- Citigroup (Queens, NY)
- …Weaknesses impacting capital adequacy from (i) Spot RWA quality assurance testing ; (ii) Level 1 and Level 2 outstanding Issues; (iii) governance activities ... controls that ensure overall soundness and adequacy of Citi's capital + Create relevant, synthesized, and Senior -level...Citi's capital + Create relevant, synthesized, and Senior -level materials (eg, for the Capital Committee… more
- Citigroup (New York, NY)
- …and direct teams with oversight of direct and indirect teams + Partner closely with the Capital Stress Testing team to benchmark DFAST / SCB results to ... business strategies for managing the outcomes from the regulatory stress testing results + Establish clear business...+ Establish clear business guidance and targets to integrate Stress Capital Buffer (SCB) expectations into planning… more
- City National Bank (New York, NY)
- * SENIOR BUSINESS CONTROL MANAGER - CAPITAL MARKETS* WHAT IS THE OPPORTUNITY? The Senior Business Control Manager will report into the Business Control ... in the team that will design, maintain, implement, manage and enhance the capital markets first line risk program for four separate line verticals (FX, Interest… 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 ... team supports business decisions at various levels, including the Capital Governance Committee, Asset and Liability Committee, Senior...as needed. **Job Responsibilities:** + Help drive the firm's capital planning and stress testing … more
- SMBC (New York, NY)
- …Group: the 'FRTB-SA (Fundamental Review of the Trading Book-Standardized Approach) Team' and ' Stress Testing Team.' The scope of reporting for these teams is ... Mexico, Brazil, Chile, Colombia, and Peru. Backed by the capital strength of SMBC Group and the value of...the Director has a deep understanding of Market Risk stress testing mechanics and stress … more
- Citigroup (New York, NY)
- …The role may support cross-discipline activities (eg, review and challenge of stress testing ) as necessary. Responsibilities: + Review and challenge the ... The Capital Planning Review Team ("CPRT") is mandated by...Analyze the reasonableness and completeness of Recovery and Resolution stress testing and projection assumptions, methodologies and… more
- Citigroup (Queens, NY)
- … by MLE against RCEN requirements. The role will report to the Head of Capital Stress Testing . **Key Responsibilities Include:** + Leading the RCEN ... experience. + Prior experience in Capital Management, Capital Stress Testing or Liquidity...written and verbal communication skills, ability to communicate with senior audience and to conduct difficult conversations / negotiations.… more
- Citigroup (New York, NY)
- The Resolution & Recovery Planning (RRP) Non-Financial Capabilities, Controls, and Testing (CCT) SVP will support the team within RRP team for core non-financial ... the completeness, adequacy and comprehensiveness of capabilities/sub-capabilities, controls and testing documentation and test outcomes to ensure adaptability under… 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 ... tools. + Advance best practice credit portfolio risk management (eg Economic Capital Modeling, Stress Test Modeling, Credit Risk Appetite & Concentration… more
- Citigroup (New York, NY)
- …Counterparty Risk, P&L and Capital . Analyze data and explain Value-at-Risk, Stress testing and Risk-Weighted Assets/TCE for Markets. Work with Markets ... Citigroup Global Markets Inc. seeks a Market Risk Senior Analyst for its New York, NY location....New York, NY location. Duties: Develop data tools across capital and in-business risk (IBR) to drive front office… more
- Bank of America (New York, NY)
- …with businesses to understand market trends and impacts on portfolio, using knowledge of stress testing and its applicability to market risk + Ensures adherence ... Global Markets Senior Risk Manager New York, New York **Job...good understanding of key risk metrics such as VaR, Stress testing etc. + Good understanding of… more
- Citigroup (New York, NY)
- The Resolution & Recovery Planning (RRP) Non-Financial Capabilities, Controls, and Testing (CCT) Director will support the MD (C16) within RRP team for ensuring ... the completeness, adequacy and comprehensiveness of capabilities/sub-capabilities, controls and testing documentation and test outcomes to ensure adaptability under… more
- Bank of America (New York, NY)
- …Recovery and Resolution Planning (RRP)** + Review and Challenge of internal liquidity stress testing (ILST) models and related assumptions, FLU new products, ... capital reports and data inputs respectively + Produces regularly scheduled reports including stress and back testing and responds to ad hoc reporting and… more
- Citigroup (New York, NY)
- …industry. Four (4) years of experience must include: Conducting counterparty credit risk stress testing for Comprehensive Capital Analysis and Review (CCAR) ... the end-to-end process of non-accounting Credit Valuation Adjustment (CVA) stress testing for both business-as -usual and...and Incremental Default Loss (IDL) losses. Present the CVA stress and IDL loss to senior management… more
- Federal Reserve Bank (New York, NY)
- …default risk, and counterparty credit risk. + Bank supervision-related topics such as stress testing and capital regulation. **Salary Range: $** ... is coordinated with other US agencies. The New York Stress Testing (NYST) Department within the Supervisory...models that estimate GMS related losses and firms' overall post- stress capital levels. **Your role as Risk… 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 ... of market risk (VaR, Stressed VaR, and IRC) and stress testing models for Morgan Stanley's portfolio...outputs and communicate findings to stakeholders, including risk managers, capital , front office, and senior management. .… more
- Citigroup (New York, NY)
- …Finance, Investment Banking, or other relevant role + Hands-on experience in forecasting, stress testing , capital management, and/or economic analysis is ... **Group Description** Citi Treasury manages the balance sheet, capital , and liquidity of Citigroup; manages and provides...at Work, and Citigold). **Job Description** This is a senior analyst role in the USPB & Wealth Business… more
- JPMorgan Chase (New York, NY)
- …models meet regulatory and internal standards. + Gather and analyze data to support stress testing and scenario analysis. + Prepare and input model results for ... ready to play a critical role in the Comprehensive Capital Analysis and Review (CCAR) process? We are seeking...reporting to the Central Stress Testing team. + Support the preparation… more
- SMBC (New York, NY)
- …including KRIs and limits. + Highly proficient in climate scenario analysis and stress testing , support ongoing practices. + Collaborate with risk verticals to ... Mexico, Brazil, Chile, Colombia, and Peru. Backed by the capital strength of SMBC Group and the value of...regulatory requirements. + Experience in climate scenario analysis and stress testing . + Good understanding of usage… more
- Citigroup (New York, NY)
- …and enhance tools for the measurement, monitoring, and management of counterparty exposure including stress testing , PFE, risk capital , and wrong way risk + ... The role is focused on developing counterparty risk & stress testing analytics and analyzing client portfolios...on new client portfolios + Communicate key findings to senior management and act as the chair for CCR… more