- JPMorgan Chase (Brooklyn, NY)
- The Commercial & Investment Bank (CIB) Treasury Stress Testing group is responsible for the Balance Sheet, Net Interest Income (NII), Fund Transfer Pricing ... and FTP projections for one of the world's pre-eminent financial institutions. CIB Treasury Stress Testing is searching for a candidate to support its mission in… more
- Citigroup (New York, NY)
- …in Citi's business planning processes, risk management processes, and for regulatory-based stress testing processes. + Drive the strategic modeling approach ... in Citi's business planning processes, risk management processes, and for regulatory-based stress testing processes. + Drive strong partnership with Citi's… more
- Citigroup (New York, NY)
- …use in Citi's business planning processes, risk management processes, and for regulatory-based stress testing processes. + Develop models such that the model ... Finance), Ph.D. preferred + Proven track record of successful independent model development , with proven track record of successful interaction with business… more
- Citigroup (New York, NY)
- …use in Citi's business planning processes, risk management processes, and for regulatory-based stress testing processes. + Develop models such that the model ... Finance), Ph.D. preferred. + Proven track record of successful independent model development , with proven track record of successful interaction with business… more
- Citigroup (New York, NY)
- …requirement and risk infrastructure. Conduct research to build models, perform model testing , develop technical documentation, work with internal partners ... Python and C++ program. Use parallel computing techniques to perform models back testing , stress testing , and profit attribution analysis. Support compliance… more
- TD Bank (New York, NY)
- …Sensitivity measurement process for BAU and the DFAST/CCAR regulatory reporting requirements for Stress Testing ._ **Depth & Scope:** + Acts as a subject matter ... and equitable compensation opportunities to all colleagues. Growth opportunities and skill development are defining features of the colleague experience at TD. Our… more
- AIG (New York, NY)
- …modeling, macro factors, behavioral factors, real estate loan data, scenario generation and stress testing . + Experience working with data scientists who support ... About the Role This role has primary responsibility for supporting the end-to-end model operations for AIG's Structured Fixed Income portfolio. This role will work… more
- Morgan Stanley (New York, NY)
- …and their expected losses, the calculation of risk in a time of increased economic stress (ie stress testing ), and the generation of scenarios associated ... role include VaR, IRC, CRM, time series models (anomaly detection, statistical gap-filling), stress testing models, and the suite of models associated with new… more
- Federal Reserve Bank (New York, NY)
- …risk matters. Supervision is coordinated with other US agencies. The New York Stress Testing (NYST) Department within the Supervisory Policy and Strategy ... our economic and financial systems. The Bank's flexible work model supports balancing the demands of work and life,...Risk Modeling and Analytics Specialist in the New York Stress Testing Department:** As a Risk Modeling… more
- Morgan Stanley (New York, NY)
- …(FRTB). *Primary Responsibilities* . Develop and enhance market risk VaR, RNIV, IRC RWA stress testing models. . Interpret model outputs and communicate ... to losses as a result of credit, market, liquidity, model and other risks. *Background on the Position* The...calculation of risk in a time of increased economic stress (ie stress testing ), and… more
- Bank of America (New York, NY)
- …Global Markets business, which includes models for FRTB, VaR, RNiV, IRC/CRM and stress testing . **Responsibilities:** + Performs end-to-end market risk stress ... + Identifies continuous improvements through reviews of approval decisions on relevant model development or model validation tasks, critical feedback… more
- Citigroup (New York, NY)
- …for institutional clients. The role is focused on developing counterparty risk & stress testing analytics and analyzing client portfolios and businesses to ... include credit analysis, documentation, risk identification, exposure monitoring, and stress testing . ICM coordinates with credit management...Technology, and Model Validation groups on CCR model development and evolution of CCR models… 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 ... purposes requiring compliance with US and international regulations (IFRS9, CECL, EBA stress testing ). The MVL provides direct oversight to a global team… more
- JPMorgan Chase (New York, NY)
- …analysis. + Prepare and input model results for reporting to the Central Stress Testing team. + Support the preparation of documentation and narratives for ... of CCAR methodologies. **Job Responsibilities:** + Assist in the development , validation, and maintenance of CCAR financial models. +...CFA, FRM) is a plus. + Familiarity with CCAR, stress testing , and regulatory requirements is a… more
- Amazon (New York, NY)
- …You should have a demonstrated ability delivering within a DevOps delivery model from scoping requirements, requirement analysis, design, development , test, ... Description Come build the future as a Software Development Engineer at Amazon, where you will be...coding standards, code reviews, source control management, build processes, testing , and operations experience - Bachelor's degree in computer… more
- Citigroup (New York, NY)
- …scenario expansion and/or econometric modeling for scenario analysis and stress testing purposes; Experience as a model developer preferable + Solid ... into governance and existing risk processes. Scenario analysis and stress testing represents a key pillar of...changing priorities with a practical solutions-driven approach + Econometric model development and testing expertise,… more
- Amazon (New York, NY)
- …hear from you. Key job responsibilities - Develop and maintain key tooling for model evaluation. - Work closely with product teams, and scientists to to create new ... accurate benchmarking. Basic Qualifications - 5+ years of non-internship professional software development experience - 5+ years of programming with at least one… more
- American Express (New York, NY)
- …insights and develop KRIs, metrics, etc. + Support and document scenario analysis, stress testing and planning processes + Ensure processes for reporting to ... and root cause analysis; external loss analysis; regulatory reporting; scenario analysis and stress testing + 3-5 years of experience of working within… more
- Bank of America (New York, NY)
- …a unique opportunity to review a wide array of credit risk models used for stress testing and allowance, which encompass loans and leases made to commercial ... a difference. Join us! **Job Description** : Global Banking Model Risk Management team is seeking a Sr. Quant...Sr. Quant Fin Analyst to conduct independent review and testing of complex models used for wholesale loss forecasting… more
- Mizuho Corporate Bank (New York, NY)
- …+ Possess a deep understanding of liquidity regulations, reporting, analytics, and the development of internal liquidity stress testing models. + Strong ... have a deep understanding of Treasury concepts including cash flow forecasting, stress testing , funds transfer pricing, and asset/liability management. You are… more