- M&T Bank (Buffalo, NY)
- …including leveraging modeling and/or statistical tools, to identify pockets of CCR + Analyze stress testing results and enhance existing stress testing ... **Overview** Responsible for in-depth monitoring, evaluation, and risk identification on the Bank's exposure to counterparty and Investment credit risks, including… more
- Citigroup (Getzville, NY)
- …aggregate level reporting of market risk metrics including value at risk , stress value at risk , reconciliations, variance analysis, process exception ... and processes within Tableau. Design, develop and deliver regular and time-sensitive market risk analytics, visualizations and reports to senior management and… more
- Mizuho Corporate Bank (New York, NY)
- …Responsibilities + Manage a team of 7 quantitative developers focused on specialized credit risk analytics supporting credit stress testing , CECL, and rating ... PD, LGD, EAD) for wholesale and commercial portfolios, including stress testing (CCAR/DFAST), CECL, and Basel III/IV-compliant risk rating frameworks, as… more
- Citigroup (New York, NY)
- …credit analysis, documentation, risk identification, exposure monitoring and stress testing . Enterprise Data coordinates with credit management groups ... CCR metrices (PFE, NSE, Factor Sensitivities etc.), capital calculations, stress testing , data, system integration, and risk management processes + Direct… more
- JPMorgan Chase (New York, NY)
- …Expected Credit Losses) + Contribute to development and maintenance of regulatory stress testing and reserve provisioning models + Collaborate with Portfolio ... Join JPMorgan Chase in Risk Management and Compliance, where you'll play a...languages such as Python, R + Knowledge of regulatory stress testing and reserve provisioning frameworks, such… more
- Capgemini (New York, NY)
- …of model development and implementation. Develop risk models in Python/R used by risk teams for regulatory stress testing submission and company risk ... to forecast Balance Sheet, Fee Revenues, Macroeconomic Factors, Expense and calculate risk metrics under various stress scenarios, sensitivity & attribution… more
- Scotiabank (New York, NY)
- …help in establishing and revising the desk limit structures including total notional, VaR, Stress Testing Limits, and other risk sensitivities. + Respond on ... financing with the bank's clients. **The Senior Manager will:** + Be the primary market risk management lead for the US Mortgage Business in its entirety. + Be… more
- ManpowerGroup (New York, NY)
- …and presentations for senior management and regulatory bodies. + Conduct stress testing and sensitivity analysis to evaluate potential market risk ... Analyst with marketing risk experience to join their team. As a Market Risk Manager, you will be part of the risk management department supporting the… more
- JPMorgan Chase (New York, NY)
- …management + Experience in a fixed income trading environment + Exposure to stress - testing frameworks, such as Value at Risk (VaR) + Advanced knowledge of ... Join JPMorgan Chase's Risk Management and Compliance team, where your expertise...Office. Make a meaningful impact by leveraging technology and market insights to navigate a complex regulatory landscape. As… more
- BlackRock (New York, NY)
- …decisions + Perform market analysis, scenario analysis / stress testing , and portfolio reviews alongside senior risk managers to ensure a thorough ... **About this role** **Business Overview** BlackRock's Risk & Quantitative Analysis (RQA) group provides independent oversight of BlackRock's fiduciary and enterprise… more