- Bank of America (New York, NY)
- …independent review and risk assessment of front line owned processes (eg capital calculation , capital forecasting, etc.) + Conduct and ensure appropriate ... Enterprise Financial Risk Capital Markets Risk ...and changes + Support EFR coverage of by executing capital calculation testing and performing review and… more
- Mizuho Corporate Bank (New York, NY)
- … Analysis team as a Director. The Stress Testing and Capital Analysis team sits within the firm's Enterprise Risk Management (ERM) function and is ... responsible for the design, calculation , and analysis of stress testing scenarios...risk drivers, facilitating clear communication with stakeholders. + Risk Appetite: Contribute to the annual capital … more
- Mizuho Corporate Bank (New York, NY)
- … Analysis team as a Vice President. The Stress Testing and Capital Analysis team sits within the firm's Enterprise Risk Management (ERM) function and is ... responsible for the design, calculation , and analysis of stress testing scenarios...with risk management and other stakeholders. + Capital Analysis : Perform the required capital… more
- SMBC (New York, NY)
- …+ Ensure compliance with regulatory requirements and industry best practices related to market risk capital calculation . + Coordinate with Model Risk ... Mexico, Brazil, Chile, Colombia, and Peru. Backed by the capital strength of SMBC Group and the value of...be based on their individual qualifications, experiences, and an analysis of the current compensation paid in their geography… more
- Mizuho Corporate Bank (New York, NY)
- …a variety of derivatives pricing models as well as their downstream usages such as risk factor sensitivity and XVA calculation . + Evaluate the models based on ... Model Risk VP Summary Mizuho America's Model Risk...quantitative discipline + General knowledge of stochastic calculus, statistical analysis ; derivatives pricing theory across one or more asset… more
- JPMorgan Chase (New York, NY)
- …and mitigating the risks associated with complex models used for valuation, risk measurement, capital calculation , and decision-making purposes. You'll ... Bring your expertise to JPMorganChase. As part of Risk Management and Compliance, you play a crucial role in maintaining JPMorganChase's strength and resilience. You… more
- JPMorgan Chase (New York, NY)
- …and mitigating the risks associated with complex models used for valuation, risk measurement, capital calculation , and decision-making purposes. This ... Bring your expertise to JPMorgan Chase. As part of Risk Management and Compliance, you are at the center...theory, stochastic processes, statistics, partial differential equations, and numerical analysis + MSc, PhD + Inquisitive nature, ability to… more
- Citigroup (New York, NY)
- …regulatory impacts and strategically position the business accordingly through expert analysis and recommendation. + ** Risk Management:** Proven expertise in ... platforms through direct technical and strategic contributions, and maximizing risk management through expert-level oversight and optimization. This role directly… more
- Bank of America (New York, NY)
- …product control businesses + Analyzes regulatory matters, such as the Comprehensive Capital Analysis and Review (CCAR) and Recovery and Resolutions Plans ... of Business (LOB) using knowledge of financial products, market risk profiles, and risk mitigation techniques and...sheet commentary to senior managers and regulators + Regulatory capital disclosures, Price Testing, Sector analysis , Stress… more
- Nuveen Investments (New York, NY)
- …of allowable TDA plan contributions, actuarial valuation of defined benefit plans, and analysis of mortality trends and longevity risk . + Develops annuity ... Tableau + Familiarity with MG-ALFA + Experience with financial projections/planning & analysis , stress testing, capital management + In-depth knowledge of US… more
- Bank of America (New York, NY)
- … risk -based approach to drive revenue while maintaining appropriate credit risk disciplines. **Responsibilities:** + Credit analysis : Participate in initial ... Structuring & Trading, Risk counterparts, Legal and Audit Function + Risk monitoring: Undertake regular exposure analysis including internal stress testing… more