- Citigroup (New York, NY)
- **Job Description** The Market Risk Stress Testing Reporting Lead is part of Citi's Risk Management community. Within Risk Management the role sits within the ... role will lead the team responsible for Market Risk Stress Testing Reporting including both Internal and...works with Risk Managers, Business, Finance, Technology, and the Capital Planning teams to establish reporting requirements, develop the… more
- Citigroup (New York, NY)
- Head of Capital Management is an enterprise... of Capital Management manages the enterprise's Capital Stress Testing processes, working together ... the remit of this leader's role at Citigroup. The Head of Capital Management role reports directly... Capital Committee, participates in the firm's Enterprise Stress Testing Governance Committee and related Enterprise… more
- Equitable (Charlotte, NC)
- …entities, ensuring a balance between income generation and liquidity needs. 2. Liquidity stress testing : Developing and implementing a liquidity stress test ... collaboration with various teams, including the investment team, Alliance Bernstein (AB), capital markets, accounting, and business teams. The Head of Liquidity… more
- CIBC (Chicago, IL)
- …smooth execution of CCAR-related activities; coordinate with various governance committees, such as the Capital Stress Testing Committee and the Capital ... "Company"), required by the US Federal Reserve Bank. The Head of CCAR Office will help build out CCAR...focus (ideally) on capital planning and/ or capital stress testing / CCAR; +… more
- SMBC (New York, NY)
- …work streams as needed throughout the project lifecycle for various functions within the capital stress testing process, group policies and procedures, and ... targets, monitoring/managing current capital levels, and performing SMBC AH testing in partnership with risk management department, head -office stakeholders,… more
- SMBC (New York, NY)
- … capital management function and lead in supporting and enhancing US Treasury's Capital Stress Testing . Projects will span numerous areas including (i) ... targets, monitoring/managing current capital levels, and performing SMBC AH testing in partnership with risk management department, head -office stakeholders,… more
- Citigroup (New York, NY)
- …review and challenge in a variety of CCR related committees (PSE Council, DSFT, Stress Testing ; PPL, etc.) with the goal of bringing consistent thought process ... $176Bln resides within the ICG. It spans all the capital markets products in scope. **Key Responsibilities:** + Lead...PSE and DSFT Councils and PPLs + Devise a stress testing approach to pre-settlement exposure so… more
- Citigroup (Queens, NY)
- …standards and industry practices related to quantitative modeling, risk management and stress testing including Basel, CCAR/DFAST, ICAAP etc. + Strong ... Citi in areas including Liquidity Risk, Operational Risk, Scenario Design, Regulatory/Economic Capital , etc. + Represent Citi MRM for areas covered in the… more
- Citigroup (New York, NY)
- The Testing and Monitoring Director will support the Head of RRP Non-Financial Capabilities, Controls, and Testing in defining and maintaining the testing ... for capability testing and monitoring. They will develop standardized testing templates and collaborate with Accountable Executives (AEs) to ensure testing… more
- MUFG (New York, NY)
- …limit overage remediation plans. Performing credit portfolio modeling including Economic Credit capital modeling, credit portfolio stress testing and Early ... management; credit concentration risk management; credit portfolio modeling including economic credit capital modeling, credit portfolio stress testing and… more
- Citigroup (Irving, TX)
- …responsible for designing macro-economic and market shock scenarios for all enterprise level stress testing , capital planning, and reserve adequacy usages. ... The Senior Vice President of Rapid Stress Testing (RST) reports to the Head of Macro Scenario Design. S/He will be responsible for developing quantitative… more
- Mizuho Corporate Bank (New York, NY)
- …a 2nd line function reporting to the US CRO. The candidate will oversee liquidity stress testing in key entities, in addition to maintaining a suite of reporting ... initiatives such as automation/enhancement of current reporting suite, refresh of Liquidity Stress Testing assumptions, etc. + Assess liquidity impacts of… more
- SMBC (New York, NY)
- …relevant risk concepts and related valuation concepts (eg VaR and stress - testing standards, counterparty exposure estimation, liquidity estimation, model ... Mexico, Brazil, Chile, Colombia, and Peru. Backed by the capital strength of SMBC Group and the value of...Description** The Market Risk Analytics Specialist reports to the Head of the Market Risk Analytics Group. The role's… more
- ManpowerGroup (New York, NY)
- …the economic capital and risk weight assets. Manage and monitor liquidity stress testing and other stress testings. Key Responsibilities: * Maintain ... risk management P&Ps * Quantitative monitor and analyze economic capital of the business * Quantitative monitor and analyze...models relevance and accuracy * Perform market and liquidity stress testing to ensure data integrity and… more
- Citigroup (New York, NY)
- …as required + Detailed review of financial analysis, due diligence, projection modeling, stress testing , risk rating and other in-depth analysis performed by ... **ICM: Global Industry Head of Natural Resources Underwriting** Citi continues to...Senior credit approval authority covering large and complex underwritings, capital commitments, derivatives with multi-industry experience + Experience in… more
- Citigroup (New York, NY)
- The successful candidate will join the Global Systematic Stress Testing (GSST) team within Enterprise Risk Management (ERM) to implement target-state GSST ... report to the Strategy Lead, who reports to the Head of ERA GSST. The GSST team owns: +...monthly + Coordination of Senior governance forum governing enterprise stress testing + Other Enterprise risk metrics… more
- SMBC (New York, NY)
- …relevant risk concepts and related valuation concepts (eg VaR and stress - testing standards, counterparty exposure estimation, liquidity estimation, model ... Mexico, Brazil, Chile, Colombia, and Peru. Backed by the capital strength of SMBC Group and the value of...Volcker Rule and produces monthly analysis. 3. Assists Group Head in coordinating the New Product Committee process for… more
- Citigroup (New York, NY)
- …standards, establishing the framework for sizing liquidity requirements including internal stress testing framework, developing contingency funding plans in ... Participates in managing liquidity and interest rate risk, the capital /legal entity structure and capital planning as...normal market conditions as well as during periods of stress . + May manage and direct larger teams via… more
- Wellington (Boston, MA)
- …Technology. The firm maintains a sophisticated, comprehensive, proprietary risk management and stress testing system and the team's risk work includes ... investment management capabilities that span nearly all segments of the global capital markets. Our investment solutions, tailored to the unique return and risk… more
- SMBC (New York, NY)
- …of relevant risk and related valuation concepts (eg VaR and stress - testing standards, counterparty exposure estimation, liquidity estimation, model assessment ... Mexico, Brazil, Chile, Colombia, and Peru. Backed by the capital strength of SMBC Group and the value of...Japanese and other relevant country regulatory risk requirements, and head office requirements. 2. Analyze new products and business… more