- 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
- 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
- NatWest Markets (Stamford, CT)
- …capital is correctly reported and managed within the firm's appetite. Undertake Stress Testing analysis to enhance visibility of tail risks,accomplishedthrough ... Vice President - Market Risk Closing date for...of key risk metrics, including Value-at-Risk;analyzingprofit-and-loss (PnL) drivers; conducting stress testing of the portfolio, of which… 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
- SMBC (New York, NY)
- …+ Minimum of 5 years of experience in market risk modelling including VaR/SVaR, stress testing and risk sensitivities. + Strong knowledge of market risk ... diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more...concepts, stress testing framework, and regulatory requirements (eg… 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
