- JPMorgan Chase (Plano, TX)
- …in internally derived and regulatory prescribed scenarios (ie, Risk Appetite, CCAR /DFAST) and other valuation deliverables (ie, Goodwill, Recovery and Resolution). ... + Support capital-related planning, forecasting and reporting + Work with quantitative modeling teams on model design and implementation + Partner with Risk,… more
- Citigroup (Tampa, FL)
- …Risk, Technology (DART) is looking to add an experienced quantitative analyst at Assistant Vice President (AVP) level to join the Loss Forecasting and Analytics ... bank stress testing in wholesale credit portfolios. Experience in CCAR and other stress testing, PD/LGD/EAD modeling ,...in CCAR and other stress testing, PD/LGD/EAD modeling , or CECL/IFRS9 calculation is a plus. + Familiar… more
- Citigroup (New York, NY)
- …policies, procedures, and risk limits. As a member of the CPRT team, the Vice President will provide independent review and challenge across the capital ... ongoing and quarterly business and capital planning forecasts (including CCAR /DFAST). **Key Responsibilities** + Perform effective review and challenge activities… more
- Citigroup (Irving, TX)
- …all enterprise level stress testing, capital planning, and reserve adequacy usages. The Senior Vice President of Rapid Stress Testing (RST) reports to the Head ... rapid stress test generation and other stress testing processes, including CECL, CCAR and enterprise stress testing etc. S/He will manage RST scenario design,… more