- JPMorgan Chase (Columbus, OH)
- …to secure credit exposure; and (b) stress testing for sufficient collateral , establishing reserves; and measuring risk appetite. CRMA's key stakeholders ... Global Private Bank (GPB) and Wealth Management (WM). CRMA also manages associated risk measurement and stress testing frameworks. Frameworks include (a) methods… more
- Bank of America (Chicago, IL)
- …will involve: * Track and escalate any data quality issues impacting collateral enforceability and Bankruptcy remote Initial Margin . * Systematic implementation ... Risk Analysis Specialist I Chicago, Illinois **Job Description:**...both internal and regulatory requirements, such as quarterly Enterprise Stress Testing (EST), the annual Comprehensive Capital Analysis and… 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. + ... The Role Is** The Manager of Credit and Energy Risk will reside within the middle-office function and play...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 ... responsiveness. Key responsibilities of the group include credit analysis, documentation, risk identification, exposure monitoring and stress testing. ICM… more
- SMBC (New York, NY)
- … limits + Derivative pricing and risk sensitivities + Margin , collateral , central clearing counterparty (CCP), stress test, back testing + XVA / CVA ... to work with a wide range of business functions including Credit Risk , Market Risk , Capital initiatives and Product Control. The ideal candidate should have… more