- SMBC (New York, NY)
- …to join the Credit Portfolio Risk team. This role will support the firm's credit stress testing development and climate risk stress testing ... and drive internal stress testing exercises * Integrate credit stress testing results and forward-looking analyses into risk appetite framework to… 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, ... including Equity margin loans, NAV-based fund financing and hybrid credit structures + Support Stress Loss limit and risk appetite framework and calibration +… more
- SMBC (New York, NY)
- …Risk management role Understanding of risk management concepts: Value-at-Risk (VaR), stress testing , and backtesting Expert understanding of programming ... Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices… more
- SMBC (New York, NY)
- …in Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), Internal Liquidity Stress Testing (ILST), or Funds Transfer Pricing (FTP). + Demonstrated ... Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices… 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 ... involves structuring and underwriting ABS-related deals, building collateral, cashflow and credit models, and working closely with various teams to support strategic… more
- SMBC (New York, NY)
- …Treasury functions, including PPNR/balance sheet forecasts, IRRBB, liquidity management and CCAR stress testing . The ideal candidate should have a strong ... business lines (investment banking, trading, commercial, consumer) for the purpose of CCAR stress testing and business planning processes. + Support the model… more
- JPMorgan Chase (New York, NY)
- …credit , and liquidity risk + Build and enhance risk dashboards, analytics, and scenario/ stress testing tools + Identify and communicate key sources of risk, ... for longer-term holding periods. Today, Highbridge distinguishes itself as a credit , relative value and volatility-focused franchise, with the flexibility to invest… more
- SMBC (New York, NY)
- …+ Minimum of 5 years of experience in market risk modelling including VaR/SVaR, stress testing and risk sensitivities. + Strong knowledge of market risk ... diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more...concepts, stress testing framework, and regulatory requirements (eg… more
- SMBC (New York, NY)
- …- Demonstrate familiarity with key risk and valuation concepts (VaR, stress - testing , counterparty exposure estimation, documentation and internal controls). - ... Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices… more