- 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
- 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
- JPMorgan Chase (Brooklyn, NY)
- …challenges and gain exposure across the organization to develop your expertise in stress testing in deep market and idiosyncratic scenarios considered ... and collaboration. As a Vice President in the Resolution Stress Testing team, you will be at...+ Preferred experience in derivatives pricing, securities, secured funding, market /counterparty risk , or valuations + Technical skills… more
- Bank of America (Charlotte, NC)
- …to process improvement and automation across all of these activities + Performs end-to-end market risk stress testing including scenario design, scenario ... or commodity products + Understanding of regulatory capital and risk management framework and stress testing...requirement + Solid working experience in a related field ( Market Risk , Middle Office) + Expertise in… more
- Bank of America (Plano, TX)
- …strategic direction, as well as develop tactical plans. **Responsibilities:** + Performs end-to-end market risk stress testing including scenario design, ... of processes, standards, and controls across the model lifecycle in which Global Risk Analytics (GRA) / Enterprise Independent Testing (EIT) models are executed.… more
- NatWest Markets (Stamford, CT)
- …on a daily basis,analyzingdrivers of key risk metrics, including Value-at- Risk ;analyzingprofit-and-loss (PnL) drivers; conducting stress testing of the ... Vice President - Market Risk Closing date for applications:...correctly reported and managed within the firm's appetite. Undertake Stress Testing analysis to enhance visibility of… more
- Bank of America (Atlanta, GA)
- …strategic direction, as well as develop tactical plans. **Responsibilities:** + Performs end-to-end market risk stress testing including scenario design, ... analytics address both internal and regulatory requirements, such as quarterly Enterprise Stress Testing (EST), the annual Comprehensive Capital Analysis and… more
- Raymond James Financial, Inc. (New York, NY)
- …Produce daily, weekly, and monthly market risk reports, including Value-at- Risk (VaR), sensitivities, stress testing , and limit utilization. + ... and Abilities** **Knowledge of** + Strong understanding of market risk concepts, including VaR, stress testing , and risk sensitivities. + Familiarity… more
- MUFG (New York, NY)
- … Department. This role will focus on the identification, measurement, and oversight of market risk exposure/ stress loss arising from bespoke financing ... details. **Job Summary:** We are seeking a highly motivated Market Risk VP to join the Counterparty...fund financing structures, and OTC derivatives + Proficiency in risk modeling, stress testing , and/or… more
- JPMorgan Chase (Jersey City, NJ)
- …+ Monitor and evaluate regulatory and industry developments affecting mortgage and real estate risk . + Support stress testing , CCAR, CECL, and other ... play a pivotal role in supporting the Firmwide Mortgage Market Risk function as you will collaborate...concepts, governance, and regulatory requirements. + Experience with benchmarking, stress testing , and model governance. + Effective… more