- Mizuho Corporate Bank (New York, NY)
- Summary Quantitative market risk analytics specialist responsible for developing methodologies and managing analytics for risk models including value-at- ... stress , and capital models. Candidate will join the Risk Analytics group that partakes in model development over...and governance of historical time series data + Develop Market Risk Analytics platform + Identify … more
- JPMorgan Chase (New York, NY)
- …box, challenging the status quo and striving to be best-in-class. As a part of the Risk Management - Market Risk Coverage - Equities Associate team, you are ... strategic and tactical initiatives + Perform scenario analysis and stress testing + Monitor global financial markets,...of experience in the industry, with thorough knowledge of market risk management practices. Relevant experience in… more
- JPMorgan Chase (New York, NY)
- …to historical market data to specify and implement mathematical models for Value-at- Risk , regulatory capital, and stress testing of Fixed Income ... quo, and striving to be best-in-class. As a Quantitative Analyst in the Market Risk Model Development team, you will help design and implement models that are… more
- Robert Half Finance & Accounting (Greenwich, CT)
- …Gas and Power trading businesses. This role reports to the COO and provides market risk analytics (VAR, stress testing ) and trading risk (P& L, ... Description Hedge Fund - Market Risk Manager, Energy Trading. Our client a Hedge Fund based in Greenwich, CT (next to train station) is building out their… more
- SMBC (New York, NY)
- …is seeking a highly motivated and detail-oriented Associate to join the stress testing function within the Credit Portfolio Risk team. This role will support ... the current compensation paid in their geography and the market for similar roles at the time of hire....or coordinating complex initiatives * Strong knowledge of credit risk modeling approaches, including stress testing… more
- Bank of America (Charlotte, NC)
- …subject matter expertise related to Capital risk management process and Capital stress testing to the Risk verticals teams, Corporate Treasury and ... as during times of market and idiosyncratic stress . **Department Overview:** Enterprise Capital Risk Management...business and legal entities, establishment of effective forecasting and stress testing processes across a range of… more
- PNC (Charlotte, NC)
- …Structured Products, and advanced risk metrics such as VaR, CVA, and stress testing . Key Responsibilities Include: Strategic Oversight: Support the Head of ... CVA, and stress scenarios. Regulatory Engagement: Represent Market Risk Oversight in regulatory and audit...Risk Metrics Expertise: Hands-on experience with VaR, PFE, stress testing , and other advanced risk… more
- US Bank (Minneapolis, MN)
- …wide range of models including treasury, liquidity, PPNR, mortgage servicing rights, counterparty credit risk and market risk models. + Assesses model ... + Strong background and practical experience developing and/or validating market risk , counterparty credit risk ,...+ Experience working on teams that participate in bank stress testing exercises + Strong leadership qualities,… more
- Citigroup (Tampa, FL)
- …forums, Ensuring compliance with such targets for month and quarter end periods ** Stress Testing ** Manage design and execution the ICAAP and Quarterly ... Target CET1 ratios) including calibration of components such as Stress Loss Risk Appetite and Management Buffers...and assists manager with the execution of forecasting and stress testing production process including tracking progress… more
- Citigroup (New York, NY)
- … Risk (IBR) is a Front Office 1st Line of Defense team responsible for market risk across asset classes within Citi's Global Markets division. The team aims ... to establish a holistic understanding of market risk and capital of the aggregated... management. + Hands-on data analysis and explain VAR, Stress testing and RWA for Markets. +… more