- Citigroup (New York, NY)
- **Enterprise Stress Testing - Credit Risk Independent Review and Challenge lead** **Team/Role Overview** This role sits in Enterprise Risk Analytics ... (ERA), and will review and challenge the stress testing process, which requires proven partnership, leadership and credit and market risk expertise as the… more
- Bank of America (New York, NY)
- …the 8 lines of business and legal entities, establishment of effective forecasting and stress testing processes across a range of scenarios, and establishment of ... the responsibility of EFR, including but not limited to independent review and risk assessment of front...expertise related to Capital risk management process and Capital stress testing to the Risk verticals teams,… more
- Synchrony (New York, NY)
- …Financial procedures + Review ACL, Loss Forecasting, Capital Planning and Stress Testing provided RCSAs, RAQs and PRCs and independently assess accuracy ... used in the ACL, Loss Forecasting, Capital Planning and Stress Testing processes. Specifically, this role will...controls in accordance with the Synchrony NMT Standards + Review methodology for determining historic mean values used in… more
- Bank of America (New York, NY)
- …wholesale (C&I and CRE) models that are used for credit allowance, enterprise stress testing , valuation, and regulatory capital purposes. The MVL is responsible ... model purposes requiring compliance with US and international regulations (IFRS9, CECL, EBA stress testing ). The MVL provides direct oversight to a global team… more
- Bank of America (New York, NY)
- …of tools to facilitate liquidity and interest rate scenario design and independent review of liquidity stress testing results. This role requires a ... Risk (EFR) Overview** Enterprise Financial Risk (EFR) seeks to deliver effective independent risk management of the activities and processes associated with managing… more
- SMBC (New York, NY)
- …of climate risk materiality matrix. Highly proficient in climate scenario analysis and stress testing , good understanding of models, scenario analysis and ... Management Department, which is the 2nd line of defense independent risk management function for the bank. As a...stress testing processes in each risk stripe such as credit,… more
- Wells Fargo (New York, NY)
- …related to Capital Management including internal capital adequacy assessment processes, stress testing and regulatory capital requirements (Basel Rules). The ... regulatory requirements as they relate to the areas of capital planning, Basel, stress testing (CCAR/DFAST), and other capital management activities. As a Senior… more
- Citigroup (New York, NY)
- …risks, including under certain scenarios, and for capital adequacy / planning and stress testing (eg CCAR). Citi has several underlying Product businesses that ... Manager to cover XVA Trading. In addition to providing independent oversight of the market risks taken by the...Risk organization to improve the frequency and range of stress testing and capital adequacy processes (eg,… more
- Citigroup (New York, NY)
- …sources of counterparty risk in Wealth portfolio, with particular focus on stress testing , early warning indicators, collateral risk and volatility, ... function; + Strong quantitative skills, particularly with respect to counterparty risk stress testing and exposure valuations; + Working knowledge of securities… more
- City National Bank (New York, NY)
- …liquidity, counterparty, and operational risks across investment portfolios. * Conduct stress testing , scenario analysis, and liquidity assessments on ... and Wealth Management. Work closely with key stakeholders to review and improve quality of metrics and reporting over...products, and investment risk management concepts. * Experience with stress testing , scenario analysis, and liquidity risk… more
- Bank of America (New York, NY)
- …reconciliations + Management reporting and analysis + Regulatory capital disclosures + Price Testing + Sector analysis + Stress Test and Forecasting Process ... techniques and strategies + Performs month-end close and financial reporting, critical testing and calculations, and periodic analysis + Calculates and analyzes … more
- Veterans Affairs, Veterans Health Administration (Montrose, NY)
- …determined by the VHA Education Loan Repayment Services program office after review of the EDRP application. Responsibilities The incumbent's primary assignment is ... Units, Primary Care, Emergency Department and to the Substance Abuse Post Traumatic Stress and Community Day Programs. The incumbent is expected to possess a high… more
- SMBC (New York, NY)
- …+ Support the Treasury transformation efforts pertaining to Internal Liquidity Stress Testing and Recovery and Resolution Planning, including conducting ... will support the Director of Liquidity Methodology as an independent , critical thinker in driving the methodology development cycle...a current state review of methodologies for derivatives + Support senior members… more
- Citigroup (New York, NY)
- …must include: Working on Regulatory Risk management requirements which comprises of stress testing and capital adequacy processes including FRTB, legal entity ... seeks a Market Risk Officer for its New York, NY location. Duties: Provide independent oversight of the market risks taken by the XVA (X Valuation Adjustments like… more
- Citigroup (New York, NY)
- …group include credit analysis, documentation, risk identification, exposure monitoring and stress testing . ICM coordinates with credit management groups across ... for wholesale and counterparty credit risk (CCR) management. ICM works with Independent Risk teams to ensure best-in-class risk and controls, and client… more