- Citigroup (New York, NY)
- **Enterprise Stress Testing - Market Risk Independent Review and Challenge lead** **Team/Role Overview** This role sits in Enterprise Risk Analytics ... program. **Job Description** + Conduct annual reviews of stress testing programs for Market risk and/or Credit risk programs, including risk… more
- TD Bank (New York, NY)
- …more specific details for this role. **Job Description:** **Job Posting Title** Director, Trading Market Risk Stress Testing and Scenario Design **Job ... appetite. Acts as a thought leader for the evolution of the Trading Market Risk Stress Testing framework, scenario design, methodology and capabilities.… more
- Comerica (Farmington Hills, MI)
- …Previous familiarity with models such as Fraud models, marketing models, stress testing models, market risk models, AI/ML models etc. is preferred. ... Job Description Model Risk Officer II The Model Risk Officer II role will be responsible for ongoing assessment of the model risk management framework with… more
- 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
- UGI Corporation (King Of Prussia, PA)
- …execute comprehensive scenario analysis and stress testing with global market considerations, advanced risk metrics, , correlation analysis, and tail ... Director of Market Risk Management Location: King Of Prussia, PA, US, 19406 Workplace...Scenario Analysis & Stress Testing + Design and… more
- Raymond James Financial, Inc. (New York, NY)
- …daily production and validation of market risk reports, including Value-at- Risk (VaR), sensitivities, and stress testing . + Support the monitoring ... and derivatives. + Core market risk concepts such as Value-at- Risk (VaR), stress testing , and risk sensitivities (eg, delta, gamma, vega). +… more
- SMBC (New York, NY)
- …methodologies comprising the Standardized Approach. Additionally, the Director has a deep understanding of Market Risk stress testing mechanics and ... for data aggregation, including Microsoft SQL, MySQL, and Oracle * Expert knowledge of Market Risk stress testing methodologies and stress scenarios… 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
- SMBC (New York, NY)
- …or PhD) is highly desirable. + Minimum of 5 years of experience in market risk modelling including VaR/SVaR, stress testing and risk sensitivities. + ... Strong knowledge of market risk concepts, stress testing framework, and regulatory requirements (eg Basel 2.5, Basel III) + Proven track record of… 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