- Scotiabank (New York, NY)
- …in developing subject matter expertise related to product specific liquidity reporting and stress testing . + Leads discussions with business lines to develop ... Treasury Associate **Requisition ID:** 203220 **Salary Range:** 110,700.00 -...robust liquidity stress testing assumptions for products booked in the… more
- JPMorgan Chase (New York, NY)
- …financial services industry, preferably with a background in capital management and/or stress testing . This role offers visibility into strategic capital ... Chase is seeking a Vice President to join our Stress Capital Analytics team within the Treasury ...Responsibilities:** + Help drive the firm's capital planning and stress testing processes (eg, CCAR and other… 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 the regulatory liquidity risk management forecasting, stress testing , analytics, and governance activities as American… 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, leadership and credit and market risk expertise as… more
- SMBC (Jersey City, NJ)
- …herein: + Drive Treasury transformation efforts pertaining to Internal Liquidity Stress Testing and Recovery and Resolution Planning, including conducting a ... on-going Treasury transformation and drive efforts related to Internal Liquidity Stress Testing (ILST) and Recovery and Resolution Planning (RRP) across the… more
- JPMorgan Chase (New York, NY)
- …support for conclusions and escalating as necessary + Perform and validate quarterly stress testing and participate in analysis of business results as well ... + Understanding of the governance and controls surrounding risk monitoring including, VaR, stress testing , various return measures and experience with stress … more
- MUFG (New York, NY)
- …year relevant experience in the financial services industry with specific focus on Treasury , liquidity risk management, stress testing , liquidity reporting ... audit functions to develop funding strategies and manage liquidity through normal and stress market environments. Liquidity team within MUFG Treasury is seeking… more
- JPMorgan Chase (New York, NY)
- …of various credit loss models related to Comprehensive Capital Analysis and Review stress testing as well as urrent Expected Credit Losses reserve projections. ... requirements for fixed income portfolio, including Comprehensive Capital Analysis and Review stress testing and Current Expected Credit Losses loss reserving +… more
- US Bank (New York, NY)
- …credit cards, and other retail portfolios. Models support consolidated loan portfolio stress testing (CCAR), the allowance for credit losses (CECL), counterparty ... + Review and challenge credit loss model results from production runs for stress testing and credit reserves. + Document model performance monitoring results… more
- CIBC (New York, NY)
- …risk management of complex derivatives. This position interfaces with traders, treasury , operations, financial control, audit, technology, middle office and other ... with respect to complex risk scenarios in a high stress , time sensitive trading room environment. At CIBC we...of market and risk data. + Perform User Acceptance Testing for new initiatives in methodology changes, risk measures… more
- JPMorgan Chase (New York, NY)
- …UAT environment to simulate edge-cases and monitor performance/latency in a high- stress setting. Document software and business architecture for reference. Perform ... related occupation. Skills Required: Requires experience in the following: C++; Java; Python ; Linux OS; UNIX; TCP/IP suite of protocols; Latency Busters Messaging… more
- SMBC (New York, NY)
- …forecasting, interest rate risk modeling, funds transfer pricing (FTP), liquidity stress testing , and Asset Liability Management Committee (ALCO) package ... for the ALCO and various other monthly, quarterly, and annual Corporate Treasury related reports. + Create consolidated reporting that includes IRRBB related metrics… 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 can ... Sheet and Income Statement. + In addition, the team supports broader Treasury ALM quantitative analytical needs. **The candidate's job responsibilities include:** +… 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 can ... Sheet and Income Statement + In addition, the team supports broader Treasury ALM quantitative analytical needs **The candidate's job responsibilities include:** +… more
- Morgan Stanley (New York, NY)
- …* Proficiency in Microsoft Excel, PowerPoint, and Word * Familiarity with CCAR / DFAST stress testing topics a plus but not required Expected base pay rates for ... FP&A works closely with business segment FP&A and reporting teams, Corporate Treasury , and the Risk Department on various aspects of FP&A deliverables. This… more
- SMBC (New York, NY)
- …Line of Defense activities including but not limited to internal liquidity stress testing , cash flow forecasting, contingency funding plan, intraday liquidity, ... (repos) and the associated liquidity risk + Programing ability in VBA and Python + Working knowledge of liquidity risk and regulatory frameworks and regulations +… more