- JPMorgan Chase (Brooklyn, NY)
- …focus on Wholesale Deposit methodology development, developing approaches to liquidity stress testing and monitoring results, supporting effective Funds Transfer ... and Global Treasury to support development of appropriately robust approaches to liquidity stress testing , including being able to develop, clearly document and… 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, ... on the identification, measurement, and oversight of market risk exposure/ stress loss arising from bespoke financing transactions, including Equity Margin Loans,… 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 ... (investment banking, trading, commercial, consumer) for the purpose of CCAR stress testing and business planning processes. Support the model development in… more
- BlackRock (New York, NY)
- …services, supporting offerings such as contingent management, liquidity advisory, transaction support, stress testing , etc. We seek a candidate with capital ... entities on their most critical and complex financial issues - from bank stress - testing to unwinding a portfolio of assets to designing and executing bond… more
- MUFG (New York, NY)
- …for US and Candian broker dealers. + Lead and contribute to CUSO liquidity stress testing assumption, limit and early warning indicator and reporting updates ... Broker Dealer including Intraday monitoring, collateral management, cash flow forecasting, stress testing , and compliance with ALM guidelines. **Job… 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 ... new deal pitches. + Assisting sales teams with investor requests and stress scenario analysis. + Studying rating agencies' coverage and methodologies. + Generating… more
- Citigroup (Charlotte, NC)
- …ensure Citigroup, CBNA, and other regulated entities meet all required capital targets Stress Testing Manage design and execution the ICAAP and Quarterly ... basis, across the capital continuum ranging from BAU through simulated stress environments consistent with CCAR and QMMF (Quarterly Multi-Year Multi-Scenario… more
- SMBC (Jersey City, NJ)
- …seeking a Quant analytics VP to work on various potential projects related to Stress testing and Balance sheet management. Projects and the associated management ... 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 ... to analyze and interpret large datasets; + Prepare high quality, well-structured presentations for senior leadership and other stakeholders; + Maintain an understanding of SMBC's regulatory capital and funding processes and anticipated future regulatory rule… more
- Citigroup (Charlotte, NC)
- …coordinate activities across workstreams on the RUBY platform including Interest Rate Risk, Stress Testing , and Financial Planning + Provides SMEs with a trusted ... operational resource to investigate potential issues and test upcoming developments; uses data analysis and critical thinking to investigate problems, propose root causes, and work with technology partners to implement a solution + Works closely with… more