- SMBC (New York, NY)
- …to join the Credit Portfolio Risk team. This role will support the firm's credit stress testing development and climate risk stress testing ... and drive internal stress testing exercises * Integrate credit stress testing results and forward-looking analyses into risk appetite framework to… more
- NatWest Markets (Stamford, CT)
- …capital is correctly reported and managed within the firm's appetite. Undertake Stress Testing analysis to enhance visibility of tail risks,accomplishedthrough ... Vice President - Market Risk Closing date for...of key risk metrics, including Value-at-Risk;analyzingprofit-and-loss (PnL) drivers; conducting stress testing of the portfolio, of which… more
- JPMorgan Chase (New York, NY)
- …credit metrics and perform rigorous bond math, scenario analysis, and stress testing to assess deal economics and credit risk. + Support capital markets ... solutions for a diverse range of clients. As a Vice President Structurer, you will play a pivotal role...+ Develop, maintain, and optimize complex cashflow, collateral, and credit models using Excel, Intex, and other analytical tools… more
- Bank of America (Jersey City, NJ)
- …model diagnostics and model performance. + Generate statistical analysis to support stress testing , credit risk management, and regulatory examinations. ... Assistant Vice President; Quantitative Finance Analyst Jersey City, New...on inputs and outputs for econometric models used in stress - testing . **Required Skills & Experience** + Master's… more
- MUFG (New York, NY)
- …markets, fund financing structures, and OTC derivatives + Proficiency in risk modeling, stress testing , and/or VaR frameworks + Technical skills in Python, ... including Equity margin loans, NAV-based fund financing and hybrid credit structures + Support Stress Loss limit and risk appetite framework and calibration +… more
- JPMorgan Chase (Columbus, OH)
- …information. + Prior experience with Basel Capital (Basel III & Basel 3 Endgame), stress testing (CCAR) and / or risk appetite + Project Management Skills ... status quo and striving to be best-in-class. As a Vice President in Basel Capital Analytics and Forecasting, you...Python, SQL) **Preferred qualifications, capabilities, and skills** + Deep credit risk experience in one or more consumer … more
- SMBC (New York, NY)
- …Risk management role Understanding of risk management concepts: Value-at-Risk (VaR), stress testing , and backtesting Expert understanding of programming ... Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices… more
- SMBC (New York, NY)
- …in Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), Internal Liquidity Stress Testing (ILST), or Funds Transfer Pricing (FTP). + Demonstrated ... Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices… more
- TD Bank (New York, NY)
- …a plus. + Expertise in Discount Cashflow, Price Yield, Duration, Bond Math, Stress Testing , Scenario Analysis, Breakeven Analysis, and Optimization + Strong ... involves structuring and underwriting ABS-related deals, building collateral, cashflow and credit models, and working closely with various teams to support strategic… more
- SMBC (Jersey City, NJ)
- …Treasury functions, including PPNR/balance sheet forecasts, IRRBB, liquidity management and CCAR stress testing . The ideal candidate should have a strong ... lines (investment banking, trading, commercial, consumer) for the purpose of CCAR stress testing and business planning processes. Support the model development… more