- BMO Financial Group (New York, NY)
- …capital allocation at BMO Capital Markets. + Conduct quantitative risk analysis (eg, VaR, stress testing , market risk , counterparty credit risk , ... world. #bmocapitalmarkets Support Global Markets trading businesses by analyzing risk and developing tools that enhance risk ...Build and enhance models, tools, and systems to strengthen risk assessment. + Partner with trading desks and … more
- Mizuho Corporate Bank (New York, NY)
- …or a related field is preferred. + 5+ years of experience in Market Risk and/or Stress Testing within a large institutional bank, demonstrating a strong ... new stress scenarios that align with evolving market conditions, regulatory guidelines, and the bank's risk...update the models owned by the stress testing team to ensure compliance with Model Risk… more
- Mizuho Corporate Bank (New York, NY)
- …science; master's degree preferred. + 6-10 years of experience in Market Risk and/or Stress Testing within a large institutional bank, demonstrating ... new stress scenarios that align with evolving market conditions, regulatory guidelines, and the bank's risk... Risk Appetite: Contribute to the annual capital stress testing process and regulatory capital plan… more
- SMBC (New York, NY)
- …or PhD) is highly desirable. + Minimum of 5 years of experience in market risk modelling including VaR/SVaR, stress testing and risk sensitivities. + ... Strong knowledge of market risk concepts, stress testing framework, and regulatory requirements (eg Basel 2.5, Basel III) + Proven track record of… more
- SMBC (New York, NY)
- …role will support the firm's credit stress testing development and climate risk stress testing development, including ongoing BAU stress ... the current compensation paid in their geography and the market for similar roles at the time of hire....analysts. **Role Responsibilities:** * Lead end-to-end stress testing analytics for wholesale credit portfolios, including risk… more
- JPMorgan Chase (Brooklyn, NY)
- …challenges and gain exposure across the organization to develop your expertise in stress testing in deep market and idiosyncratic scenarios considered ... and collaboration. As a Vice President in the Resolution Stress Testing team, you will be at...+ Preferred experience in derivatives pricing, securities, secured funding, market /counterparty risk , or valuations + Technical skills… more
- SMBC (New York, NY)
- …events. Perform ad-hoc stress tests as well as periodic stress testing . Monitor changes in portfolio and market to extract value-added insight for senior ... basis to understand the trading portfolio and the related market risk exposure. Ensure trading desk complies...of risk management concepts such as VaR, stress testing and scenario analysis is required.… more
- MUFG (New York, NY)
- … Department. This role will focus on the identification, measurement, and oversight of market risk exposure/ stress loss arising from bespoke financing ... details. **Job Summary:** We are seeking a highly motivated Market Risk VP to join the Counterparty...fund financing structures, and OTC derivatives + Proficiency in risk modeling, stress testing , and/or… more
- JPMorgan Chase (New York, NY)
- … risk profile, highlighting risks to the trading business and Market Risk management team. + Conduct internal stress estimates on CRE loans, understanding ... **Description** Join our dynamic Corporate & Investment Bank (CIB) Market Risk Management team, where you will...risks. + Perform scenario analysis and stress testing , conduct ad-hoc and regular risk analysis,… more
- SMBC (New York, NY)
- …manual processes into automated ones, where applicable. The VP is responsible for testing and maintaining Market Risk EUCs, including maintaining appropriate ... a Market Risk management role Understanding of risk management concepts: Value-at- Risk (VaR), stress testing , and backtesting Expert… more