- 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
- TD Bank (Cherry Hill, NJ)
- …maintenance, and execution of financial models, calculation and analysis of stress testing capital results, documentation, and ad hoc deliverables ... , and capital ratios within TD's Regulatory Stress Testing program. Additionally, this team is...experience + SAS coding experience + Ability to do analysis (interview people, research, gather information, etc.) to understand… 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
- Charles Schwab (San Francisco, CA)
- … Test (DFAST) and Comprehensive Capital Analysis and Review (CCAR) capital stress testing exercises for the Corporation and its subsidiaries as ... us "challenge the status quo" and transform the finance industry together._ The Capital Stress Testing (CST) group within Treasury manages the execution and… more
- PenFed Credit Union (Mclean, VA)
- …a part of the PenFed family. PenFed is hiring a (Hybrid) Senior Project Manager, Capital Planning & Stress Testing (CPST) at our Tysons, Virginia location. ... As a member of the Capital Planning and Stress Testing ...Develop and drive ambitious project enhancement objectives through sound analysis and influencing key stakeholders + Maintain a sound… more
- Citigroup (Tampa, FL)
- …production of the Citigroup and Citibank, NA Capital Plans, and processes owned by Capital Stress Testing Team. The Capital Plans are significant ... planning responsibilities + Support various projects and processes owned by Capital Stress Testing Team **Qualifications:** + Exceptional communication… more
- Capital One (Mclean, VA)
- …full liquidity adequacy framework, inclusive of all internal and regulatory liquidity stress testing frameworks. This role includes operations and strategic ... are driven by both internal and regulatory considerations, including Capital One's internal stress tests, the Holding...the delivery of these requirements for our four key stress testing frameworks + Lead efforts 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) ... 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
- Capital One (Richmond, VA)
- …role. Responsibilities: + Develop Auto loan portfolio forecast for the company's CCAR stress testing and internal scenario analyses + Develop and own revenue ... (12073), United States of America, Richmond, Virginia Manager - Capital Markets & Analytics The role requires exceptional decision-making,...and expense forecast models and analyses to support stress testing needs, growth of the business… 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
- Capital One (Mclean, VA)
- …for our various lines of business that inform the Company's quarterly allowance and annual stress testing estimates. And you will do it all in a collaborative ... credit trends to historical behavior, creating risk models, and testing hypotheses using rigorous monitoring and analysis ...analysis + 1+ years of experience in consulting Capital One will consider sponsoring a new qualified applicant… more
- Capital One (Mclean, VA)
- …management + Assist in various planned and ad hoc corporate projects like stress testing , corporate planning, quarterly earnings preparation, and other ... of financial instruments. The Senior Analyst position will participate in shaping Capital One's long-term business strategy by developing analysis and reports… more
- Capital One (Mclean, VA)
- …including interest rate risk measurement, performance attribution, and Comprehensive Capital Analysis and Review (CCAR) stress testing + Work closely ... (19052), United States of America, McLean, Virginia Senior Analyst, Capital Markets and Risk This position in Capital... Capital Markets and Risk This position in Capital One's Capital Markets Analytics - Trade… more
- Bank of America (Charlotte, NC)
- Stress Testing Manager Charlotte, North Carolina **Job Description:** At Bank of America, we are guided by a common purpose to help make financial lives better ... Manages process and resources responsible for building, consolidating and reporting stress testing results to executive management. Challenges assumptions and… more
- BMO Financial Group (Omaha, NE)
- Supports the research and development of stress testing and scenario analysis methodologies and related strategies in support of the management of risks ... tools and infrastructures that assess the impact of a stress on risk capital and ensure risks...strategic issues. + Leads the development and maintenance of stress testing and scenario analysis … more
- Citigroup (Getzville, NY)
- …repurchases. CCAR includes a supervisory stress test to support the Federal Reserve's analysis of the adequacy of the firms' capital . Boards of directors of ... and balancing potentially conflicting situations using multiple sources of information. Comprehensive Capital Analysis Review (CCAR) is a semi-annual US Federal… more
- US Bank (Minneapolis, MN)
- …including the CECL allowance process, baseline financial planning, and stress testing and capital adequacy analysis processes. **Essential Functions** - ... statistical package - Thorough data compilation, programming skills and qualitative analysis skills - Thorough knowledge of the quantitative and qualitative risk… more
- Bank of America (Charlotte, NC)
- Stress Testing Manager - RRP Charlotte, North Carolina **Job Description:** At Bank of America, we are guided by a common purpose to help make financial lives ... Manages process and resources responsible for building, consolidating and reporting stress testing results to executive management. Challenges assumptions and… more
- BMO Financial Group (Chicago, IL)
- …and risk management problems (eg internal controls; enterprise-wide stress testing and scenario analysis ; capital modelling; valuations). Through ... mitigating potential risks; recommends and implements solutions based on analysis of issues and implications for the business. +...as needed. **Qualifications:** Intermediate level of proficiency: + Regulatory capital and stress testing . +… 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 ... United States of America, McLean, Virginia Principal Associate, Quantitative Analysis - Model Risk Management At Capital ...machine learning models used in loss forecasting, allowance and stress testing for retail portfolios - Generate… more