- 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 (Queens, NY)
- …with knowledge of liquidity regulations, reporting, analytics and development of liquidity stress testing interpretations and model development is ... **Developing responses to regulatory examinations and queries related to liquidity stress testing .** **Leading or assisting with the remediation efforts… more
- Citigroup (New York, NY)
- …and scoring model related policies. + Develop models and oversee model development , validation, and deployment efforts. + Advances Risk Management ... The Model /Anlys/Valid Sr Officer I is a strategic professional...ERA-IRC against Risk Pool ST programs to the Enterprise Stress Testing Committee + Lead the research… more
- American Express (New York, NY)
- …and people. This person would be a critical member of the CFR Finance & AXP Stress Testing organizations and will work with key stakeholders to deliver stress ... will also be responsible for defining & evaluating non model volumes projection methodologies, assessing results, and driving ongoing...inspire an engaged team of 2-3 professionals on various stress testing exercises across AXP, including Bank… more
- Synchrony (New York, NY)
- …+ Serve as a key contributor and lead analyst supporting model development for various models (ALLL, Loss Forecasting, Stress Testing , Capital ... , documentation, implementation and monitoring of ALLL and capital stress testing models using SAS/Python or R...as plus + The application of regulatory requirements for Model Development (eg SR 11-7/OCC 2011-12) +… 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 ... governance activities in business areas including regulatory capital stress testing (CCAR and Advanced Approaches), CECL,...CFA, FRM) * Proven track record of strong technical model development , model management, and/or… 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. Focus is on the North America Consumer ... Finance), Ph.D. preferred + Proven track record of successful independent model development , with proven track record of successful interaction with business… more
- Synchrony (New York, NY)
- … development , documentation, implementation and monitoring of ALLL and capital stress testing models using SAS/Python/PySpark or R + Develop alternative ... process improvement, project management or change management + Familiarity with Model Governance trends/developments across the banking sector, especially as related… more
- JPMorgan Chase (Jersey City, NJ)
- … risk management framework, you will play a pivotal role in enhancing our model development , reviews, and usage. You will collaborate directly with various ... management, and control groups including but not limited to model development , model review, risk...and control assessments along with strategic projects (eg capital stress testing ) in a timely and efficient… 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
- 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
- Bank of America (Jersey City, NJ)
- …markets and products. **Responsibilities:** + Performs end-to-end market risk stress testing including scenario design, scenario implementation, results ... + Identifies continuous improvements through reviews of approval decisions on relevant model development or model validation tasks, critical feedback… 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
- 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
- American Express (New York, NY)
- …with the funding team to ensure timely funding of those needs, and performing stress testing to ensure the company remains compliant with all regulatory ... take responsibility for performing all regulatory liquidity risk management forecasting, stress testing , analytics, and governance activities as American Express… more
- Bank of America (Jersey City, NJ)
- …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
- Bank of America (Jersey City, NJ)
- …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