to join our Stress Testing and Capital Analysis team as a Vice President. The Stress Testing and Capital Analysis team sits within the... calculating capital impacts. Process Improvements: Develop tools and processes to improve stress testing accuracy, reliability...
roadmap for CCAR (Comprehensive Capital Analysis and Review). This position will help define and implement strategies... robust tech capabilities and system resilience. As an integral member of the CFR Finance & AXP Stress Testing organizations...
uncertainty, including scenario testing and stress analysis Provide input into the Own Risk and Solvency Assessment (ORSA... Analysis and Support Respond promptly to management requests for reserving and capital-related analyses Provide actuarial...
and valuation concepts (VaR, stress-testing, counterparty exposure estimation, documentation and internal controls..., Brazil, Chile, Colombia, and Peru. Backed by the capital strength of SMBC Group and the value of its relationships in Asia...
working in a Market Risk management role Understanding of risk management concepts: Value-at-Risk (VaR), stress testing..., Brazil, Chile, Colombia, and Peru. Backed by the capital strength of SMBC Group and the value of its relationships in Asia...
Aggregation tool that will support SMBC's forecasting Comprehensive Capital and Analysis Review (CCAR) processes and building out... Stable Funding Ratio (NSFR), Internal Liquidity Stress Testing preferred (ILST), or Funds Transfer Pricing (FTP) preferred...
analysis on the Firm's risk exposures. By developing mathematical and statistical models with risk overlays, Risk Analytics... a strong VP level candidate to join its Credit Exposure Methodology Group (CEMG), in FRM's Risk Analytics. The CEMG is responsible...