- Citigroup (New York, NY)
- **Enterprise Stress Testing - Market Risk Independent Review and Challenge lead** **Team/Role Overview** This role sits in Enterprise Risk Analytics ... program. **Job Description** + Conduct annual reviews of stress testing programs for Market risk and/or Credit risk programs, including risk… more
- TD Bank (New York, NY)
- …more specific details for this role. **Job Description:** **Job Posting Title** Director, Trading Market Risk Stress Testing and Scenario Design **Job ... appetite. Acts as a thought leader for the evolution of the Trading Market Risk Stress Testing framework, scenario design, methodology and capabilities.… more
- Raymond James Financial, Inc. (New York, NY)
- …daily production and validation of market risk reports, including Value-at- Risk (VaR), sensitivities, and stress testing . + Support the monitoring ... and derivatives. + Core market risk concepts such as Value-at- Risk (VaR), stress testing , and risk sensitivities (eg, delta, gamma, vega). +… more
- SMBC (New York, NY)
- …methodologies comprising the Standardized Approach. Additionally, the Director has a deep understanding of Market Risk stress testing mechanics and ... for data aggregation, including Microsoft SQL, MySQL, and Oracle * Expert knowledge of Market Risk stress testing methodologies and stress scenarios… 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
- JPMorgan Chase (New York, NY)
- …the Counterparty Risk team, you will conduct in-depth portfolio analysis, stress testing , and scenario analysis to assess counterparty portfolio exposures ... market conditions. You will execute and analyze regulatory stress submissions for counterparty credit risk . You...or Economics. + Minimum 3 years of experience in risk management, stress testing , or… 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
- 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 ... innovation and collaboration. As an Associate in the Resolution Stress Testing team, you will be at...+ Preferred experience in derivatives pricing, securities, secured funding, market /counterparty risk , or valuations. + Familiarity with… more
- Raymond James Financial, Inc. (New York, NY)
- …Produce daily, weekly, and monthly market risk reports, including Value-at- Risk (VaR), sensitivities, stress testing , and limit utilization. + ... and Abilities** **Knowledge of** + Strong understanding of market risk concepts, including VaR, stress testing , and risk sensitivities. + Familiarity… more
- Bank of America (New York, NY)
- Market Risk Auditor New York, New York **To proceed with your application, you must be at least 18 years of age.** Acknowledge Refer a friend **To proceed with ... grow, and make an impact. Join us! **Job Description:** Market Risk Audit is a global team...setting, monitoring, or management; regulatory capital requirement calculation; or stress testing . + Has sustained experience effectively… more