- M&T Bank (Buffalo, NY)
- …including leveraging modeling and/or statistical tools, to identify pockets of CCR + Analyze stress testing results and enhance existing stress testing ... **Overview** Responsible for in-depth monitoring, evaluation, and risk identification on the Bank's exposure to counterparty and Investment credit risks, including… more
- Citigroup (Getzville, NY)
- …aggregate level reporting of market risk metrics including value at risk , stress value at risk , reconciliations, variance analysis, process exception ... and processes within Tableau. Design, develop and deliver regular and time-sensitive market risk analytics, visualizations and reports to senior management and… more
- Mizuho Corporate Bank (New York, NY)
- …Responsibilities + Manage a team of 7 quantitative developers focused on specialized credit risk analytics supporting credit stress testing , CECL, and rating ... PD, LGD, EAD) for wholesale and commercial portfolios, including stress testing (CCAR/DFAST), CECL, and Basel III/IV-compliant risk rating frameworks, as… more
- ExxonMobil (Spring, TX)
- …and structurers. + Apply advanced statistical methods to develop scenario analysis and stress - testing tools for portfolio risk assessment. + Develop tools ... analytics libraries for use cases including trading strategies, market risk , real options valuation, and forward...Apply advanced statistical methods to develop scenario analysis and stress - testing tools for portfolio risk … more
- Citigroup (New York, NY)
- …credit analysis, documentation, risk identification, exposure monitoring and stress testing . Enterprise Data coordinates with credit management groups ... CCR metrices (PFE, NSE, Factor Sensitivities etc.), capital calculations, stress testing , data, system integration, and risk management processes + Direct… more
- JPMorgan Chase (New York, NY)
- …Expected Credit Losses) + Contribute to development and maintenance of regulatory stress testing and reserve provisioning models + Collaborate with Portfolio ... Join JPMorgan Chase in Risk Management and Compliance, where you'll play a...languages such as Python, R + Knowledge of regulatory stress testing and reserve provisioning frameworks, such… more
- Capgemini (New York, NY)
- …of model development and implementation. Develop risk models in Python/R used by risk teams for regulatory stress testing submission and company risk ... to forecast Balance Sheet, Fee Revenues, Macroeconomic Factors, Expense and calculate risk metrics under various stress scenarios, sensitivity & attribution… more
- Charles Schwab (Westlake, TX)
- … risk metrics, performance and risk attribution, scenario analysis, and stress testing . + A technically savvy background and experience with the ability ... core investing needs of our clients. The SAM Investment Risk Team quantifies and reports on the investment ...+ Be responsible for identifying, critically analyzing, and communicating market and non- market risks to investment professionals… more
- Scotiabank (New York, NY)
- …help in establishing and revising the desk limit structures including total notional, VaR, Stress Testing Limits, and other risk sensitivities. + Respond on ... financing with the bank's clients. **The Senior Manager will:** + Be the primary market risk management lead for the US Mortgage Business in its entirety. + Be… more
- ManpowerGroup (New York, NY)
- …and presentations for senior management and regulatory bodies. + Conduct stress testing and sensitivity analysis to evaluate potential market risk ... Analyst with marketing risk experience to join their team. As a Market Risk Manager, you will be part of the risk management department supporting the… more