- SMBC (New York, NY)
- …to join the Credit Portfolio Risk team. This role will support the firm's credit stress testing development and climate risk stress testing ... and drive internal stress testing exercises - Integrate credit stress testing results and forward-looking analyses into risk appetite framework to… more
- SMBC (New York, NY)
- …Risk management role Understanding of risk management concepts: Value-at-Risk (VaR), stress testing , and backtesting Expert understanding of programming ... Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices… more
- SMBC (New York, NY)
- …Treasury functions, including PPNR/balance sheet forecasts, IRRBB, liquidity management and CCAR stress testing . The ideal candidate should have a strong ... business lines (investment banking, trading, commercial, consumer) for the purpose of CCAR stress testing and business planning processes. + Support the model… more
- MUFG (New York, NY)
- …markets, fund financing structures, and OTC derivatives + Proficiency in risk modeling, stress testing , and/or VaR frameworks + Technical skills in Python, ... including Equity margin loans, NAV-based fund financing and hybrid credit structures + Support Stress Loss limit and risk appetite framework and calibration +… more
- Wells Fargo (New York, NY)
- …as RCSA, scenario analysis, and event QA + Perform periodic reviews of algo testing , kill switches, stress testing , and capacity controls **Required ... Structured Products Group, Rates, Equities, Foreign Exchange, Municipal Products Group, Credit Sales & Trading. **The Electronic Trading Risk Management** (ETRM)… more
- SMBC (New York, NY)
- …in Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), Internal Liquidity Stress Testing preferred (ILST), or Funds Transfer Pricing (FTP) preferred ... Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices… more
- BMO Financial Group (New York, NY)
- …/ Expert knowledge of economics, risk management, modeling/forecasting, and/or stress testing . + Knowledge of banking products, including credit and non- ... framework and fostering a strong risk culture. \#ERPMDreamJobs Capital stress testing based on comprehensive stress...supported material & emerging risk inventory that systematically informs stress test scenario designs. As the Vice … more
- Citigroup (Rutherford, NJ)
- …provides a complete platform for our users: limit monitoring, exception management, stress testing analysis and escalation workflow capabilities are some key ... We are looking for a Vice President in application development/architecture area with experience...are motivated to take challenging tasks. **Team Background** The Credit Risk Technology Team is responsible for delivering Counterparty… more
- SMBC (New York, NY)
- …- Demonstrate familiarity with key risk and valuation concepts (VaR, stress - testing , and counterparty exposure estimation, documentation and reporting ... Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices… more
