- SMBC (Jersey City, NJ)
- … and stress testing models. **Role Responsibilities:** + Develop and implement credit stress testing and other statistical models + Manage data feeds ... and knowledge of banking and bank products to develop a variety of credit , stress testing , and other related models within the Model Development Group.… more
- Equitable (New York, NY)
- …and insightful quantitative analysis targeted to review investment proposals + Refine our credit stress testing and limit framework, deepen understanding of ... the Investment Asset and Liability Committee + Participate to continuously refine the credit stress testing capabilities to assess the loss potential on the… more
- SMBC (White Plains, NY)
- …239, Part 30, market risk, Fundamental Review of Trading Book (FRTB), counterparty credit , liquidity, stress testing , collateral managemnt, Basel (III/IV), ... Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices… more
- BlackRock (New York, NY)
- …Fund or Synthetic Obligations (CFOs/CSOs), and other LP interest securitizations + Review credit risk, run ad-hoc stress testing , historical sponsor ... and objectives with respect to interest rate exposure, sector allocation, and credit quality. **Key Responsibilities:** + BlackRock's Structured Credit and CLO… more
- Bank of America (New York, NY)
- …quantitative analytics for wholesale (C&I and CRE) models that are used for credit allowance, enterprise stress testing , valuation, and regulatory capital ... purposes requiring compliance with US and international regulations (IFRS9, CECL, EBA stress testing ). The MVL provides direct oversight to a global team of… more
- Citigroup (New York, NY)
- **Enterprise Stress Testing Senior Group Manager - Liquidity Risk** **and Non-Traded Market Risk** **Team/Role Overview** This role sits in Enterprise Risk ... Analytics (ERA), and will review and challenge the stress testing process, which requires proven partnership,...testing process, which requires proven partnership, leadership and credit and market risk expertise as the team will… 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...pricing and P&L, securities, secured financing, market, and/or counterparty credit risk or valuations experience. + 3 years of… more
- Morgan Stanley (New York, NY)
- …and analyze linkages between risks >Inform the Firm's capital planning process and other stress testing regimes by evaluating the Firm's risk profile in the ... Firm from exposure to losses as a result of credit , market, liquidity, operational, model and other risks. Background...best practices Experience > Familiarity with risk identification and stress testing at a large bank preferred… more
- Citigroup (New York, NY)
- …concise written and verbal communication. + Strong experience of Enterprise Risk Stress Testing is preferred + PMP/ Agile certifications preferred. ... range of financial products and services, including consumer banking and credit , corporate and investment banking, securities brokerage, transaction services, and… more
- CIBC (New York, NY)
- …or Alteryx. + **You understand banking fundamentals.** Exposure to risk management, capital stress testing , credit risk models, and regulatory compliance ... Perform requirements gathering, solution design, functionality development, user acceptance testing , training, and deployment. + **Application Analysis** - Evaluate… more
- Citigroup (New York, NY)
- …group include credit analysis, documentation, risk identification, exposure monitoring, and stress testing . ICM coordinates with credit management groups ... Individual will work as part of Counterparty Credit Risk team under the global Institutional ...The role is focused on developing counterparty risk & stress testing analytics and analyzing client portfolios… more
- Bank of America (New York, NY)
- …opportunity to review a wide array of credit risk models used for stress testing and allowance, which encompass loans and leases made to commercial borrowers ... team is seeking a Sr. Quant Fin Analyst to conduct independent review and testing of complex models used for wholesale loss forecasting and allowance. As part of… more
- City National Bank (New York, NY)
- …through evaluating, monitoring and reporting on the credit portfolio. Performs ongoing credit risk monitoring and credit testing /reviews to ascertain the ... an appropriate risk-based sample. Coordinate and oversee all aspects of assigned credit testing activities while focusing on quality control of transactional… more
- KPMG (New York, NY)
- …counterparty credit risk and credit valuation adjustment + Build Capital stress testing processes, other stress testing process or regulatory ... KPMG is currently seeking a Director, Modeling Risk in Market, Credit , & Liquidity for our Consulting (https://advisory.kpmg.us/) practice. Responsibilities: +… more
- Citigroup (New York, NY)
- …experience in risk management disciplines in a global bank environment (eg, enterprise risk, stress testing credit risk, market risk, operational risk, risk ... identification, risk appetite, etc.) + Understanding of banking regulations and risk management supervisory expectations for global financial institutions and a strong business understanding of the products and services Citi offers + Excellent interpersonal… more
- SMBC (New York, NY)
- …and reporting with a core focus on reviewing and analyzing top exposures, stress testing results, concentration reports, risk appetite reports, and other key ... Credit Risk System (CRISTAL) Performing UAT and regression testing on all Counterparty Credit Risk system...UAT and regression testing on all Counterparty Credit Risk system enhancements. Provide month-end commentary for large… more
- Bank of America (New York, NY)
- …opportunity to review a wide array of credit risk models used for stress testing and allowance, which encompasses loans and leases made to commercial ... and external regulators, develop a deep understanding of the business, credit risk management, and apply analytical skills, finance theories and statistical… more
- Bank of America (New York, NY)
- …risk is within the bank's defined risk appetite, using knowledge of stress testing and its applicability to credit risk + Supports monitoring of adherence to ... Credit Risk Officer - Corporate/Commercial San Francisco, California;New...us! **Job Description:** This job is responsible for analyzing credit and investigating existing and prospective clients and counterparts.… more
- Bank of America (New York, NY)
- Vice President - Global Markets Credit Commodities Credit Officer Charlotte, North Carolina;Dallas, Texas; New York, New York; Houston, Texas **Job ... of Problem Assets, some limit approval authority and reporting of capital markets credit risk. The Credit Officer will primarily interface with the… more
- Citigroup (New York, NY)
- …and interest rate derivatives + Demonstrated knowledge of investment portfolio risk, stress testing and intermediate accounting theory, and its practical ... **Citi Commercial Bank - Institutional Credit Management Counterparty Credit Risk - Funds Underwriting Credit Officer, Asset Management Companies, VP**… more