- JPMorgan Chase (New York, NY)
- …(WM). You'll be instrumental in managing risk measurement and stress testing frameworks, establishing collateral requirements, and measuring risk ... exposure; and (b) stress testing for sufficient collateral , establishing reserves; and measuring risk appetite....Support deal process through construction of lending values (or margin requirements) for new or complex asset classes, deal… more
- Clearway Energy (San Francisco, CA)
- …Clearway: a) credit exposures including mark-to-market of energy hedges; b) Value at Risk ; c) scenario/sensitivity analysis; d) outcomes of stress testing. + ... **Manager, Credit & Energy Risk ** at Clearway Energy San Francisco, California, United...establish credit lines with counterparties, ensure that appropriate bilateral collateral and credit support arrangements are in place with… more
- Citigroup (New York, NY)
- …institutional clients. Analyzing portfolios and businesses, with a focus on counter-party and collateral risk to ensure the risks are being properly measured and ... on an ongoing basis + Partner with businesses and quantitative teams on risk measurement enhancements, margin model development, new product approvals and… more
- Insight Global (Charlotte, NC)
- …power markets such as MISO, SPP, PJM, NEISO, NYISO, CAISO, and ERCOT. Manage collateral and margin positions with trading partners and ISOs. Analyze and manage ... assets. Aid in the development and upkeep of Revenue at Risk models, perform stress tests, and conduct attribution analysis. Formulate and support capacity… more
- Citigroup (Tampa, FL)
- …for institutional clients. + Portfolios and businesses, with a focus on counter-party and collateral risk to ensure the risks are being properly measured and ... responsiveness. Key responsibilities of the group include credit analysis, documentation, risk identification, exposure monitoring and stress testing. ICM… more
- Citigroup (Houston, TX)
- …+ The Credit Structurer will analyze portfolio exposures with a focus on default risk , collateral management, liquidity risk and exit strategy in compliance ... P&L impact pre-trade and post-trade scenario analysis + Resolve margin dispute, and collateral valuation, review and... review and trend analysis based on market events, stress testing, internal risk decision + Help… more