- Citigroup (New York, NY)
- …risk experts, stress testing groups, and the Financial Planning and Analysis group to drive consistency in quantification methods. Coordinate with the stress ... so they are meaningful and relevant for management action. Prepare the risk non- stress document including the mitigation plan for the risks not stressed in the… more
- JPMorgan Chase (Brooklyn, NY)
- …of RWA, CET1 capital, Tier 1 capital, and Tier 2 capital; Peer bank analysis on capital; and CCAR/DFAST stress testing framework for banks. Job Location: ... including assessment of the firm's internal minimum capital targets and post stress internal minimums, and firm-wide and Line of Business capital allocation results.… more
- New York State Civil Service (Albany, NY)
- …* Performing financial and economic risk analysis , including portfolio risk analysis , credit, market and counterparty risk stress testing and stress ... approaches remain flexible to evolving market and regulatory conditions.Data Collection & Analysis * Gathers and integrates data from multiple sources to spot trends… more
- SMBC (New York, NY)
- …to an applicant will be based on their individual qualifications, experiences, and an analysis of the current compensation paid in their geography and the market for ... Credit Risk Group, counterparty credit risk team performs risk exposure analysis /analytics and risk monitoring. **Role Objectives:** + Lead initiatives to align… more
- MUFG (New York, NY)
- …(including VaR, sensitivities, and stress data) and Power BI for reporting and analysis via both the Power BI Service and Excel. They will also be instrumental ... BI for the market risk platform, which includes VaR (Value-at-Risk), sensitivities, and stress testing data. + Enhance and maintain existing Power BI models and… more
- TD Bank (New York, NY)
- …**Strong quantitative / analyst skillset** : The individual should have financial analysis experience and a hands-on data mindset (comfortable digging into data and ... sheet projections, etc. + Liquidity Risk Management: managing liquidity buffers, stress testing, and funding strategies. Skills in liquidity forecasting, cash flow… more
- New York State Civil Service (Albany, NY)
- …* Performing financial and economic risk analysis , including portfolio risk analysis , credit, market and counterparty risk stress testing and stress ... the Risk Data & Analytics team to supply surveillance data for in-depth analysis and reporting, providing valuable insights into emerging risks. The individual is… more
- Citigroup (New York, NY)
- …provides high quality assurance over Enterprise Risk Management programs such as Stress Testing, Risk Identification, Risk Appetite Limits & Metrics and New ... + Audit coverage of Enterprise Risk Management programs such as Stress Testing, Risk Identification, Risk Appetite, Concentration Risk Management, Climate Risk,… more
- SMBC (New York, NY)
- …to an applicant will be based on their individual qualifications, experiences, and an analysis of the current compensation paid in their geography and the market for ... Identification -plays a critical role in supporting the bank's capital planning and stress testing framework. This position is responsible for leading the task of… more
- JPMorgan Chase (New York, NY)
- …challenge and oversight on business units and liquidity management teams + Undertake analysis of balance sheet changes to assess liquidity risk impacts and provide ... risk view on day-to-day and longer-term changes in internal liquidity stress scenarios and regulatory prescribed liquidity scenarios (liquidity coverage ratio, net… more