- SMBC (Albany, NY)
- …process as well as stress testing and getting the bank ready for CCAR . The Quantitative Analytics and Model Oversight leader will be responsible for managing ... process and other credit forecasting activities including budgeting, stress testing and CCAR . She/he will also be responsible for providing model oversight and model… more
- SMBC (New York, NY)
- …Treasury functions, including PPNR/balance sheet forecasts, IRRBB, liquidity management and CCAR stress testing. The ideal candidate should have a strong ... markets and US regulatory framework. This position will report to the Head of Treasury Quantitative Analytics (Executive Director). + Develop PPNR and balance… more
- Citigroup (New York, NY)
- …Currencies XVA desk and Spread Products XVA desk. + Reporting line will be direct to the Head of Fixed Income CTR (located in EMEA) and matrix to the NAM Head of ... knowledge of derivatives and XVA trading concepts + Strong understanding of Basel RWA, CCAR and GSIB rules, stress testing + Ability to directly manage teams and… more
- PNC (New York, NY)
- …Managing Director within PNC's Corporate Treasury organization reports directly to the Head of Capital Planning and Management and includes opportunities to oversee ... optimization strategies such as securitizations. * Annual capital stress testing efforts ( CCAR ) and development of PNC's capital plan. * Regular capital forecasting… more