- Mizuho Corporate Bank (New York, NY)
- …improve efficiency. We are seeking a highly motivated individual to join our Stress Testing and Capital Analysis team. Our team is responsible for the ... design, calculation, and analysis of stress testing scenarios...stakeholders; Maintain and execute the RWA forecasting model. + Capital Analysis : Perform the required capital… more
- Citigroup (New York, NY)
- …or single name concentration strategies + Adapt to various developments in limit setting, stress testing , capital analysis , or regulatory initiatives ... risk management, risk mitigation (hedging strategies), portfolio oversight and optimization, stress testing , and other regulatory deliverables. The group offers… more
- Bank of America (Jersey City, NJ)
- …as quarterly Enterprise Stress Testing (EST), the annual Comprehensive Capital Analysis and Review (CCAR), and the Current Expected Credit Losses (CECL) ... Risk Analysis Specialist II - Counterparty Credit Risk Analytics...of models and analytical tools for effective risk and capital measurement, management and reporting across Bank of America.… more
- JPMorgan Chase (New York, NY)
- …probability of default, loss given default, and exposure at default; Stress Testing Models including Comprehensive Capital Analysis and Review, and ... and Commercial Bank models including Basel models, Machine Learning Models and CCAR Stress Testing Models. Make key contributions to rigorous risk management… more
- JPMorgan Chase (New York, NY)
- …and experience in the financial services industry, preferably with a background in capital management and/or stress testing . This role offers visibility ... as needed. **Job Responsibilities:** + Help drive the firm's capital planning and stress testing ...capital efforts and firm wide capital stress tests + Perform detailed financial analysis … more
- Morgan Stanley (New York, NY)
- … and guidance around issues and transactions with capital implications; and co-ordinates capital stress testing for the Firm and its US bank ... regulatory rules, new initiatives, and new products > Manage Comprehensive Capital Analysis and Review (CCAR) and Quarterly Stress Test production,… more
- Morgan Stanley (New York, NY)
- … and guidance around issues and transactions with capital implications; and co-ordinates capital stress testing for the Firm and its US bank ... numerous activities such as Product Controllership, Profit & Loss (P&L) analysis , Regulatory Reporting, Digitization, Business Management, Capital Requirements… more
- Citigroup (New York, NY)
- …the strategic decision making within the Firm + Sound understanding of the regulatory capital stress testing process (CCAR). + Demonstrated success in ... of a capital plan and its linkage with the strategic plan, stress testing and scenario design + Understand the capital stack and how different classes of… more
- Federal Reserve Bank (New York, NY)
- …methods, or model risk. Broader experience assessing or analyzing financial risks or stress testing , ideally related to market risk. + Excellent collaboration ... function is responsible for executing the LISCC supervisory program (covering Capital , Governance and Controls, Liquidity, Recovery and Resolution Planning, and… more
- MUFG (New York, NY)
- …capital planning and/or regulatory reporting capacity. This person will be skilled in capital analysis and quantitative modeling to contribute to Capital ... for improvement and implementation. + Develop, implement, and maintain stress testing predictive regression models and other...against business intuition + Assist in other ad hoc capital analysis and reports **Skill Set** :… more
- Citigroup (New York, NY)
- …accounting, valuation techniques and risk measurement; good understanding of CCAR stress testing requirements, models, and processes + Familiarity with ... provides an integrated suite of Liquidity, Payments and Trade/Working Capital solutions to multinational corporations, financial institutions, public sector… more
- City National Bank (New York, NY)
- …monitoring and testing . + Analyze findings and perform root cause analysis , distinguishing between various levels of compliance and other types of risk. + ... **SENIOR BUSINESS CONTROL MANAGER - CAPITAL MARKETS** **WHAT IS THE OPPORTUNITY?** The Senior...management and remedial corrective actions through risk and control testing programs and conducting risk assessments as well as… more
- TEKsystems (Jersey City, NJ)
- …as quarterly Enterprise Stress Testing (EST), the annual Comprehensive Capital Analysis and Review (CCAR), and the Current Expected Credit Losses (CECL) ... change * Understanding of regulatory capital and risk management framework and stress testing requirement * Solid working experience in a related field… more
- JPMorgan Chase (New York, NY)
- …next generation of risk analytics platform and assess model performance, perform back testing analysis and P&L attribution; + Improve performance and scalability ... our team in New York. The Quantitative Research Markets Capital (QRMC) team's mission is to build the models...the risk management of Market Risk such as of VaR/ Stress /FRTB. We also work closely with Front Office and… more
- Bank of America (Jersey City, NJ)
- …as quarterly Enterprise Stress Testing (EST), the annual Comprehensive Capital Analysis and Review (CCAR), and the Current Expected Credit Losses (CECL) ... and coherent set of models and analytical tools for effective risk and capital measurement, management and reporting across Bank of America. GRA partners with the… more
- SMBC (Jersey City, NJ)
- …skills and knowledge of banking and bank products to develop a variety of credit, stress testing , and other related models within the Model Development Group. As ... Mexico, Brazil, Chile, Colombia, and Peru. Backed by the capital strength of SMBC Group and the value of...team members to develop, test, and deploy credit and stress testing models. **Role Responsibilities:** + Develop… more
- JPMorgan Chase (Brooklyn, NY)
- …its US regulators and has end-to-end responsibility for US regulatory reporting and capital stress testing , including the design, implementation, and ... The Firmwide Regulatory Reporting & Analysis (FRRA) team resides within Corporate Finance. The...and consistency of the Firm's US regulatory reporting and capital stress testing submissions, as… more
- MUFG (New York, NY)
- …+ Implement ICAAP stress tests. + Forecast ACL for the annual ICAAP stress testing cycle. TECHNICAL SKILLS: + Excellent data analytics skills gained through ... Advance best practice credit portfolio risk management (eg Economic Capital Modeling, Stress Test Modeling, Credit Risk...with large data sets and the tools for data analysis (eg R, python, Pandas) + Experience using Git/Bitbucket… more
- Morgan Stanley (New York, NY)
- …Lending stress testing model runs and analyze results for regulatory stress tests with Comprehensive Capital Analysis and Review (CCAR), ongoing ... Analyze the portfolio risk with each lending business, conduct stress loss analysis , calculate CECL reserves, and...reviewing top level and loan level detailed allowance and stress testing results for reasonability and accuracy.… more
- Bank of America (New York, NY)
- …Monitor and notify or escalate limit breaches and EWIs triggered, as required + Stress testing assumptions and Models + Coordination and independent challenge of ... of risk framework activities including, but not limited to, independent monitoring and testing of controls and risk management processes for the LOB. Establish and… more