- JPMorgan Chase (Brooklyn, NY)
- The Commercial & Investment Bank (CIB) Treasury Stress Testing group is responsible for the Balance Sheet, Net Interest Income (NII), Fund Transfer Pricing ... and FTP projections for one of the world's pre-eminent financial institutions. CIB Treasury Stress Testing is searching for a candidate to support its mission in… more
- Capital One (Mclean, VA)
- …requirements for our four key stress testing frameworks + Lead testing , model development , model governance, and documentation related efforts ... This role will be primarily responsible for supporting new model development , existing model maintenance...adequacy framework, inclusive of all internal and regulatory liquidity stress testing tools. The ideal candidate will… more
- CIBC (Chicago, IL)
- …+ Oversee the development of presentations and narratives that articulate stress testing and ACL outcomes, impact assessments and recommendations. + Act ... the documentation of overlays. + Oversee stress testing and Allowance Credit Losses development initiatives....regulations, including Regulation YY + Risk data and/or modeling, model risk management, IT experience is a plus. +… more
- BMO Financial Group (San Francisco, CA)
- Supports the research and development of stress testing and scenario analysis methodologies and related strategies in support of the management of risks ... and assessment to resolve strategic issues. + Leads the development and maintenance of stress testing...processes and/or decisions. + Administers and evaluates changes to stress scenarios and / or model parameters… more
- Mizuho Corporate Bank (New York, NY)
- …Mizuho US Operations is seeking a highly skilled and experienced individual to join our Stress Testing and Capital Analysis team as a Vice President. In this ... role, you will develop and enhance stress testing scenarios, coordinate with stakeholders, and... accuracy, reliability, and attribution. + Lead scenario expansion model development and enhancements for various asset… more
- TD Bank (Mount Laurel, NJ)
- …Insights, & Artificial Intelligence **Job Description:** **Department Overview:** The Enterprise Stress Testing group (EST) is responsible for managing the ... Bank's stress testing and ad-hoc stress ...and Operating Expenses. Our work encompasses multiple workstreams including model execution, model development , reporting/analytics,… more
- TD Bank (Mount Laurel, NJ)
- …Insights, & Artificial Intelligence **Job Description:** **Department Overview:** + The Enterprise Stress Testing group (EST) is responsible for managing the ... Bank's stress testing and ad-hoc stress ...income and Expenses. Our work encompasses multiple workstreams including model execution, model development , reporting/analytics,… more
- Morgan Stanley (New York, NY)
- …analyze linkages between risks > Inform the Firm's capital planning process and other stress testing regimes by evaluating the Firm's risk profile in the context ... losses as a result of credit, market, liquidity, operational, model and other risks. Background on the Position Morgan...best practices Experience > Familiarity with risk identification and stress testing at a large bank preferred… more
- Bank of America (Mclean, VA)
- Senior Quantitative Finance Analyst - Consumer Model Development & Operations Team Charlotte, North Carolina;Atlanta, Georgia; McLean, Virginia; San Francisco, ... both internal and regulatory requirements, such as quarterly Enterprise Stress Testing (EST), the annual Comprehensive Capital...portfolios, economic conditions and emerging risks. In addition to model development , GRA conducts model … more
- First Horizon Bank (Lafayette, LA)
- …These models are used for a variety of activities, including: CECL, stress testing , loss forecasting, origination, portfolio management, and economic capital. ... economic forecasts) to develop credit risk models for CECL, stress testing , scorecards, economic capital, or other...may be considered. Minimum Experience: + 3 years of model development or validation experience + Must… more
- USAA (Colorado Springs, CO)
- …of model and algorithm development including setting model specifications, assumption testing , data quality assessments, variable selection, back- ... the following work products and processes: + Production of sophisticated technical model development documentation and conduct ongoing monitoring to coordinate… more
- Citigroup (Tampa, FL)
- …foundational credit risk, model validation, internal audit, and banking supervisors for stress testing related discussions. o Supports the development of ... for development of the loss reserves and stress - testing models and analytical functions for Citi's...productive analytical team and lead all aspects of the model development process, which includes interaction with… more
- Citigroup (Tampa, FL)
- …to improve risk capital model code efficiency and portability; Performing bank stress testing to support regulatory report requirement and internal model ... Develop and enhance quantitative models for risk capital and stress testing covering wholesale banking book products....end-to-end model related work including data sourcing, model development documentation, and model … more
- Morgan Stanley (New York, NY)
- …mathematical formulation, implementation of supervisory rules and if necessary, independently testing Internal Liquidity Stress Testing (ILST) and ... have strong experience with models used for Internal Liquidity Stress Testing and Interest Rate Risk in...knowledge - 5 years of relevant working experience with model validation or development in treasury or… more
- Citigroup (Tampa, FL)
- …through various testing . Perform outcomes analysis, including back testing , model benchmarking, stress testing , and sensitivity analysis on various ... or a related field, and one (1) year of model development /validation experience in the job offered,...various testing on the models including error/convergence testing , backtesting, benchmarking, and stress /sensitivity testing… more
- Comerica (Dallas, TX)
- …Analytics Graduate-Level College Intern will learn quantitative and financial model development . Position Responsibilities * Support quantitative and ... financial model development activities including data manipulation, model building...Additional responsibilities as assigned by Enterprise Risk Management. * Stress Testing and CELC Loss Forecasting *… more
- JPMorgan Chase (Plano, TX)
- …optimization, and strategic planning. **Job Responsibilities:** + Lead stress testing (CCAR/DFAST) and finance model development end-to-end, including ... stakeholder engagement, exploratory data analysis, model development , documentation, governance, deployment, and monitoring + Serve as a subject matter expert in… more
- Federal Home Loan Bank of Boston (Boston, MA)
- …securities, interest rate derivatives, prepayment projection, credit loss models and stress testing . Solid knowledge of statistics and mathematics ... OPT) on this role. Specific Responsibilities . Support the development of the Bank's model inventory and...model owners and management when necessary . Provide testing and critical analysis of model controls… more
- USAA (Plano, TX)
- …of model and algorithm development including setting model specifications, assumption testing , data quality assessments, variable selection, back- ... visibility and risk. + Leverages specialized technical approaches to develop, implement, and execute model testing plans for models that require expert model … more
- Capital One (Mclean, VA)
- …will be part of the validation team responsible for loss forecasting, allowance, and stress testing (CCAR) models used to determine loss reserves and capital ... Card and Auto lending. Validations cover all aspects of model development and performance and include forward-looking...machine learning models used in loss forecasting, allowance and stress testing for retail portfolios - Generate… more