risk scenario analysis and stress testing for Operational Risk Capital requirements. Support with risk and control... implementation of the Control Framework, including Risk Control Policy, Control Standard, Issue Management Policy, Lesson Learned...
intraday liquidity stress testing scenarios, assessing and reporting the results to the senior management and ALM committees... locations is a plus. Experience with liquidity stress testing, liquidity risk management, interest rate risk management...
performance to senior management. Conduct routine and ad-hoc risk and stress analysis to highlight key risks in the CCR portfolio... to enable effective control, monitoring and risk management of non-accounting CVA stress and Incremental Default Loss (IDL...
and products Collaboration with internal stakeholders including Risk Management as a key partner on stress testing and credit risk... allocation strategies across credit and other fixed income asset classes Liaison with internal (Risk Management, Actuarial...
Comprehensive Capital Analysis and Review process by ensuring the precision and adherence of financial models and stress tests... with regulatory reporting and compliance. 2-4 years of experience in financial analysis, risk management, or a related area...
factors; Financial products; Pricing models for financial products; Risk management techniques: Value at Risk... regulatory capital, including Default Risk Charge (DRC) and Facility Risk Rating (FRR). Perform analysis based on business...
Comprehensive Capital Analysis and Review process by ensuring the precision and adherence of financial models and stress tests... with regulatory reporting and compliance. 2-4 years of experience in financial analysis, risk management, or a related area...
., US Statutory, GAAP, NAIC guidelines, Bermuda, IFRS 17) and internal risk management policies. Perform scenario testing, stress...-liability management, investment risk management, or a related field within the insurance or financial services sector...
stress testing, liquidity risk management, interest rate risk management, capital management and/or asset-liability... updates to stakeholders and senior management To be successful in this role, we’re seeking the following: No direct...