- Comerica (Dallas, TX)
- …including but not limited to ALCO materials, weekly markets meetings, modeling and stress testing assumptions and results, KRIs, and QRM consultations. Monitor ... letters SR 10-1 and SR 96-13 as guidance. Model Development and Stress Testing Work closely with Model Development and Corporate Treasury to ensure the… 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
- Citigroup (Irving, TX)
- …portfolios, and for integrating solutions into the broader firmwide risk identification and stress testing framework.. **We are seeking a Quantitative Modeler at ... risk, for both physical and transition, to be used in risk identification and stress testing , with a focus on impact to commercial and retail real estates. +… more
- Citigroup (Getzville, NY)
- …data visualization tools, indicating a progression in technical skills. + Knowledge of stress testing concept. + Enhanced ability to build and maintain ... Credit Risk area. + Conduct root cause analysis for limit breaches to Stress Loss and Credit Exposure metrics, identifying key drivers and recommending excess… more
- Citigroup (Jersey City, NJ)
- …applications include batch processing, report generation, Monte-Carlo simulation, Adhoc stress calculation and risk portal. The Applications Development Technology ... Utilize advanced knowledge of system flow and develop standards for coding, testing , debugging, and implementation + Develop comprehensive knowledge of how areas of… more
- Citigroup (Jersey City, NJ)
- …+ Familiarity with market risk concepts including VaR, Greeks, scenario analysis and stress testing + Hands on experience with Hadoop, Spark + Proficiency ... including partition, caching and memory management + Maintain high code quality through testing , CI/CD pipelines and version control (Git, Jenkins) + Work on batch… more
- Citigroup (Irving, TX)
- …goals and driving credit card growth and customer engagement. + ** Testing & Quality Assurance:** Implement test strategies, critically analyze potential issues, ... assess impacts, and recommend additional testing to maintain channel integrity. + **Data-Driven Decision Making:** Analyze data to make informed decisions and… 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
- 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