- 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
- NatWest Markets (Stamford, CT)
- …capital is correctly reported and managed within the firm's appetite. Undertake Stress Testing analysis to enhance visibility of tail risks,accomplishedthrough ... Vice President - Market Risk Closing date for...of key risk metrics, including Value-at-Risk;analyzingprofit-and-loss (PnL) drivers; conducting stress testing of the portfolio, of which… 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
- JPMorgan Chase (Columbus, OH)
- …information. + Prior experience with Basel Capital (Basel III & Basel 3 Endgame), stress testing (CCAR) and / or risk appetite + Project Management Skills ... status quo and striving to be best-in-class. As a Vice President in Basel Capital Analytics and Forecasting, you...Python, SQL) **Preferred qualifications, capabilities, and skills** + Deep credit risk experience in one or more consumer … 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
- BlackRock (New York, NY)
- …address anomalies. Assist in portfolio construction, optimizing asset allocation, conducting stress testing , and rebalancing strategies. Lead risk review ... **About this role** Company: BlackRock Financial Management, Inc. Job Title: Vice President Location: 50 Hudson Yards, New York, NY 10001 Job Duties: Act as a Risk… 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
- SMBC (Jersey City, NJ)
- …seeking a Quant analytics VP to work on various potential projects related to Stress testing and Balance sheet management. Projects and the associated management ... 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 preferred (ILST), or Funds Transfer Pricing (FTP) preferred ... 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