- 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) ... of models and analytical tools for effective risk and capital measurement, management and reporting across Bank of America....phases of the Software Development Life Cycle (SDLC), including analysis , design, development, unit testing , QA, UAT,… 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
- 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) ... This collective output is utilized for allowance setting, financial planning, Comprehensive Capital Analysis & Review (CCAR) submission, and other business… more
- Citigroup (New York, NY)
- …part of this process, the Head of Capital Management manages the enterprise's Capital Stress Testing processes, working together with the Enterprise Risk ... leads Citigroup's Capital Committee, participates in the firm's Enterprise Stress Testing Governance Committee and related Enterprise Forecasting Governance… 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
- 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) ... Expected Credit Losses (CECL) accounting standard and the Comprehensive Capital Analysis & Review (CCAR), as well...the project from requirement definition, process design, development, and testing . This is a high-profile role with exposure to… 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) ... markets and products. **Responsibilities:** + Performs end-to-end market risk stress testing including scenario design, scenario implementation, results… 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
- 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) ... for allowance setting, financial and operational planning, PnL calculations, Comprehensive Capital Analysis and Review (CCAR) submissions, and other business… 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