- JPMorgan Chase (New York, NY)
- …**- - -** + Contribute to the development and execution of stress testing deliverables, including Value at Risk (VaR) and Expected Tail Loss modeling. + ... you'll play a vital role in supporting our financial risk strategy and ensuring robust market surveillance. This is an excellent opportunity to apply your… more
- BMO Financial Group (New York, NY)
- …and oversee implementation of liquidity frameworks for US regulatory reports, internal stress testing , and recovery and resolution planning, with a focus ... maintain liquidity frameworks for US regulatory reporting and internal stress testing . + Create and maintain ...strategy for executive and Board approval in collaboration with Market Risk Management to recommend liquidity and… more
- JPMorgan Chase (New York, NY)
- …mathematical models, cutting-edge methodologies and infrastructure to value and risk manage financial transactions. Position Summary: As a Vice President ... for the QRMC (Quantitative Research Market Capital) team, you will build financial engineering, data analytics, and statistical models and infrastructure. You will… more
- PNC (New York, NY)
- …adherence. * Oversee advanced scenario modeling, CECL and CCAR analytics, and stress testing to identify emerging risks and recommend qualitative adjustments ... Develop and implement advanced quantitative approach, including BAU (Business As Usual) stress testing methodology, to assess emerging risks and create/update… more
- PNC (New York, NY)
- …including for capital optimization strategies such as securitizations. * Annual capital stress testing efforts (CCAR) and development of PNC's capital plan. ... financial analysis, conducts research and prepares and delivers presentations. Participates in stress testing efforts. + Consults with the business and senior… more
- Scotiabank (New York, NY)
- …reporting standards and guidelines. + Actively participate in developing the US Liquidity Stress Testing (LST) program and enhance methodologies for changing ... our clients an important bridge to this key global market for trade and investment flows across the Americas...+ Working knowledge of assumption methodologies for Internal Liquidity Stress Testing (ILST) across different scenarios. +… more
- PNC (New York, NY)
- …financial analysis, conducts research and prepares and delivers presentations. Participates in stress testing efforts. + Consults with the business on relevant ... regulations related to liquidity and capital planning management. + Leads analytics/ stress testing as it relates to liquidity and capital planning. May include… more
- Nuveen Investments (New York, NY)
- …analyses of annuity and life insurance lines of business including financial projections and stress testing . + Works on various ALM projects such as economic ... scenario generation, duration analysis, and interest rate stress testing . + Performs valuations of actuarial reserves and liabilities. + Performs asset adequacy … more
- Scotiabank (New York, NY)
- …+ Collaborate with risk teams on the implementation of stress testing including regulatory-prescribed and internally developed stresses _Analytics and ... our clients an important bridge to this key global market for trade and investment flows across the Americas...trading desk to develop processes and analytics for pricing, stress testing , and scenario analysis + Monitor… more
- Mizuho Corporate Bank (New York, NY)
- …+ Consulting experience with Financial Institutions preferred + Good understanding of market risk concepts (Greeks, VaR, stress testing , etc.) or credit ... dynamic and skilled individual to spearhead the credit and market risk calculations, review and interpret new...drug-free workplace and reserve the right to require pre- and post-hire drug testing as permitted by applicable law.… more