- Mizuho Corporate Bank (New York, NY)
- …and experienced individual to join our Stress Testing and Capital Analysis team as a Director . The Stress Testing and Capital Analysis team ... clear communication with stakeholders. + Risk Appetite: Contribute to the annual capital stress testing process and regulatory capital plan submission;… more
- PNC (New York, NY)
- …including for capital optimization strategies such as securitizations. * Annual capital stress testing efforts (CCAR) and development of PNC's ... to contribute to the company's success. As a Managing Director in PNC's Corporate Treasury team you will be... capital planning management. + Participates in team's analytics/ stress testing as it relates to liquidity… more
- BMO Financial Group (New York, NY)
- …reporting and internal stress testing . + Create and maintain stress assumptions for Capital Markets products, analyzing behavioral patterns under ... and oversee implementation of liquidity frameworks for US regulatory reports, internal stress testing , and recovery and resolution planning, with a focus… more
- PNC (New York, NY)
- …relevant regulations related to liquidity and capital planning management. + Leads analytics/ stress testing as it relates to liquidity and capital ... to the company's success. As an Asset Liability Management Director within PNC's Liquidity & Capital Planning...conducts research and prepares and delivers presentations. Participates in stress testing efforts. + Consults with the… more
- Scotiabank (New York, NY)
- …governance + Collaborate with risk teams on the implementation of stress testing including regulatory-prescribed and internally developed stresses _Analytics ... Associate Director / Director Mortgage Analytics Model Developer/Quant **Requisition...trading desk to develop processes and analytics for pricing, stress testing , and scenario analysis + Monitor… more
- Scotiabank (New York, NY)
- …with security pricing models (options, converts, bonds) and/or risk modeling (VaR, stress - testing ) * Knowledge of US securities law and margin concepts ... Director , Prime Services Risk (in-business) **Requisition ID:** 237160...Global Banking and Markets (GBM) is a leading Canadian Capital Markets and Investment Banking business with a growing… more
- Citigroup (New York, NY)
- …help efficiency for 1st risk management. + Hands-on data analysis and explain VAR, Stress testing and RWA for Markets. + Conduct in-depth statistical analysis of ... holistic understanding of risk and its implications on all attributions of capital , such as Stress losses, Value-at-Risk, etc. + Support the Head of IBR and… more
- Citigroup (New York, NY)
- …of counterparty credit risk concepts, CCR metrices (PFE, NSE, Factor Sensitivities etc.), capital calculations, stress testing , data, system integration, and ... ** Director of Product Development - Counterparty Credit Risk...include credit analysis, documentation, risk identification, exposure monitoring and stress testing . Enterprise Data coordinates with credit… more
- Huntington National Bank (New York, NY)
- …+ Sourcing additional cross-sell and relationship deepening opportunities + Stress Testing /Forecasting/Concentration Analysis + Macroeconomic and industry ... Description Summary: The Managing Director - Warehouse Lending for CSG - Corporate...other areas of the bank (eg, CSG, commercial banking, capital markets), thereby gaining market share and developing new… more
- Mizuho Corporate Bank (New York, NY)
- …of 7 quantitative developers focused on specialized credit risk analytics supporting credit stress testing , CECL, and rating models. + Cooperate with the ... (such as PD, LGD, EAD) for wholesale and commercial portfolios, including stress testing (CCAR/DFAST), CECL, and Basel III/IV-compliant risk rating frameworks,… more