- 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
- 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
- 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 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
- 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
- JPMorgan Chase (New York, NY)
- …the Counterparty Risk team, you will conduct in-depth portfolio analysis, stress testing , and scenario analysis to assess counterparty portfolio exposures ... market conditions. You will execute and analyze regulatory stress submissions for counterparty credit risk . You...or Economics. + Minimum 3 years of experience in risk management, stress testing , or… more