- Citigroup (Getzville, NY)
- …for the data quality review and remediation of market risk data including: + Stress Testing data and results, Fundamental Review of the Trading Book (FRTB) ... of market risk factors that affect VaR, market risk limits, & stress testing . + Support senior management strategic vision + Appropriately assess risk when… more
- Scotiabank (New York, NY)
- …Analysts and shares subject matter expertise as needed. + Contributes to liquidity stress testing assumptions review with business lines. + Contributes and ... related experience. + Working knowledge of assumption methodologies for Internal Liquidity Stress Testing (ILST) across different scenarios. + Familiarity with… more
- SMBC (New York, NY)
- …Identification -plays a critical role in supporting the bank's capital planning and stress testing framework. This position is responsible for leading the task ... Bachelor's degree * 7+ years of experience in risk management, stress testing , or CCAR-related roles within financial services. * Excellent analytical,… more
- Catholic Health Services (Roslyn, NY)
- …experience Must be able to work Saturday rotations as needed Proficiency in 12 Lead EKG testing Nuclear Stress Testing &/or Stress Testing experience ... and medications Receiving, interpreting, and communicating internal and external testing results Coordinating admissions and/or transfers to other facilities Consult… more
- JPMorgan Chase (New York, NY)
- …and oversee implementation of the liquidity frameworks for US regulatory reports, internal stress testing and recovery and resolution planning (RLAP and RLEN), ... a focus on Banking products + Create and maintain stress assumptions associated with Wholesale and Retail Banking products,...and Retail Banking products, analyzing behavior in times of stress + Engage directly with US regulatory agencies in… more
- Bank of America (New York, NY)
- …strategic and development work as it relates to enhancing the margin methodologies, stress testing , risk analytics and intra-day risk management tools + Risk ... to appropriately calibrate margin terms and right size exposures + Stress testing client portfolios and providing oversight of limit utilizations where relevant… more
- Bloomberg (New York, NY)
- …all market and liquidity risk related modelling. This includes, but is not limited to, stress testing - including modelling of various stress scenarios for ... stochastic processes, probabilistic and machine learning techniques, statistical estimation and testing , Monte Carlo methods. + Proven C++ and Python programming and… more
- Mizuho Corporate Bank (New York, NY)
- …of 5 quantitative developers focused on specialized credit risk analytics supporting credit stress testing , CECL, and rating models. + Oversee ongoing support ... Non-linear optimization methods + Deep understanding of the main credit risk stress testing parameters' modeling (TM/PD, LGD, EAD, EL and Rating), including: +… more
- Intuit (New York, NY)
- …data analysis and modeling. + Deep understanding of regulatory frameworks including and stress testing requirements. + Strong business acumen and ability to ... product changes into refined forecast assumptions and actionable scenarios. + Drive ** stress testing ** , scenario planning, and sensitivity analysis. + Maintain… more
- American Express (NY)
- …our risk management policies. The team also participates in various regulatory stress testing exercises, including Comprehensive Capital Analysis and Review ... different oversight committees + Develop process documentation + Participate in firm-wide stress testing (CCAR, ICAAP) analysis **Minimum Qualifications:** + BA… more