- Citigroup (New York, NY)
- …all SIIs raised by ERA-IRC against Risk Pool ST programs to the Enterprise Stress Testing Committee + Lead the research on quantitative approaches including ... the requirements of IRC Findings. + Focus in-depthIRC follow-up review as needed based on progress made with IRC...model framework overlays + Conduct research on various steres testing portfolios including Treasury & Trade Solutions (TTS) Trade… more
- JPMorgan Chase (Brooklyn, NY)
- …across the Firm to drive a challenging agenda? As a Vice President in our Resolution Stress Testing team, you will play a crucial role in shaping our strategic ... and collaboration. As a Vice President in the Resolution Stress Testing team, you will be at...regulatory submissions. + Present results to senior stakeholders. + Review and refine methodologies and approaches. + Drive continuous… more
- JPMorgan Chase (Brooklyn, NY)
- …inclusive team that values innovation and collaboration. As an Associate in the Resolution Stress Testing team, you will be at the forefront of developing our ... challenges and gain exposure across the organization to develop your expertise in stress testing in deep market and idiosyncratic scenarios considered in… more
- Citigroup (New York, NY)
- …with regulators may be necessary. The role may support cross-discipline activities (eg, review and challenge of stress testing ) as necessary. ... by Citi's Board of Directors to lead the holistic independent review and challenge of the capital...Analyze the reasonableness and completeness of Recovery and Resolution stress testing and projection assumptions, methodologies and… more
- Mizuho Corporate Bank (New York, NY)
- …transactions a plus). The candidate will assist the Team in completing the annual review plan by conducting independent credit reviews to ensure compliance with ... About the Team Credit Review provides the Board and bank management with an independent view of the quantity, quality and direction of credit risk in the… more
- Bank of America (New York, NY)
- …Resolution Planning (RRP)** + Review and Challenge of internal liquidity stress testing (ILST) models and related assumptions, FLU new products, Liquidity ... and support groups (ie, Compliance, Finance, Operations, etc.) + Review and Challenge of IRR measurements ( Independent ...tools and metrics + Produces regularly scheduled reports including stress and back testing and responds to… more
- Bank of America (New York, NY)
- …wholesale (C&I and CRE) models that are used for credit allowance, enterprise stress testing , valuation, and regulatory capital purposes. The MVL is responsible ... model purposes requiring compliance with US and international regulations (IFRS9, CECL, EBA stress testing ). The MVL provides direct oversight to a global team… more
- Citigroup (New York, NY)
- …for institutional clients. The role is focused on developing counterparty risk & stress testing analytics and analyzing client portfolios and businesses to ... group include credit analysis, documentation, risk identification, exposure monitoring, and stress testing . ICM coordinates with credit management groups across… more
- Bank of America (New York, NY)
- …of tools to facilitate liquidity and interest rate scenario design and independent review of liquidity stress testing results. This role requires a ... Risk (EFR) Overview** Enterprise Financial Risk (EFR) seeks to deliver effective independent risk management of the activities and processes associated with managing… more
- Bank of America (New York, NY)
- …Securitized Products. Key responsibilities include analysis and reporting of market risk, stress testing , designing limit frameworks and interfacing with the ... and model transactions, including cash flow modelling and idiosyncratic stress scenario generation Review and challenge risks...understanding of key risk metrics such as VaR and stress testing , especially in relation to securitized… more
- Citigroup (New York, NY)
- …and integrating these into governance and existing risk processes. Scenario analysis and stress testing represents a key pillar of the team's core mandate. ... of scenario narratives, key underlying assumptions, and climate drivers to internal stress testing delivery teams and presentations in senior governance forums… more
- Bank of America (New York, NY)
- …Banking Model Risk Management team is seeking a Sr. Quant Fin Analyst to conduct independent review and testing of complex models used for wholesale loss ... a wide array of credit risk models used for stress testing and allowance, which encompass loans...hands on leadership for various MRM activities such as independent model validation, ongoing monitoring report review ,… more
- Bank of America (New York, NY)
- …Enterprise Model Risk Management seeks a Senior Quantitative Finance Analyst to conduct independent review and testing of wide variety of models ... **The position will be responsible for:** + Performing model review activities including but not limited to independent...and R. + Domain knowledge such as banking operations, stress testing and technology related to operations… more
- Bank of America (New York, NY)
- …limit setting, monitoring, or management; regulatory capital requirement calculation; or stress testing . + Has sustained experience effectively communicating ... + Business Acumen + Audit Planning + Internal Audit Review + Critical Thinking + Risk Analytics + Risk...and/or C++/C#, with ability to develop code to conduct independent testing and replicate results, and/or the… more
- Citigroup (New York, NY)
- …sources of counterparty risk in Wealth portfolio, with particular focus on stress testing , early warning indicators, collateral risk and volatility, ... function; + Strong quantitative skills, particularly with respect to counterparty risk stress testing and exposure valuations; + Working knowledge of securities… more
- Citigroup (New York, NY)
- …and interest rate derivatives + Demonstrated knowledge of investment portfolio risk, stress testing and intermediate accounting theory, and its practical ... risk (CCR) management. ICM works with the CCB and Independent Risk teams to ensure best-in-class risk and controls,...client positions, and credit limits, as well as perform review and quality control of credit approval memos +… more
- Bank of America (New York, NY)
- …opportunity to review a wide array of credit risk models used for stress testing and allowance, which encompasses loans and leases made to commercial ... empirical analyses and verify implementation accuracy. + Engage in ongoing model review activities, including independent validation, ongoing monitoring report … more
- JPMorgan Chase (Jersey City, NJ)
- …and execute strategic risk and control assessments along with strategic projects (eg capital stress testing ) in a timely and efficient manner + Keep up with ... usage, policies and procedures along with evaluating ongoing model performance testing and model change management processes. **Job Responsibilities** + Directly… more
- Morgan Stanley (New York, NY)
- …models by challenging model assumptions, mathematical formulation, and implementation - Conduct independent testing to assess model accuracy and robustness under ... resides within FRM's Model Risk Management Department which is dedicated to providing independent model risk control, review and validation of models used by… more
- Bank of America (New York, NY)
- …Compliance, Finance, Operations, etc.). Senior market risk manager leading the independent risk oversight of the Structured Products trading desk with additional ... on a regular basis. Specific responsibilities include (but are not limited to): + Review desk's risk profile and key risk management metrics (eg VaR, stress ,… more