and knowledge of banking and bank products to develop a variety of credit, stress testing, and other related models within the Model... and other stakeholders, and other Model Development Group team members to develop, test, and deploy credit and stress testing models. Role...
of market, credit, liquidity & stress testing related risks to the clearing and settlement processes for DTCC, its members... Liquidity Risk & Stress Testing team, the LRM & ST Intern will assist monitoring and managing market and liquidity risk...
, Stress Testing, Reporting, etc. is desirable. Highly developed sense of accountability and follow-through... a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group...
Stress Testing (EST), the annual Comprehensive Capital Analysis and Review (CCAR), and the Current Expected Credit Losses...-to-end market risk stress testing including scenario design, scenario implementation, results consolidation, internal...
, and associated stress testing. Role Objectives: Delivery Establish and maintain a system to produce financial statements prepared... stress testing. Role Objectives: Interpersonal Improve workflows and reporting through strong relationships throughout...
as needed, including Counterparty Reporting, Enterprise Stress Testing and various Technology groups to ensure effective controls over... Value at Risk, Stress Test models related economic capital regulations is required. A demonstrated track record in process...
are to manage internal liquidity stress testing and related reporting across Consolidated U.S. Operations group companies... Working Knowledge of Section 165 of the Dodd-Frank Act related to liquidity stress testing Previous experience working...
, and associated stress testing. Role Objectives: Delivery Produce financial statements prepared according to regulatory accounting... other regulatory reporting including liquidity (LCR & NSFR), leverage and capital adequacy, and associated stress testing. Role...
knowledge of financial markets and products. Responsibilities: Performs end-to-end market risk stress testing including... and recalibration. Perform end-to-end market risk stress testing including scenario design, scenario implementation, results...
, option models, credit models), and risk management models and methodologies (Greeks, VaR, back testing, stress testing...) Experience and authority knowledge on VaR modeling and VaR model back testing methodologies Strong mathematical background...
identification, measurement, monitoring and control of market, liquidity & Stress Testing related to the clearing and settlement... by the Board and senior management. FR&G collaborates closely with Quantitative Risk Management and the Counterparty Credit...
effective and efficient identification, measurement, monitoring and control of market, liquidity & Stress Testing related to the... Counterparty Credit Risk teams to maintain an integrated and comprehensive approach to financial risk management at DTCC to support...