- USAA (Plano, TX)
- … risk quantification and analysis, risk metrics and thresholds, stress testing , risk budgeting, and/or model risk management + Knowledge and ... distribution channels, regulations and/or third-party operations. + Directs the oversight of model risk through model documentation review, assessment of… more
- JPMorgan Chase (Jersey City, NJ)
- …model framework and underlying assumptions. + Provide analysis and review of the stress testing model output leveraging knowledge of market conditions and ... will be aligned with firm-wide partners including Reporting, Finance, Model Risk & Development, Technology, and the...5 years of experience working in credit or market risk management and/or stress testing … more
- Citigroup (New York, NY)
- … testing programs, including the regulatory driven stress testing , internal stress testing , and the risk pool contribution to enterprise level ... Analytics (ERA), and will review and challenge the stress testing process, which requires proven partnership,... management fields, including liquidity, Market, or CCR including risk management, model validation, or model… more
- Citigroup (New York, NY)
- … model outputs to senior business leaders + Execute periodic stress testing exercises to monitor WCR's risk appetite and identify vulnerable areas. + ... and fit for purpose modeling approaches. + Interact with model developers, model risk governance,...fit for purpose usage in BAU stress testing management. + Contribute and refine current model… more
- Morgan Stanley (New York, NY)
- Background on the Position The role will reside within the Firm Risk Management's Stress Testing Team to support the Banks' stress testing programs ... gain exposure to all aspects of stress testing and capital planning and to senior risk...Market Risk , Credit Risk , Capital, Risk Analytics, Model Risk Management,… more
- BMO Financial Group (Chicago, IL)
- Supports the research and development of stress testing and scenario analysis methodologies and related strategies in support of the management of risks arising ... algorithms and technologies to develop models, methodologies and supplementary stress testing tools and infrastructures that assess...tools and infrastructures that assess the impact of a stress on risk capital and ensure risks… more
- BMO Financial Group (Chicago, IL)
- Supports the research and development of stress testing and scenario analysis methodologies and related strategies in support of the management of risks arising ... algorithms and technologies to develop models, methodologies and supplementary stress testing tools and infrastructures that assess...tools and infrastructures that assess the impact of a stress on risk capital and ensure risks… more
- JPMorgan Chase (Brooklyn, NY)
- The Commercial & Investment Bank (CIB) Treasury Stress Testing group is responsible for the Balance Sheet, Net Interest Income (NII), Fund Transfer Pricing ... (FTP), and Risk Weighted Asset (RWA) projections in CIB's Quarterly ...one of the world's pre-eminent financial institutions. CIB Treasury Stress Testing is searching for a candidate… more
- BMO Financial Group (Chicago, IL)
- This role represents US FPM in all aspects of Stress Testing from model development, scenario design, results review and analysis, procedures documentation, ... and best practices. + Manages resources and leads the execution of accounting, risk and regulatory related strategic initiatives to deliver on business and financial… more
- Bloomberg (New York, NY)
- …documentation of capital planning and liquidity forecasting analysis including (1) stress testing , (2) business model and risk framework alignment, (3) ... Regulatory Controllers, FP&A and other accounting and tax teams + Prepare quarterly stress testing and capital forecasting + Monitor and report on intercompany… more
- Morgan Stanley (New York, NY)
- …FRTB, Basel III and Basel III End Game rules and other regulatory stress testing guidelines by challenging model assumptions, mathematical formulation, ... Model Control Officers, Regulatory Capital Controllers, Finance and Risk Managers to manage model risk...Experience on Regulatory Capital with CCAR and other supervisory stress testing is a plus. * .… more
- USAA (Tampa, FL)
- …and execute model testing plans for models that require expert model risk knowledge and skills. + Develops plans, reviews peers' plans and provides ... Opportunity** As a dedicated Model Validator you'll execute 3rd Line of Defense Model Risk Audit Oversight for the life-cycle management of models for high … more
- Ally (Raleigh, NC)
- …critical functions within Ally such as External Regulatory Reporting, Business Forecasting, Risk Appetite, Stress Testing , Pricing, Valuation, Capital, and ... financial services with experience in Forecasting, Stress Testing , Balance Sheet Management, Liquidity or Risk ... Testing , Balance Sheet Management, Liquidity or Risk management (eg Operational, Model , Credit, Market,… more
- JPMorgan Chase (New York, NY)
- As a Risk Management - Model Risk Governance and Review - Project Manager Associate, you are at the center of keeping JPMorgan Chase strong and resilient. ... about thinking outside the box, challenging the status quo and striving to be best-in-class. Model Risk Governance and Review (MRGR) is a global team of modeling… more
- Morgan Stanley (New York, NY)
- … and other risks. Background on the Position This role resides within FRM's Model Risk Management (MRM) Department which is dedicated to providing independent ... model risk control, review and validation of...risk (CVA/IMM), credit risk (IRB), operational risk , capital and liquidity stress tests as… more
- Eastern Bank (Lynn, MA)
- …of models used by the Bank. This includes but not limited to: reviewing model documentation, performing stress testing and sensitivity analysis, reviewing ... This position supports the Model Risk Management Program within the Enterprise Risk Management Division and reports to the SVP Model and Financial … more
- Truist (Atlanta, GA)
- …such as credit score modeling, asset-liability management, stress testing , term structure modeling, fraud detection, value-at- risk , capital planning ... controls and serve as a resource for the corporation in all model risk management related tasks. ESSENTIAL DUTIES AND RESPONSIBILITIES Following is a summary of… more
- Fannie Mae (Reston, VA)
- …capital, and stress testing . *THE IMPACT YOU WILL MAKE* The Enterprise Model Risk - Quantitative Modeling - Senior Associate role will offer you the ... and hedging strategies, residential property valuation, and macroeconomic models. * Develop model risk reporting and analytical applications using Python, and… more
- Citigroup (New York, NY)
- …a part of Citi's Risk Management organization that is responsible for Enterprise-level risk metrics including stress testing . Enterprise-wide stress ... with the rest of the executive management team. **Enterprise Risk Analytics & Stress Testing ..., counterparty credit risk . + Experience in model development and model risk … more
- JPMorgan Chase (Plano, TX)
- …guidance to the junior members of the Plano team + Support the production of regular stress testing exercises (CCAR, quarterly Risk Appetite) as well as more ... will be aligned with firm-wide partners including Reporting, Finance, Model Risk & Development, Technology and the...applied in stress frameworks + Participate in risk reviews and make stress testing… more