- Bank of America (Charlotte, NC)
- …Specifically to this role, the responsibilities include: + Enhance and develop liquidity stress model assumptions for stress testing + Engage with Global ... Global Liquidity Management Senior Analyst Charlotte, North...efficiency in managing these impacts and develop or validate liquidity stress assumptions + Monitor and trend… more
- Capital One (Mclean, VA)
- …One's full liquidity adequacy framework, inclusive of all internal and regulatory liquidity stress testing frameworks. This role will also serve as ... both internal and regulatory considerations, including Capital One's internal liquidity stress test (Fortify Funding), the Holding...In addition to a core responsibility focused on monthly stress testing , this role will also gain… more
- Citigroup (Getzville, NY)
- …the framework for sizing liquidity requirements, including the internal stress testing framework and interpreting regulation in conjunction with other ... financial modelling to assist in the determination of a liquidity stress . The candidate would be expected...(LCR), US Net Stable Funding Ratio (NSFR) and internal stress testing . The candidate must have strong… more
- Citigroup (Getzville, NY)
- …the framework for sizing liquidity requirements, including the internal stress testing framework and interpreting regulation in conjunction with other ... Existing knowledge of Citi Legal Entity Structure, Balance Sheet, liquidity risk management and stress testing is desirable. **Qualifications:** + 2 -… more
- Citigroup (Tampa, FL)
- …disciplines. These include changes in liquidity reporting controls, metrics, and liquidity stress testing which span global Treasury teams, Finance ... + 10+ years of relevant experience, within the financial services industry and Liquidity Stress Testing area highly preferred + Understand liquidity … more
- Bloomberg (New York, NY)
- Quant Analyst - Liquidity Risk **New York, NY** Posted Jun 3, 2024 - Requisition No. 125734 Bloomberg's Quantitative Analytics team is responsible for the design ... debt, and equity securities under current market conditions and stress scenarios. The group is responsible for model research...an open position in New York for an experienced Liquidity Risk Quantitative Analyst to support our… more
- Truist (Charlotte, NC)
- …activities including balance sheet positions and changes, key risk modeling assumptions, liquidity stress testing , funds transfer pricing (FTP), and ... review the following job description:** As a member of the Market and Liquidity Risk Management (MLRM) team within the Risk Management Organization (RMO), works with… more
- Lincoln Financial Group (Columbus, OH)
- …the analysis and due diligence of capital market transactions * Support internal and external liquidity stress testing to assess cash flows and liquidity ... #:** 73198 **The Role at a Glance** As an Analyst on the Capital Planning and Liquidity ...the basis of job qualifications. We have a drug free work environment and we perform pre-employment substance abuse testing… more
- US Bank (Charlotte, NC)
- …Day One. **Job Description** Lead initiatives in support of the Company's Internal Liquidity Stress Testing framework. Collaborate with lines of business, ... subject matter experts, and risk partners to develop coherent and robust liquidity stress testing methodologies. Update and maintain the ILST framework… more
- Citigroup (Tampa, FL)
- …Senior Audit Managers + Audit Managers + Liquidity Management + Liquidity Stress Testing (Model Development) Lead Analyst + Liquidity Reporting ... Controllers & Data Management + Agile Assurance + Financial Analyst , Valuation Control + Intermediate Financial Analyst , Valuation Control Group + Senior… more
- Bank of America (Charlotte, NC)
- Stress Testing Consultant Charlotte, North Carolina **Job Description:** At Bank of America, we are guided by a common purpose to help make financial lives ... Join us! **Job Description:** Responsible for building, consolidating and reporting stress testing results for EST management. Performs complex analysis… more
- City National Bank (Los Angeles, CA)
- …/cash-flow reporting needs, including intraday, and submission of short/long-term cashflow stress testing . Also supports data needs and analysis stemming ... **CASH FLOW ANALYST ** **WHAT IS THE OPPORTUNITY?** Responsible for managing...monthly production runs and daily validation of results for liquidity stress scenarios and standalone reporting needs… more
- Citigroup (Jersey City, NJ)
- …of business IT needs. Migrate key liquidity reports including FR2052a, ILST (Internal Liquidity Stress Testing ), NSFR (Net Stable Funding Ratio) on a ... ensure cohesive integration of test and development activities. Serve as lead business analyst on liquidity programs and consent order work. Work closely with… more
- CIBC (Chicago, IL)
- …advanced analytics, replace Excel infrastructure, and maintain feeder models into the overall stress testing model. Liaise with senior leadership on a weekly ... processes and analytics for junior analysts on the Treasury team supporting stress testing models, including reporting, assumptions, scenarios, and model… more
- Citigroup (Getzville, NY)
- … portfolios. The team also performs the review and challenge of the Stress Testing results for securities portfolios, and oversees model governance for ... and liabilities are priced based on interest rates and liquidity values; executes various firm-wide transfer pricing processes; and...models related to interest rate risk (IRR) management, AFS/HTM stress testing , valuation and pricing of fixed… more
- Citigroup (New York, NY)
- …of Balance Sheet and Bank Capital Management including Basel capital requirements and stress testing requirements + Familiarity with key Interest Rate Risk ... (DFAST) process which includes forecast of balance sheet lines, liquidity and capital ratios in various stress ...lines, liquidity and capital ratios in various stress scenarios. + Manage communication, procedures, and training related… more
- HSBC (Depew, NY)
- …Management risks and ratio calculations including those used in interest rate risk, liquidity risk management, capital stress testing , and transfer pricing; ... **Description** **Senior ALCM Quantitative Analyst , HSBC Technology & Services (USA) Inc., Depew,...sheet forecasting under various macroeconomic scenarios for financial institution stress testing ; * Asset Liability and Capital… more
- First Horizon Bank (Charlotte, NC)
- …asset/liability management, liquidity and funds management, capital planning and stress testing activities, and other ad-hoc assignments as required ... TN, New Orleans, LA or First Horizon Footprint. **Summary** As a Financial Analyst on the Corporate Treasury team, you will primarily be responsible for supporting… more
- Federal Reserve System (Cleveland, OH)
- …reviews. Activities support supervisory assessments of business as usual; and stress testing models, risk management practices (notably, model development, ... of regulations, procedures and practices of a specific discipline (eg capital stress testing ) + Intermediate presentation + Intermediate written and verbal… more
- Truist (Charlotte, NC)
- …metrics. 2. Analyzing risk exposures for products in different interest rate and stress testing environments. 3. Support monitoring and tracking of Investment ... the modeling of the Truist balance sheet with minimal supervision. The analyst will have extensive knowledge of Investments, loan products, deposits, long term… more