- New York State Civil Service (Albany, NY)
- …economic risk analysis, including portfolio risk analysis, credit, market and counterparty risk stress testing and stress test scenario development. * ... Reviewing traded products, related derivative and cash securities pricing techniques, Value-at-Risk, and/or counterparty credit risk modeling including measurement of wrong way risk and CVA. * Using market-based risk indicators, including equity and… more
- New York State Civil Service (Albany, NY)
- …economic risk analysis, including portfolio risk analysis, credit, market and counterparty risk stress testing and stress test scenario development. * ... Reviewing traded products, related derivative and cash securities pricing techniques, Value-at-Risk, and/or counterparty credit risk modeling including measurement of wrong way risk and CVA. * Using market-based risk indicators, including equity and… more
- TD Bank (New York, NY)
- …commensurate with the size and complexity of TD's businesses + Develops methodologies for stress testing based on customer and market behavior in acute stress ... scenarios + Develops Liquidity strategies to optimize TD US's liquidity profile + Leads the establishment of cashflow forecasting, contingency planning early warning indicators, Intraday risks and Limits for managing Liquidity Risk of the firm + Coordinates… more
- Citigroup (Getzville, NY)
- …data visualization tools, indicating a progression in technical skills. + Knowledge of stress testing concept. + Enhanced ability to build and maintain ... Credit Risk area. + Conduct root cause analysis for limit breaches to Stress Loss and Credit Exposure metrics, identifying key drivers and recommending excess… more
- Citigroup (Getzville, NY)
- …Investigate and remediate DQ issues that impact **Pre-Settlement Exposure (PSE), Stress Testing ,** Value-at-Risk (VAR), and Capital. Work with Technology, ... consistent usage of data across various risk calculations ( **PSE, NSE,** RWA, Stress Losses, VaR and others). + Lead initiatives within businesses, function, and… more
- Bank of America (New York, NY)
- …markets and products. **Responsibilities:** + Performs end-to-end market risk stress testing including scenario design, scenario implementation, results ... consolidation, internal and external reporting, and analyzes stress scenario results to better understand key drivers + Supports the planning related to setting… more
- Bank of America (New York, NY)
- …markets and products. **Responsibilities:** + Performs end-to-end market risk stress testing including scenario design, scenario implementation, results ... consolidation, internal and external reporting, and analyzes stress scenario results to better understand key drivers + Supports the planning related to setting… more
- Citigroup (Queens, NY)
- …operational, compliance and reputational risks, also guiding the development of non-financial stress testing scenarios. + Enable the redesign of Wealth Controls ... known business requirements. Ability to measure and assess the impact of stress shocks including fat-tailed risks. **Job Family Group:** Risk Management **Job… more
- JPMorgan Chase (Brooklyn, NY)
- …Basel 3 Endgame globally, capital reform advocacy in the US, Federal Reserve stress testing regime and related effects on firmwide capitalization decisions, ... plus (eg risk- weighted assets, Global Systemically Important Bank surcharge, Stress Capital Buffer, Comprehensive Capital Analysis & Review, leverage requirements,… more
- Citigroup (New York, NY)
- …+ Experience working on Regulatory based projects such as Model Risk, Basel, Stress Testing , FRTB, CCAR is an advantage. + Solid mathematical finance ... exposure calculations Firm-wide. The team's primary focus is the development, testing , deployment, and maintenance of the production derivatives credit risk… more