- 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
- Bank of America (Jersey City, NJ)
- …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 (Jersey City, NJ)
- …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
- 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 (Jersey City, NJ)
- …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
- JPMorgan Chase (New York, NY)
- …+ Perform ad-Hoc and periodic risk reviews, including, but not limited to, scenario stress testing and sensitivity analysis + Enhance / develop / maintain tools ... real-world challenges that impact our company, customers and communities. As a Counterparty Credit Risk Senior Associate you play a pivotal role in maintaining 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
- RGP (New York, NY)
- …various aspects of credit risk, including but not limited to underwriting, stress testing , and risk management practices. * Assess and review lending ... Seeking experienced Credit Risk Audit Consultants to enhance audit processes...role is crucial in supporting the client's Audit for Credit Risk team, focusing on both Traditional Lending and… more
- Citizens (New York, NY)
- …impacts on portfolio performance and downstream impacts on loss forecasting, risk appetite, stress testing , and loan loss reserves + Ensure adherence to ... Description Citizens is currently recruiting for a Commercial Senior Credit Offer to cover the New York Metro Region...the business. Work effectively with business partners to ensure credit expansion activities fit within the bank's overall risk… more
- Mizuho Corporate Bank (New York, NY)
- 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 ... portfolio. Summary This position requires an individual with a strong credit analysis background covering corporate borrowers across various industry segments… more
- JPMorgan Chase (New York, NY)
- …C++ Solid understanding of cleared products, risk management methodologies (VAR and stress testing ) across all asset classes + Strong communication/partnership ... Counterparty Vice President on the Quantitative Research (QR) Wholesale Credit team, you will be responsible for Counterparty ...Credit team, you will be responsible for Counterparty Credit Risk (CCR) coverage in the newly formed CCR… more