- Citigroup (Getzville, NY)
- …Within ICM, the Credit Underwriting function ("ICM UW" or "UW") provides credit analysis , underwriting, and first line of defense credit approval for periodic / ... business including Corporate Banking, Services, and Markets relationships. ICM Risk Analysis Credit Risk Analysts are responsible for a portfolio of relationships,… more
- New York State Civil Service (New York, NY)
- …risk metrics such as VaR, credit VaR, expected shortfall, tracking error, stress testing, and asset-liability analysis * Participate and contribute to regular ... alternative assets* Work closely with staff on portfolio optimization and scenario analysis , and help devise strategies to achieve stated portfolio objectives* Use… more
- Bank of America (New York, NY)
- …economic scenarios, as well as during times of market and idiosyncratic stress . **EFR Division: Liquidity Risk Management** Enterprise Liquidity Risk Management is a ... business as usual environment and also during times of stress to support our ability to meet our financial...Committee + Ensure limits are set based on specific analysis of the risk factors or are in line… more
- Intuit (New York, NY)
- …product changes into refined forecast assumptions and actionable scenarios. + Drive ** stress testing** , scenario planning, and sensitivity analysis . + Maintain ... **SQL** and either **Python** , **R** , or **SAS** for large-scale data analysis and modeling. + Deep understanding of regulatory frameworks including and stress… more
- HSBC (Buffalo, NY)
- …following: * IRRBB Reporting; * EVE analysis ; * BBES analysis ; * NIIS analysis ; * QRM modelling * Banking stress testing; and * IFRS and US GAAP ... in Banking Book (IRRBB) reporting. Responsible for Economic Value of Equity (EVE) analysis , Banking Book Earning Sensitivity (BBES) analysis , Net Interest Income… more
- Santander US (New York, NY)
- …generation and risk-adjusted return on capital for the group + Through routine analysis leveraging available tools ( stress scenario modeling, etc.), owns the ... ensure CCP margin obligations are met through proactive modeling of actual and stress induced scenarios + Active participation in internal forums to educate product… more
- Citigroup (Getzville, NY)
- …and Board of Directors + Supporting the delivery of risk capital and stress testing reporting and enhancements, + Conducting analysis to support decision-making ... to execute on a wide range of reports and analysis + Assisting in centrally acquiring all data related...operational risk + Develop skills to derive insight through analysis of risk metrics + Enhance analytical skills and… more
- JPMorgan Chase (New York, NY)
- …internal risk ratings. In addition, the team measures country risk exposure and stress across the firm, monitoring this risk against country limits. These ratings ... risk by country to help guide the firm's trading, funding, doing credit analysis , and credit extension in foreign jurisdictions. The Country Risk Management team… more
- Bank of America (New York, NY)
- …economic scenarios, as well as during times of market and idiosyncratic stress . **Department Overview:** Enterprise Capital Risk Management (ECRM) is a department ... is maintained through a business-as-usual environment and also during times of stress . **Role Summary:** Operating within BAC's Risk Framework, understand and drive… more
- US Bank (New York, NY)
- …Quantitative Analyst to provide oversight over clearing risk management and stress testing for derivatives counterparties and & secured financing transactions ... independent review of counterparty risk across the business, producing detailed analysis of the derivative portfolio for internal and external constituents and… more