and risk measurement; good understanding of CCAR stress testing requirements, models, and processes + Familiarity with ... provides an integrated suite of Liquidity, Payments and Trade/Working Capital solutions to multinational corporations, financial institutions, public sector… more
- City National Bank (New York, NY)
- …monitoring and testing . + Analyze findings and perform root cause analysis , distinguishing between various levels of compliance and other types of risk. + ... **SENIOR BUSINESS CONTROL MANAGER - CAPITAL MARKETS** **WHAT IS THE OPPORTUNITY?** The Senior...management and remedial corrective actions through risk and control testing programs and conducting risk assessments as well as… more
- KPMG (New York, NY)
- **Business Title:** Senior Associate, Capital Markets (Data Analytics) **Requisition Number:** 118223 - 68 **Function:** Advisory **Area of Interest:** **State:** NY ... (NLP) and Machine Learning to decompose market surveillance reports for Capital Markets groups + Build sentiment analyzers and classifiers for unstructured… more
- JPMorgan Chase (New York, NY)
- …next generation of risk analytics platform and assess model performance, perform back testing analysis and P&L attribution; + Improve performance and scalability ... of analytics algorithms and develop and enhance mathematical models for VaR/ Stress /FRTB; + Assess the appropriateness of quantitative models and their limitations,… more
- HSBC (New York, NY)
- …risk disciplines (eg Stress testing , Business Information & Analysis ; Financial & Regulatory Reporting; Capital Management; Legal Entity CFO; Accounting ... million customers. We're bringing together the people, ideas and capital that nurture progress and growth, helping to create...regional exercises. As our Head of Financial Planning & Analysis , US & Americas you will: + Lead and… 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 ... Advance best practice credit portfolio risk management (eg Economic Capital Modeling, Stress Test Modeling, Credit Risk...with large data sets and the tools for data analysis (eg R, python, Pandas) + Experience using Git/Bitbucket… more
- KPMG (New York, NY)
- …to facilitate asset and liability management, funding and liquidity planning and internal limit stress testing and capital management + Provide clients with ... facilitate asset liability management, funding and liquidity planning and stress testing and capital management...of the Liquidity Coverage Ratio (LCR), NSFR, Basel, Comprehensive Capital Analysis and Review (CCAR) Liquidity Coverage… more
- JPMorgan Chase (New York, NY)
- …providing support for conclusions and escalating as necessary + Perform and validate quarterly stress testing and participate in analysis of business results ... develop improvements of daily risk reports, and VaR and Stress analysis tools + Monitor risk exposures,...the governance and controls surrounding risk monitoring including, VaR, stress testing , various return measures and experience… more
- SMBC (New York, NY)
- …and market risk, etc. + **Model Development:** + Develop and enhance climate scenario analysis and stress testing . + Design and develop advanced models ... Mexico, Brazil, Chile, Colombia, and Peru. Backed by the capital strength of SMBC Group and the value of...risk. + Must have hands-on experience in climate scenario analysis and stress testing . +… more
- JPMorgan Chase (New York, NY)
- …development and maintenance of various credit loss models related to Comprehensive Capital Analysis and Review stress testing as well as urrent Expected ... requirements for fixed income portfolio, including Comprehensive Capital Analysis and Review stress testing and Current Expected Credit Losses loss… more
- Citigroup (New York, NY)
- …include credit analysis , documentation, risk identification, exposure monitoring, and stress testing . ICM coordinates with credit management groups across ... the measurement, monitoring, and management of counterparty exposure including stress testing , PFE, risk capital ,...and reputational risks + Perform daily and weekly risk analysis and reporting on existing client portfolios as well… more
- Citigroup (New York, NY)
- …+ Perform stress loss forecasting based on CCAR and other internal stress testing scenarios consistent with firm's risk appetite framework and strategic ... Management Team. This individual will be working on key analysis and driving key initiatives contributing to the successful...plans. + Evaluate drivers of capital -based stress losses, RWA (risk weighted asset)… more
- ManpowerGroup (New York, NY)
- …the economic capital and risk weight assets. Manage and monitor liquidity stress testing and other stress testings. Key Responsibilities: * Maintain ... regular basis * Raise level of awareness of quantitative analysis in the business * Monitor liquidity position, market...models relevance and accuracy * Perform market and liquidity stress testing to ensure data integrity and… more