- SMBC (Jersey City, NJ)
- …portfolio of benefits to its employees. **Role Description** SMBC is seeking a Vice President to lead development and expansion of **macroeconomic ... models and scenario generation frameworks** used for CCAR/DFAST stress testing and Credit Loss provisioning (CECL/IFRS9)....Lead end‑to‑end integration of macro models into CCAR stress testing and Credit Loss provisioning pipelines,… more
- SMBC (Jersey City, NJ)
- …a Quant analytics VP to work on various potential projects related to Stress testing and Balance sheet management. Projects and the associated management of ... PPNR and risk elements in Balance sheet line items + Conduct back- testing , sensitivity analysis and attribution analyses along with other modeling and analytical… more
- SMBC (Jersey City, NJ)
- …forecasts and perform detailed analyses to support capital management initiatives, including stress testing ; + Utilize spreadsheet software and analytics tools ... automation + Manage multiple initiatives simultaneously and plan/prioritize appropriately + Lead and drive initiatives through creative thinking and pragmatism +… more