- CIBC (Houston, TX)
- …Commodities trading. + Develop and enhance portfolio risk and stress testing . + Ensure compliance with all market risk regulatory requirements. + ... quantify and analyze market risks, such as VaR, Stressed VaR, Stress Testing and risk sensitivities. + Strong interpersonal and communication skills… more
- Citigroup (Irving, TX)
- The VP Stress Testing Lead for Operational Risk contributes to the execution, review and interpretation of stress tests for operational risk . These ... an ongoing basis, assess whether the stress testing results are meeting the business and risk...monitor potential risks within the organization's operations, including Credit, Market , Operational or other Risk Portfolios. +… more
- Citigroup (Irving, TX)
- The SVP Operational Risk Stress Testing manages the execution of stress tests for operational risk . These stress tests including enterprise ... contribute to the model development agenda. The SVP Operational Risk Stress Testing must work...identifying and quantifying risks across portfolios such as Credit, Market , and Operational. + Mentor junior team members, providing… more
- Citigroup (Irving, TX)
- The Wholesale Credit Risk Stress Testing Lead oversees portfolio risk management activities to minimize credit losses and potential damage to the ... the overall business strategy. **Responsibilities** : + Execute periodic stress testing exercises to monitor risk...will enable the business to make rapid decisions against market condition changes + Interacts with senior levels of… more
- Bank OZK (Dallas, TX)
- …on the development and ongoing management of a stress testing risk identification program focused on market , credit, and industry risks that are specific ... & Scope Responsible for contributing to the overall quality of the Enterprise Stress Testing Program ('ESTP') and forward-looking analytics across the Bank.… more
- Bank of America (Plano, TX)
- …strategic direction, as well as develop tactical plans. **Responsibilities:** + Performs end-to-end market risk stress testing including scenario design, ... of processes, standards, and controls across the model lifecycle in which Global Risk Analytics (GRA) / Enterprise Independent Testing (EIT) models are executed.… more
- Comerica (Dallas, TX)
- … risk benchmark and challenge tools to effectively challenge interest rate risk stress testing simulations, assumptions, decisions, results, and ... Interest Rate Risk Analyst The Interest Rate Market Risk Analyst is responsible for providing...limited to ALCO materials, weekly markets meetings, modeling and stress testing assumptions and results, KRIs, and… more
- Shell (Houston, TX)
- …with the new deal, and back- testing strategies in collaboration with other Market Risk groups and the Deal Valuation team. Where applicable, provide peer ... Professionals **Job Description:** **What's the role?** As a Senior Market Risk Analyst, you will be responsible...of non-vanilla option with physical constraints, design and implement stress testing scenarios, set different types of… more
- WM (Houston, TX)
- …analyst + Build and implement comprehensive risk frameworks including VaR, PaR, PFE, stress testing , and scenario analysis + Develop and enforce risk ... + Create actionable dashboards and reporting packages: MtM, VaR, stress testing , limit breaches, and P&L attribution... function, potentially including recruitment and mentorship of credit risk analysts + Monitor daily market , credit,… more
- Charles Schwab (Westlake, TX)
- …testing as part of audit reviews of various model types including: Capital Stress Testing (CST), Fraud, Anti-Money Laundering (AML), Machine Learning, Credit ... . We are hiring a quantitative manager to perform testing as part of audit reviews of model development,...and decision science + Experience with Non-Maturity Deposit Models, market risk analysis, and interest rate … more