Stress Testing Resume Samples

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A Schaefer

Annamarie

Schaefer

9426 Predovic Corners

Los Angeles

+1 (555) 645 7551

9426 Predovic Corners

Los Angeles

Phone

p +1 (555) 645 7551

Experience Experience

Detroit, MI

Stress Testing

Detroit, MI

Borer LLC

Detroit, MI

Stress Testing

Assist in developing and integrating new analytical tools and reports to enhance capital stress testing process
Developing stress testing
Understand operating models to design and improve key processes
Support development, implementation and monitoring of capital stress testing models
Drive a continuous improvement and change culture
Formal Project management training Prince2 or equivalent
Support building and enhancing documentation of models and all analysis

Dallas, TX

Portfolio Stress Testing

Dallas, TX

Hilpert Inc

Dallas, TX

Portfolio Stress Testing

Working with asset class risk mangers to help identify illiquid and concentrated risks
Management updates and presentations
Stakeholder management within MRM Portfolio & Stress Testing, across the MRM department and with other departments such as Finance, Treasury, IT
Actively participating in various workstreams to deliver the strategic stress scenario programme
Briefing management on the key drivers of portfolio level stress P&L
Providing cross-asset and portfolio focused analysis of stress P&L
Documenting framework, methodologies, scenarios and portfolio drivers

present

Los Angeles, CA

Director, Credit Risk Stress Testing

Los Angeles, CA

Daniel, Lesch and Pfeffer

present

Los Angeles, CA

Director, Credit Risk Stress Testing

present

Establish a two-way working relationship with subordinates to solicit their views on the working environment, potential changes affecting their work and continuous improvement opportunities
Define, own and implement the wholesale and retail stress testing processes in BMOFG from identification of scenarios through identification and communication of implications and management actions
Manage relationships with and provide coaching on risk principles to key stakeholders to support units and ensure the effective functioning of credit risk stress testing program across the operating groups and line of business
Drive an improvement agenda to support continuous improvement of business processes and procedures within the scope of the work team. Provide leadership, input and analysis to support continuous improvement of the broader organization
Build a high performance work environment within and across teams by establishing and maintaining effective managerial practices
Provide thought leadership in the development of the sound credit risk stress testing program that support identification and assessment of vulnerabilities of credit risk across the Operating Groups and LOBs (20%)
Provide subject matter expertise and guidance on the scenario development and challenge processes, including management implications and actions

Education Education

Bachelor’s Degree in Finance

University of South Florida

Bachelor’s Degree in Finance

Skills Skills

Establishing rapport with stakeholders throughout the Company and building partnerships and the trust necessary to play a role in implementing and maintaining a successful DFAST Program
Managing a calendar of events established by the SSTRO and Director of Enterprise Risk Management outlining the DFAST Program operations workflow that culminates with a successful submission of data, results, and conclusions with the Federal Reserve and FDIC
Working with the SSTRO to establish standing meeting agendas in support of the Enterprise Stress Testing Advisory Council as well as meetings that support discrete components of the DFAST Program such as establishing peer or panel bank analyses, portfolio credit loss modeling, allowance modeling, econometric modeling, interest rate and balance modeling, operational loss modeling, and pre-provision net revenue aggregation modeling as examples
Participating in meetings with stakeholders to convey purpose, outline expectations, convey modeled results, discuss and challenge modeled results, communicate ‘take-aways’ and items requiring additional follow up, and fully documenting meeting minutes evidencing meeting events for review and approval of the stakeholders
Drafting documents, exhibits, analyses, and flowcharts in support of the DFAST Program framework, governance, and executable processes of such detail and quality to be regarded as sufficient competent evidential matter by auditors and regulatory examiners in support of how DFAST Program operations, decision making, approvals, and challenge sessions are executed
Creating and updating reports and presentations to management and the board of directors, including DFAST Program development status updates, related risk assessments and gap analyses, and the status of key DFAST Program cycle deliverables
Maintaining a DFAST Program issues log designed to capture risks and control deficiencies that may impact the satisfactory execution of the DFAST Program, and cause stakeholders owning the risk or control deficiency to pursue appropriate risk response or remediation strategies prior to the filing of the Company’s submission to the Federal Reserve
Participate in designing a process and conducting test uploads to the Federal Reserve DFAST portal to work through any initial system bugs and to confirm the Company’s understanding of how to execute in accordance with regulatory expectations. This process will include designing and implementing a full reconciliation of the pre-provision net revenue data aggregation results to those tables and data uploaded to the Federal Reserve portal prior to executing the actual DFAST Submission within the portal
Assisting with post mortems and lessons learned sessions with stakeholders and incorporating observations into future DFAST Program cycles to improve the efficiency and effectiveness of executing future DFAST Program cycles and to mature the program accordingly
Ability to manage multiple work streams and deliverables, and coordinate across functional initiatives

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CIB F&BM Markets Revenue Analytics & Stress Testing Enhancement Resume Examples & Samples

Establishing the revenue drivers for each business, working closely with business management and Market Risk
Maintaining, and continuing to develop the database, analytical environment and calculators to compare internal revenue trends to macro-economic drivers
Expert in a quantitative discipline (Mathematics, Statistics, Engineering, or related quantitative field)
Self starter who is able to work in a fast paced, results driven environment
Excellent organizational, management, and communication (verbal and written) skills
Strong quantitative, analytical, and problem solving skills
Good knowledge of financial products and financial markets
Experience in statistical modeling software (SAS, EViews, R, Matlab etc.); Strong Excel, VBA and SQL skills
Markets experience is preferred
Experience with pricing models, capital models, and/or financial forecasting is a plus
Experience and knowledge in regulatory capital rules (Basel and CCAR) is a plus
Be able to explain the logical steps in the tool to internal stakeholders, including model-review group

Senior Analyst, Portfolio Stress Testing Resume Examples & Samples

Define the scope of ad-hoc stress test requests for Credit Card portfolio
Proactively seek to identify vulnerable segments within these portfolios under stressful events
Provide strategic Insights to Senior Management that would help balance risk and reward for these portfolios

Manager, Wholesale Credit Stress Testing Resume Examples & Samples

Full breadth and depth of knowledge of Basel Rules and methodology used in measuring Losses and Regulatory Capital, in addition to Credit Risk concepts and parameters (PD, LGD, EAD, etc.)
Sound understanding of macro and micro factors that impact corporate and commercial credit businesses
Strong understanding of banks’ balance sheets, off balance sheet items, and P&L
Exceptional knowledge and experience with SAS, Excel and/or VBA
MBA or Master in Finance/Financial Economics/Quantitative Finance, or equivalent combination of education and experience
FRM, CFA or CPA,CA designation is an asset
Advanced analytical, problem solving, investigative skills, attention to detail, accuracy, self-driven, and the ability to learn quickly are critical to this position
5-6 years relevant work experience in banking or consulting environment

Director, Credit Stress Testing Operations Resume Examples & Samples

Recommendations regarding stress testing and risk frameworks, polices and standards to govern stress testing in accordance with Senior Management, Board and regulatory requirements from multiple jurisdictions
Advising Senior Management and the Board on the progress of US stress testing program and the use of stress testing as a risk and business tool
Information Access: The job has the authority to access and use confidential data as it relates to the Enterprise’s Strategy, Risk Reporting and actual and plan Risk/Financial information. Information is detailed as well as synthesized for reporting to Senior Management committees and Board (BFC STSC, BFC CMC, RMC, & RRC)
Direct interaction with Bank senior executives, including, but not limited to the BFC CRO and CFO, Operating Group CROs and CFOs, Corporate Audit across multiple jurisdictions
Direct interaction with external stakeholders, including Auditors and Regulators across multiple jurisdictions
Graduate degree in Finance, Business or quantitative discipline accompanied by a relevant professional designation (e.g. FRM, CFA, CPA, MBA)
7+ years relevant credit risk/management experience
Sound knowledge of Bank’s structure, operations and information systems
In depth knowledge of the risk characteristics of the Banking business, including credit, market, operational and liquidity risk concepts
Sound understanding of risk capital and the methods used for measuring it, and performing stress testing scenario analysis
Proven leadership and managerial skills
Excellent influencing and negotiation skills
Strong critical thinking and problem solving skills
Strong process design and efficiency improvement skills
Capacity to cope with a high degree of ambiguity and change
Proven leadership and people develop skills

Director, Credit Risk Stress Testing Resume Examples & Samples

The establishment of the credit risk stress testing framework, development of the appropriate practices and scenarios, which is critical to better understand the Bank’s credit risk profile and related business activities. This information supports timely and proactive management decisions and actions to mitigate credit tail risk
Maintaining and refining the framework and related processes, a critical requirement for the Bank as it sets the standard for the lines of business and operating groups and works to embed stress testing in business decisioning processes
Driving consistency in the implementation of the credit risk stress testing program across operating groups and credit related businesses
Developing change management program that support credit risk stress testing implantation across the enterprise
Leading implementation of change programs that build capabilities, set clear understanding, drive consistency and transparency in the credit risk stress testing methodologies and scenarios across portfolios, line of business and operating groups
Drive Change Programs that ensures credit stress testing is aligned with BMO FG strategic business objectives and risk appetite
Provide thought leadership in the development of the sound credit risk stress testing program that support identification and assessment of vulnerabilities of credit risk across the Operating Groups and LOBs (20%)
Define, own and implement the wholesale and retail stress testing processes in BMOFG from identification of scenarios through identification and communication of implications and management actions
Provide subject matter expertise and guidance on the scenario development and challenge processes, including management implications and actions
Conduct research (internally and externally) to identfiy industry best practices, including options for implementation of changes required to support the credit risk stress testing and linkages to the business
Identifies opportunities to ensuring credit risk stress testing program is efficient and effective across the Bank. Provide timely, insightful, forward-looking, and actionable recommendations to enhance the business performance at the enterprise and/or portfolio or product level
Drive consistency, quality and continuos improvement of credit risk stress testing methodologies, systems and processes (20%)
Leads the development and implementation of methodologies, tools and processes for the credit risk stress testing in all business and functions
Provide guidance, oversight and challenge to the credit risk stress testing teams around interpretation and analysis of credit risk stress testing results and its use, identifying potential exposures and trends as required in contacts with Regulators and senior management
Drive analysis as pertain to credit risk stress testing e.g. industry data, audit and regulatory requirements reports, as well as risk capital, risk appetite metrics, new products, significant initiatives etc
Accountable for implementation and continual improvement of the stress testing processes and identification of requirements
Relationship Management (10%)
Accountable for the credit risk, wholesale and retail stress testing and scenario analysis in partnership with various groups across the enterprise, including the line of business, Economics, Strategy and Finance, while ensuring compliance with corporate standards and best practices
Manage relationships with stakeholders and subject matter experts across a broad spectrum of areas, and at various Management levels throughout the organization and across, including, but not limited to, Lines of Business, Groups/Corporate Finance, Risk Reporting, Model Risk & Vetting and Basel Group to ensure that the methods, analyses and reports used/generated meet Senior Management and Regulatory needs and the requirements detailed in the pertinent standards documents
Provide strategic and operational guidance to groups within and outside of Corporate Risk Management on matters related to credit risk stress testing
Manage relationships with and provide coaching on risk principles to key stakeholders to support units and ensure the effective functioning of credit risk stress testing program across the operating groups and line of business
Liaise directly with Internal/External Auditors and Regulators on matters involving the stress testing program
Liaise directly with Senior Management as a subject matter expert on aspects associated with the Stress Testing program
Managerial Leadership (20%)
Align tasks and assignments with departmental goals and objectives through planning, leadership and direction to team employees
Increase the effectiveness and performance of allocated resources by identifying and closing knowledge gaps
Act as a team leader for specific projects, including taking responsibility for planning, implementation and completion of project deliverables
Review and act upon the results of BMO Pulse (BMO’s annual employee survey) to ensure that team’s culture and work environment attracts, retains and motivates the highest caliber of skilled professionals tasked with development, execution and monitoring of risk capital framework
Change and Inovation (30%)
Develop and recommend alternatives/enhancements for the credit risk stress testing framework
Drive an improvement agenda to support continuous improvement of business processes and procedures within the scope of the work team. Provide leadership, input and analysis to support continuous improvement of the broader organization
Manage the development of projects, including planning, implementation and completion of project deliverables related to Enterprise risk capital and credit risk stress testing
Increase the effectiveness and efficiency of existing operational methods and workflows by identifying, and implementing process improvements
Recommendations regarding stress testing and risk frameworks, polices and standards to govern stress testing in accordance with the Senior Management, Board and regulatory requirements of multiple jurisdictions
Advising the Senior Management and the Board on the progress of stress testing program and the use of stress testing as a risk and business tool
Information Access: The job has the authority to access and use confidential data as it relates to the Enterprise’s Strategy, Risk Reporting and actual and plan Risk/Financial information. Information is detailed as well as synthesized for reporting to Senior Management committees and Board including Balance Sheet Capital Management Committee (BSCMC), Risk Management Committee (RMC) and Risk Review Committee (RRC)
This role requires coordination and interaction with senior members of key stakeholder groups across multiple jurisdictions, including, but not limited to Risk Groups, Line of Business, Finance Groups, Economics, Capital Management Group, Stress Testing Stakeholder Groups, Model & Risk Vetting and others in order to ensure that the Enterprise scenarios and stress test execution meets Senior Management and Regulatory requirements detailed in the pertinent standards and regulations. It also requires the gathering, understanding, production and aggregation of to the stress test impact required to produce the internal reporting and deliverables involving Stress Testing and Scenario Analyses activities, special risk projects and processes changes
Direct interaction with Bank senior executives, including, but not limited to the BMOFG CRO and CFO, Operating Group CROs and CFOs, Corporate Audit across multiple jurisdictions
Graduate degree in Finance or quantitative discipline accompanied by a relevant professional designation (e.g. CA, MBA, CFA)
Five or more years of risk management related work experience in the financial industry
In depth knowledge of the risk characteristics of the Banking business
Sound understanding of risk capital and the methods used for measuring it
Good knowledge of the Regulatory requirements across various jurisdictions
Well developed relationship management skills
Broad knowledge of the Bank’s products, procedures and processes
Ability to work both independently and as part of cross-functional teams

Director, Stress Testing Resume Examples & Samples

This role drives stress testing program development, while participating in ongoing stress test execution and analysis. Works with team members responsible for methodology development and program implementation / execution
Drive integration of RBC's enterprise-wide, subsidiary, ad-hoc, risk-level, and reverse stress testing programs, ensuring a holistic and consistent examination of bank vulnerabilities
Increase integration of stress testing in BAU processes. Examples: risk appetite; limit setting; subsidiary program consistency
Perform stress test analyses and analyze results for communication to senior management, with focus on business and risk implications
Co-ordinate, support, and manage de-centralized stress testing efforts
Proactively identify risks and vulnerabilities to guide future stress tests, and assist with specification and development of stress analyses
Functional focus: risk & cross-functional. Risk-type focus: credit & liquidity. Role focus: analytical & coordination / project management
Tailor approaches to timelines and data availability, utilizing detailed or 80/20 solutions, as well as qualitative and quantitative approaches, as appropriate
Ensure we keep abreast of macroeconomic, regulatory, and financial industry developments and requirements as they relate to RBC's stress testing program
Assist in review and challenge of de-centralized stress testing activities (subsidiary; market / trading; retail credit; structural interest rate and f/x; liquidity; PPNR; balance sheet)

Stress Testing & Portfolio Analysis Resume Examples & Samples

Prepare appropriate materials on stress testing for various risk committees
Assist in running and enhancing the current framework for ICAAP for the UK legal entities
Strong academic background, with a degree or equivalent in a quantitative subject
The ideal candidate will have proven relevant work experience in market or credit risk at a commercial bank, investment bank, or consulting firm
Ability to create Models used to analyse risk results
Ability to handle and analyse large data sets

Stress Testing Planning & Analysis Resume Examples & Samples

Financial Analysis of Balance Sheet movements under economic stress
Application of Customer Behavior Correlated Economic impacts to financial statements
Coordination between Finance, Risk and Treasury ensuring accuracy, completeness and assumption alignment to financial statements
Communication of results to senior management and key stakeholders
Documentation of processes and policies surrounding above responsibilities
Transformation of Financial Scenarios into regulatory reports

Stress Testing Group Lead-treasury Resume Examples & Samples

Develop, enhance and refine scenario and stress testing methodology for forecasting Treasury responsible line items (such as deposits and funding balances, cost of funds, hedging impacts and investment income)
Build and manage stress testing models to determine deposit and investment portfolio projections. Assess and test data quality and integrity as well as model assumptions
Work with Treasury team members to deliver cost of funds and hedging projections
Prepare presentations of analysis and results for senior management, the Board and regulators
Prepare documentation of methodology, assumptions and results for DFAST submission and other stress tests as required
Construct and perform back testing and sensitivity analysis
Interface with Finance and Risk to ensure a well-coordinated workflow of the stress testing activities
Work with Independent Validation Unit to perform model testing
Bachelors Degree in accounting, finance, economics or a quantitative discipline such as Statistics or Mathematics is required
Professional degree and/or professional certification (MBA, CFA, PhD, etc) desired
7+ years of industry experience in Treasury, Asset/Liability Management, Stress Testing or Risk modeling roles, primarily in the financial services industry
Hands-on experience in DFAST, CCAR, Basel and stress testing is required
Strong analytical ability with proven statistical, quantitative and financial modelling skills
Ability to interface with all levels throughout the company and work well with others in a team-oriented environment
Advanced level Excel and Powerpoint skills
Experience in financial and capital planning and analysis is a plus
Understanding of banking regulatory environment and anticipated changes a plus

Senior Manager ALM Stress Testing Resume Examples & Samples

Stress testing and Asset/Liability management positions are, due to significant Capital Markets and Treasury aspects, highly technical and specialized in nature. The thorough understanding of a wide variety of capital markets products and concepts required of this position differentiate it from other high level Finance positions
A minimum of 5-10 years of relevant experience within commerical banking, investment banking, capital markets, or broader financial services
Candidate should possess strong academic credentials such as a Bachelor’s degree in finance, economics, related field or equivalent experience
Excellent organizational, oral communication, and writing skills
Strong focus on detail
Strong quantitative and analytical skills
Strong product knowledge in financial instruments or banking compliance experience is a plus
Proven track record of managing and delivering multiple projects within a global financial institution
Candidate should have experience dealing with regulators, building a positive working relationship and ability to lead discussions on ALM issues
Strong influencing skills to enable others to execute without having direct management responsibility over the individuals (able to work across organizational lines and silos)

AVP Economics, Stress Testing Resume Examples & Samples

Oversee the development and support of econometric models, forecasts and scenarios for regulatory stress testing
Identify and prioritize emerging risks to economic and financial markets, and provide strategic direction for the Economics team and all internal stakeholders, which includes the Board of Directors and Senior Executive Team
Continuous review and implementation of department processes, procedures and controls to ensure that operations meet internal and external controls (regulator, audit, and model validation groups)
Stay abreast of industry best practices on regulatory guidelines and economic/financial model develop. Ensure all models and process are compliant with the Bank's internal policies and industry best practices to meet regulatory requirements
Maintain contact with regulators and work closely with internal stakeholders (Credit Risk, Capital Management, Model Validation, Audit, Treasury and Balance Sheet Management) to explain forecast results and methodology, influence strategic direction and identify gaps
Provide timely updates to Senior Management on significant developments either within or impacting the team. Provide information and analysis on regulatory requirements, audit findings, required improvements, etc

VP-ib Credit Portfolio Stress Testing Resume Examples & Samples

Play a key role in defining the stress testing framework for internal risk management purposes
Play a key role in the co-ordination and end-to-end execution of all IB wide stress testing ( internal and regulatory mandated)
Develop and communicate detailed instructions to various factions to ensure that stress test requirements are correctly interpreted and that the various stages of a tress test are appropriately sequences to allow for complex dependencies
Engage with stakeholders across multiple business areas including Risk, Finance and Treasury to ensure full communication of methodologies and assumptions required to calculate stress P&L and RWAs across the stress horizon
Interpret, analyse and challenge assumptions and results
Manage the process for aggregating results and create high level management summaries
Manage a team dedicated to the delivery of stress testing
Prior experience of stress testing gained within a large Investment Bank
Knowledge of at least one specialist area (e.g. Market Risk, Credit Risk, Counterparty Credit Risk, Finance, Treasury)
Project and people management experience
Highly analytical mind with a strong attention to detail

Stress Testing Resume Examples & Samples

Assisting in delivery the Capital work stream, which relates to internal and regulatory stress testing. This will include ICAAP, Bank of England, and risk tolerance assessments
Co-ordinate and plan ICAAP capital stress testing
Developing stress testing
Build good relationships with Finance and Risk to advance the data collection required

Stress Testing Resume Examples & Samples

This key role is aimed to drive projects in co-ordination with the PRA changes
Prepare the end-to-end operations process for all Stress Testing Exercises within Group ALCM
Co-ordinating the quarterly and annual FDSF ALM Actuals, Projections & EBA data submissions to the PRA
Drive a continuous improvement and change culture
Run the stress testing projects for both FDSF Actuals and Projections, deal with moderately complex issues prior to escalation to the Stress Testing Working Group
Drive towards standardisation of methodologies, process, systems, and operational models which will enable ALCM to leverage our global economies of scale and deliver consistent 'world class' customer experience, across the Group on the stress testing exercises
Design a target operating model
Gains familiarity of the regulatory requirements of the FDSF semantic data model for the ALM templates, and all related discourse on ALM between internal Risk Strategy / Change Delivery teams and the PRA
Will come from a banking background with previous stress testing experience
Knowledge of Asset Liability Management products
Understand operating models to design and improve key processes
Formal Project management training Prince2 or equivalent

Lead Analyst Stress Testing Resume Examples & Samples

Lead enterprise stress testing pro-forma financial statement build enhancements
Perform detailed driver and challenge reviews of all enterprise stress testing analytics to enable strategic decision making
Deliver Capital Plan and related governance narrative support for financial analysis for all enterprise stress testing scenarios
Participate with cross-functional business leaders to identify and implement process and analytical improvements
Research and institute a financial forecasting system infrastructure that enables process efficiencies while maintaining robust internal and external (CCAR) reporting capabilities
Support ad hoc initiatives aimed at designing and comprehensively understanding the changing business economics and structure
Minimum 2 years of finance experience
Financial modeling skills
Experience in accounting or financial analysis
Demonstrated oral and written communication skills and ability to work cross functionally
Proficient use of financial systems and analysis tools including Microsoft Office (eg. Excel, Word, PowerPoint)
Must be willing to work out of an office in Norwalk, CT
Must be willing to travel up to 5% of the time
Applicants for this position who are currently employed on H-1B visa must have at least 2 years of eligibility remaining on their visa term in order for GE to petition for an employment based visa on behalf of such applicant

Stress Testing Credit Loss Methodologies & Process Leader Resume Examples & Samples

Identify, prioritize and resource all key EST Loss Forecasting strategic enhancement efforts
Develop a LT roadmap for the EST Loss Forecasting process and oversee development, implementation and on-going management of robust framework to drive completion of multiple near term road map EST Loss Forecasting initiatives
Lead engagement with external resources to develop and execute on strategic and tactical projects plans
Ensure all process components and related models are compliant with all policy and regulatory standards and guidelines
Lead coordination with HQ functions and business units to ensure identification and procurement of adequate resources to support the ongoing EST Loss Forecast process and the EST Loss Forecast enhancement project management roadmap
Work in conjunction with business unit valuation leaders and HQ EC team to determine necessary linkages and relationships between the EC, accounting and EST Marks and Impairments process
Work with the HQ and business unit ALLL teams to develop and maintain the process for translation of the EST Loss Forecasts into estimations of both ALLL reserve requirements and charge-off estimates for the forecast results
Develop and execute a Loss Forecast sensitivity analysis framework to identify key inputs and assumptions in the Loss Forecast process
Own the execution of the Loss Forecast component of the EST process
Design and implement, in conjunction with the BUs, analysis, benchmarking, challenger models/challenge process to insure reasonableness of results
Lead discussions with regulators related to the implementation of all projects and initiatives
Highly developed communication and influencing skills with Senior Leaders
Experience in transforming complex data into presentations for Senior Leaders or external Audience
Experience working with regulators and /or knowledge of regulatory requirements

Senior Manager Risk Modeling Equity Stress Testing Resume Examples & Samples

Manage the life
Cycle development of equity stress testing models (and other model categories as directed by Management), in accordance with SR11-7 standards, covering all required exposure across GE Capital Energy Financial Services (EFS)
Develop, implement and manage holistic process for econometric and statistical modeling (design, development, validation, calibration, documentation, approval, implementation, monitoring and reporting), in collaboration with senior Quantitative Methodology team members
Support senior Quantitative Methodology team members on formulating and evaluating alternative methodologies or econometric specifications for conceptual soundness and stakeholders' model requirements
Develop econometric and analytic models to be used by business unit Capital Planning team for stress testing processes
Conduct econometric analysis to determine relationship from macro-and micro-economic data to markets demand and prices and to firm-specific demand function; and to commodity demand and prices
Conduct wing-to-wing advanced statistical robustness tests on regression specifications, coefficients and residual errors; and feedback into model development improvement and regression specification changes
Develop new modeling sensitivity and impact timing analysis as required by HQ Enterprise Stress Testing's procedure; and update the analysis annually
Drive simplicity and efficiencies in the deployment and usage of stress testing and other models, including wing-to-wing management of the model development, approval, implementation and monitoring process, by conducting SR11-7 related activities, such as performing outcome analysis and ongoing
Conduct analytics to validate the performance of existing quantitative risk models, recommend changes, and support gap closing projects. Performance evaluation includes outcome analysis, back
Testing analysis and benchmarking analysis
Manage model review and validation requirements; and support model remediation strategies and multi
Generation plan
Represent the QSAM team and GE Capital Energy Financial Services as Subject Matter Expert, as it relates to equity stress testing modeling, to all internal and external customers
Manage multiple, cross-functional (Risk, Finance, IT, Ops) projects addressing data, process, model, analytics and policy gaps involving equity stress testing models
Support delivery of senior management and regulatory reports, such as Policy
0, Enterprise Risk Management dashboards and ad hoc requests involving equity stress testing models
Drive communication and training needs pertaining to equity stress testing and other models, collaborating with GECC, Functional Leaders and peer Platform Leaders within GE Capital Energy Financial Services as needed
Establish and maintain strong relationships with key functional stakeholders (Risk, Finance, IT, Ops)
Develop and maintain strong individual and team performance
Must be 18 years or older
Must be willing to comply with pre
Employment screening, including but not limited to drug testing, reference verification, and background check
Must be willing to work out of an office in Stamford, CT
Must be willing to travel up to 10% of the time
Legal authorization to work in the U.S. is required
Graduate degree in Risk related field (Econometrics, Statistics or others with Quantitative underpinning); FRM and CFA a plus
Familiarity with Basel Initiative, business operations and regulatory matters
Underwriting, portfolio management, financial planning & analysis experience
Strong knowledge of commercial lending and investment
Self-starter, ability to work independently in a fast paced environment and deliver solid action oriented results quickly
Operational understanding of and experience with Model Risk, and balancing sophistication with simplicity (Ockham's Razor) Excellent oral and written communication skills

Stress Testing Governance Analyst Resume Examples & Samples

Assist with implementation of Stress Testing control standards that are consistent with GECC Internal Controls Framework, and ensure consistency across HQ and BUs
Support implementation of Stress Testing Internal Controls Framework at a detailed and granular level across HQ and the business units to cover the entire stress testing process (from data sourcing to results report out)
Develop an inventory of the existing controls and documentation, and the creation of data maps, process maps, key data and process risks identification, and controls assessment and implementation
Support development of control quality assessment through the establishment of a framework for the ongoing monitoring of control performance
Assist in driving process and data quality improvements
Assist in the development of Controllership and Governance key performance indicators and/or dashboards to effectively communicate the process and data weaknesses at all levels of the organization, all products and all sub business units
Develop and maintain a strong working relationship with Risk Data and Enterprise Data Management teams to assist with the development of a data governance framework, including the optimization and centralization of risk data sourcing, and process automation
Documentation framework
Assist with implementing the Stress Testing documentation framework (procedure, controls documentation, meeting minutes) in compliance with different policies and/or regulatory guidelines
Assist with the review of the documentation framework outputs to ensure completeness, consistency and adequacy
Work with the Model Validation team to identify synergies in documentation requirements (model development and implementation documents)
Controllership and Governance initiatives
Assist in multi-generational projects; support the Stress Testing Controllership & Governance project plan and ensure timely completion of deliverables
Assist with the development and presentation of training presentations to Stress Testing team regarding controls framework and quality assurance requirements
Minimum 2 years of experience in risk, audit or finance
Prior project management experience
Experience working on complex projects; strong interpersonal skills
Graduate program: FMP, RMP, CAS, EFLP
Good communication and influencing skills, ability to work withal levels and develop a clear, concise message
Controllership experience or experience with control frameworks
Stress Testing experience
Applicants for this position who are currently employed on H-1B visa must have at least 2 years of eligibility remaining on their visa term in order for GE to petition for an employment based visa on behalf of such applicant. This role is eligible for a 4X referral bonus. The special incentive referral bonus program begins as of May 1, 2014 and runs through November 30,

Counterparty Stress Testing & Cva Market Risk Coverage VP Resume Examples & Samples

Assist Credit Officers as required with stress testing
Support the work of the stress testing subcommittee
Monitor and control CVA market risks
Develop relevant Risk metrics beyond existing ones, to elucidate the risks in the CVA portfolio
Brief senior management on major risks and drivers of CVA P&L, and assist in preparing materials for various risk committees, board meetings, and the quarterly due diligence presentations to the CFO
Work with Modelers and the Risk Management’s Model Review team to understand weaknesses in valuation models, and work to establish practical solutions/compensating controls
Work with the Valuation and Reserve Group to bring about improvements in the independent validation of CVA Valuations
Master’s Degree in Financial Engineering, or another quantitative discipline, and some experience in Market Risk Management, Trading, Modeling, or related function
Familiarity with Counterparty Credit Exposure management, including industry standard models used in support of the management of the exposure
Good communications skills, verbal and written

Manager, Consulting Stress Testing Resume Examples & Samples

Work in a team that provides risk models as well as designs/prototypes new risk, portfolio management and regulatory risk models (Stress Testing/ IMM/ IRB)
Ensure deployment, testing and continuous improvement of stress testing models and firm wide stress testing frameworks
Conduct empirical studies and make recommendations on modeling issues, and other risk-mitigation measures
Ensure that the modeling methodologies and models are up to date with the proven theories in the field
Present results to senior management and/or risk committees
Must have previous work experience at a commercial bank, investment bank, or consulting firm
MS or PhD in a quantitative field and possesses strong quantitative, analytical and problem solving skills
Experience with some programming languages such as C++/C#, R, SAS, VBA and SQL is also required
Strong written and verbal communication skills and ability to assess technical information and present key findings
Preference will be given to candidates who can demonstrate hands on experience in development and implementation of stress testing models and processes for PRA/ EBA/CCAR stress tests

Enterprise Risk Management Stress Testing Analytics Resume Examples & Samples

Lead the US CRO/ERM CCAR stress testing analytics team
Develop challenger framework including use of sensitivities to assess results from champion models
Develop challenger models/methodologies for Loss, RWA and Other models
Review and challenge assumptions and procedures developed by FO, Risk, Treasury and Finance modeling teams
Work closely with audit and model validation teams in order to find and improve weaknesses in CCAR models; work with data and IT team to understand data lineage; work with BAU modeling team to understand drivers
Mentor and train junior team members

Stress Testing Reverse Stress Test Lead Resume Examples & Samples

Develop and enhance UBS Reverse Stress framework across the firm and its subsidiaries; and meet the scenario needs of Recovery and Resolution planning teams in order to meet regulatory expectations
Run Reverse Stress exercises for UBS, coordinating the firm's expertise Address questions and concerns from regulators and UBS assurance functions
Help ensure business risks identified through Reverse Stress are appropriately reflected in UBS Combined Stress Test framework

Senior Manager ALM Stress Testing Resume Examples & Samples

A minimum of 10-15 years of relevant experience within commerical banking, investment banking, capital markets, or broader financial services
Experience with operational risk management, data quality, and/or demosntrated process improvement a plus
Regulatory / compliance experience a plus

Finance Stress Testing / Modeling Analyst Resume Examples & Samples

Support the model development effort with the assistance of platforms and 3rd party support: own the definition of data requirements for the models suite, monitor the data collection across the platforms, provide insight to the macro-economic linkages of financial performance and key metrics (e.g. volume, pricing, fees, sales/gains, cost, etc.)
Participate in the model development process by playing a pivotal role between the GECC model development team and the platforms: analysis of historical performance, feedback on proposed macro-economic linkage leveraging business and commercial experience
Take an active role in the centralization of the stress test financial planning process at GECI level by supporting: development of analytics to derive the non-model driven business assumptions, development of excel-based Financial Statement calculators and subsequent automation through QRM
Participate in the standardization and implementation of further internal controls within the planning process
Build expertise of the GECI portfolio, key assumptions and related drivers
Bachelor's Degree. Proven years of finance experience
FMP or RMLP graduate a plus
Excellent analytic and financial modeling skills
Project management skills and ability to deal with multiple priorities
Experience in accounting or financial analysis in the financial industry
Demonstrated oral and written communication skills and ability to work cross functionally & with remote locations

Counterparty Credit Risk Stress Testing Resume Examples & Samples

Enhance the counterparty credit risk stress testing framework for use in risk management and to enable the firm to meet its regulatory obligations
Assist line Credit Officers as required with Stress Testing
Support the work of the Stress Testing subcommittee
Brief MRD senior management on major risks and drivers of CVA P&L, and assist in preparing materials for various risk committees, board meetings, and the quarterly due diligence presentations to the CFO
Master’s Degree in Financial Engineering, or another quantitative discipline, plus 2 years of experience in Market Risk Management, Trading, Modeling, or related function
Computer skills (Excel, Powerpoint, SQL, R, Statistical Packages such as MatLab)

Credit Risk Stress Testing Resume Examples & Samples

Credit Risk Management (CRM) evaluates credit risk transactions and approves, rejects, or modifies them considering the availability and appropriateness of arrangements for reducing risk or risk mitigation. The department also assigns internal credit ratings; establishes and manages credit risk limits in accordance with the risk tolerance established by the Board; monitors and reports on credit risk exposures on a regular basis to senior management. CRM also interacts with business units to ensure that credit risk assessments are factored into business decisions
The CRM Portfolio Management team focuses on the areas of risk appetite within the CRM department, stress testing, Pillar 2 scenarios and portfolio limit management, which are key for a consistent and integrated credit risk taking activity of the firm
The successful candidate will be an experienced portfolio management professional who has worked at a major investment or global commercial bank for at least 3-5 years

Head of Retail Stress Testing & Risk Appetite Resume Examples & Samples

The Band D Director level is designated for positions with larger scope and/or accountability (i.e. portfolio size owned/managed, staff size and function, etc.) and is used in areas where this level of management is deemed appropriate within the hierarchical structure
In addition to the above job description, the Corporate Business Unit also utilizes this Band D Director – Credit Policy/Risk position in an Independent Review Function: Summary - Undertakes independent reviews of the credit risk aspects of AIRB Basel across HSBC North America Holdings Inc. (HNAH) and its subsidiaries to ensure adequacy and effectiveness. Draw conclusions on the soundness of the credit risk components of the Basel process, identify errors and flaws and recommend corrective actions. This incorporates a review of the risk models, analytics and assumptions supporting commercial credit risk rating system and retail risk segmentation strategies. Communicate findings and actions to Senior Executive Management. Directs management/analysts in support of the above
Ten years proven credit policy and/or credit risk management/analytics experience, or equivalent. Strong knowledge and understanding of financial services preferred
Well-developed management, interpersonal, organizational, analytical, problem-solving, project management and verbal and written communication skills
Ability to manager large, diverse teams across multiple sites, if applicable

Cib Capital Stress Testing VP / svp Resume Examples & Samples

Develop the Capital Stress Testing process and relevant policies for Mizuho’s U.S. operations, working in cooperation with the Risk Management department and the Finance department
After the establishment of the Bank Holding Company (BHC), serve as a core member of the Stress Testing team of the BHC. Coordinate with Risk and Finance departments, control Dodd-Frank Act Stress Testing (DFAST) related documents, aggregate the results of testing and assess the capital adequacy of the Bank Holding Company (BHC)
Eligible to work in the US
Bachelor’s degree in finance, accounting, business, economics. Master’s degree is preferred
7+ years of relevant work experience
Significant knowledge and experience in regulatory requirements around capital stress testing
Significant knowledge on risk management and/or managerial accounting in financial institutions
Good understanding of stress testing models
Strong analytical and verbal/written communication skills

Senior Manager, Credit Stress Testing Resume Examples & Samples

Increase the effectiveness and efficiency of existing operational methods and workflows by identifying and implementing process improvements, including automation and development of analytical tools
Augment and maintain supporting process documentation for CRST stress testing processes, including process maps, procedures, and key business managed technology tools. Maintain key interfaces with internal stakeholders including Capital Management, Audit, etc. Regularly assess evolving regulatory expectations for supporting documentation and maintain a plan to stay aligned on internal and external expectations
Conduct research (internally and externally) to identify industry best practices, including options for implementation of changes required to support the credit risk stress testing and linkages to better embed stress testing into business strategy, planning, and business processes
Builds, sustains, and leverages relationships with individuals within his/her area of immediate responsibility when gathering, validating, and gaining approval for process changes to establish a comfort level in managing relationships and understanding business needs and assurance that a quality result will be delivered
Responsible for leading the process and delivery of various US CCAR, DFAST and operating group Credit Risk Stress Testing models and results (recurrent and ad-hoc) to support the information/analytical requirements commanded by Senior Management as well as attend requests originated by the Bank’s regulators
Maintain CRST process and procedural documentation, including the use of enabling tools (e.g. SAS and Business Managed Applications) and represent these topics in the Capital Plan submission process
Develops and maintains project plan related to CCAR, DFAST and operating group stress testing processes
Produces regular status reporting; produce consolidate status report as requested by RCST leadership
Assists the CRST team, as necessary, during stress test execution, developing analytics related to stress test results, preparing materials for presentations to Senior Management and documenting processes, methodologies and procedures in order to satisfy regulatory requirements
In depth knowledge of the credit risk characteristics of the Bank’s products that comprise its portfolio
Good knowledge of the Regulatory requirements across various jurisdictions, including stress testing, Basel and CCAR/DFAST expectations
Knowledge of credit risk stress testing processes and methodologies
Possesses a university degree/college diploma and/or 7 to 10 years progressive business analysis experience, supporting medium- to large-size projects
Knowledge of process management / project management
Capacity to blend quantitative/theoretical thinking to resolve most technical and conceptually ambiguous issues/situations with sound business judgement
Must be detail oriented while working under the third party/cross-functional dependencies and tight deadlines pressure

Avp / VP of Finance Stress Testing Resume Examples & Samples

Bachelor’s in Accounting, Finance, Economics or related discipline
6+ years of financial services industry experience (capital markets knowledge preferred)
Experience working with regulations impacting financial institutions (i.e., CCAR, Basel)

Manager, Retail Credit Stress Testing Resume Examples & Samples

50%: Stress Testing Execution and Retail Analytics
Under the direction of the Senior Manager, US Retail Stress Testing, execute and analyze retail stress testing process and results in support of the CCAR, DFAST, and other group efforts (US BFC/BHB and line of business/portfolio/product level) to ensure business implications and opportunities are correctly identified and considered by management
Develop and execute specifications that ensure the correct mapping of portfolios, enhance product mappings and identification of risk factors across the lines of business
Develop business related hypotheses for the retail portfolios from US BFC/BHB scenarios
Assist the retail stress testing team in identifying and completing ad hoc stress testing analyses
Run stress testing models to quantify the impact of various stress scenarios
Manipulate, as necessary, data required to run the stress testing models
Analyze retail stress testing results and identify risk and portfolio implications. Prepare management communications with supporting charts/graphs to help illustrate impacts/rationale
Build relationships and partner with retail stress testing team members (lines of business leaders/economics/finance/Enterprise Risk and Portfolio Management (“ERPM”)) to provide support and analysis
15%: Change Management
Recommend changes to current processes/practices based on changing internal and external requirements
Identify changes to current infrastructure/tools/datasets to improve capabilities as needed,
Develop clear and concise communications of key findings and effects on financial statements
Under the direction of the Senior Manager, US Retail Stress Testing, create relevant, actionable information for each audience (product/management/regulators)
15% Relationship Management
Establish and maintain strong relationships with business colleagues in the lines of business, risk groups, relevant finance, economics, and accounting groups
Participate in assigned projects, providing expert input, portfolio information and value added support
Degree in Finance or Business, with 5+ years of related experience
Knowledge of quantitative and qualitative analysis methods used to analyze Retail Credit portfolios, including quantification of risk metrics such as Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD),
Knowledge of retail loans and other related products (e.g. Mortgages, HELOC, Consumer), including procedures, processes, data, changing risk management requirements, customers, markets, and regulation
Knowledge of Credit risk and loss forecasting concepts
Knowledgeable of regulatory environment, particularly around CCAR/DFAST and Basel II/III, and associated stress testing expectations
Strong Excel skills; SAS background a plus
Strong quantitative skills (database queries, spreadsheet development/analysis, run/use of loss forecasting or projection models)
Critical thinking
Develop business-related hypotheses from lines of business, portfolio, and/or product scenarios
Strong process improvement skills
Excellent relationship building/management skills – with key retail line of business managers (for consultation and stress testing results review)
Ability to assess model outputs to scenarios and initial hypotheses; ability to identify impacts to financial statements
Highly effective business communication, including text, graphics, slides
Ability to work in a dynamic environment and undertake, execute and deliver on time multiple concurrent projects
Must be detail oriented while working under cross-functional dependencies and tight deadline pressure

VP Stress Testing Process & Governance Manager Resume Examples & Samples

Operationalizing the designed stress testing governance structure Related topics include
Confirmation of the assignment of roles and responsibilities,
Facilitating the generation of IHC stress scenarios
Operationalizing the IHC risk appetite framework
Assist in the confirmation of controls,
Assist in setting the timeline and templates used
Assemble inputs from risk managers for different risk types
Assist in confirmation of proper documentation of processes and assumption
Liaise with other constituents such as risk managers, quant teams, technology team, finance and treasury to ensure that the designed governance structure is understood and abided by during the performance of stress testing
Provide effective challenge to outputs from other constituents including model documentations, data controls and reconciliation procedures
Monitor key decisions and issues log. Escalate promptly
Assist IHC Risk organization on various cross risk types issues and cross departmental agenda
Maintain updated knowledge of regulatory requirements on CCAR and other internal stress testing requirements. Ensure that the governance of the Barclays IHC consistent with leading industry practice
The position will involve extensive interaction with constituents from other functions such as finance and treasury to jointly operationalize the stress testing framework of Barclays IHC
Strong preference would be given to candidates with CCAR experience related to the stress testing requirements of a sizable trading book
Excellent knowledge of the operation model of CCAR and internal stress testing, including data flow, interaction of risk, finance and treasury, relationship of upstream and downstream CCAR models, population of 14Q, 14A and Y9 templates, effective methods for reconciliation, and CCAR documentation requirements
Knowledge of policies and control framework involved in stress testing is desired

Lead Analyst Stress Testing & Capital Management Resume Examples & Samples

Educated to degree level in a numerate or commercial discipline
A successful track record in Consumer or Commercial Risk Management (4 years +)
Six Sigma training and experience preferred
Basel II/III
Proficiency with SAS or similar data mining/analytical tool
In depth experience throughout the credit life cycle, across several products and in many Risk / Database Marketing functional areas
Exposure and/or experience in developing, implementing or maintaining stress test models or capital adequacy models
Up to date knowledge of sector Best Practice and regulatory requirements
Ability to think strategically - and to design and deliver projects providing a P&L impact
Excellent communication skills, both written and verbal, with strong capabilities to articulate complex analytical information
Advanced negotiation skills
Advanced facilitation & presentation skills
Excellent analytic and statistical skills, prior experience in business use of statistics a pre-requisite

Capital Management Stress Testing Control Examiner Resume Examples & Samples

Possess background knowledge on data systems and the internal controls associated with the integrity of data. Able to work with data governance teams to ensure that the proper data is being utilized for modeling (CCAR/DFAST) and for financial reporting purposes
Ensures performance of independent and objective evaluations of the adequacy, effectiveness and efficiency of the Bank and Holding Company’s internal controls framework related to the Dodd-Frank Act Stress Testing (“DFAST”) and Comprehensive Capital Analysis and Review (“CCAR”) regulatory requirements
Participates in complex functional examination processes that consists of assessment of risk and exposure associated with the Bank’s stress testing activities in the area(s) of control examination responsibility; the planning, design, performance, documentation, supervision and review of examination work; the reporting of the results of examination work; and the monitoring and verification of management’s resolution of examination findings
Partners with planning groups (such as Finance, Risk and Treasury groups, etc.) at the Bank to develop robust internal controls around key processes used in the stress testing framework. Assist planning groups with development of remediation plans for control deficiencies when needed
Responsible for drafting, maintaining and reviewing with Senior Management a Risk Control Matrix (“RCM”) listing all key controls, owners, reviewers and approvers for each stress testing process element
Responsible for coordinating examination process with APIC to test controls for all key stress testing processes and certify compliance with the RCM and applicable bank policies and procedures
Partner with APIC and Internal Audit to develop a risk assessment of key areas focusing on qualitative and quantitative criteria with impact to the Bank’s capital and liquidity position and for developing a risk rating and appropriate weighting framework to determine scope of controls approach for each stress testing process
Responsible for documenting internal controls approach (process narrative document) the Bank and Holding Company use for stress testing as well as the description of the control framework reflected in the formal Document Submission to U.S. Regulators
Apprise Capital Management team and Senior Management of control structure, changes, deficiencies and remediation plans
Responsible for partnering with counterpart at the Bank’s sister bank, First Hawaiian Bank, and for ensuring consistent control methodologies and risk assessments are carried out at each individual bank
Performs special studies and evaluations of bank activities in accordance with regulatory developments
Ensures compliance with changes in control examination requirements as a result of regulations or BNPP requirements
Identifies opportunities to streamline compliance activities and make them a seamless part of operations
Bachelor’s degree required. Accounting or Business with an Accounting Concentration degree preferred
CPA, CIA or equivalent certifications required
3 or more years of experience in a professional level accounting experience with a Big 4 Accounting firm or 4 or more years of professional level accounting experience
2 or more years of progressive accounting experience in the banking/financial services industry
Working knowledge of U.S. Generally Accepted Auditing Principles (GAAP), regulatory accounting practices in financial institutions and general background in banking operations (Finance, Treasury, and Risk related groups)
Experience in evaluating and implementing financial reporting controls
Analytical and research skills, Negotiation skills, Presentation skills

Counterparty Stress Testing & CVA Market Risk Coverage Executive Director Resume Examples & Samples

Enhance counterparty credit risk stress testing framework for use in risk management and to enable the firm to meet its industry standards and regulatory obligations
Assist Counterparty Credit Risk Managers with stress testing
Support the work of the global Credit Risk Stress Testing Committee
Develop relevant risk metrics beyond existing ones, to elucidate the risks in the CVA portfolio
Brief senior management on risks and drivers of CVA P&L, and assist in preparing materials for various risk committees, board meetings, and the quarterly due diligence presentations to the CFO
Work with model developers and the Risk Management’s Model Review Group to understand weaknesses in valuation models, and work to establish practical solutions/compensating controls
Master’s Degree in Financial Engineering or another quantitative discipline (or Equivalent), plus proven experience in Market Risk Management, Trading, Modeling, or related function
Expertise in financial modeling, including risk neutral pricing, with particular emphasis on CDS pricing and models, and Monte Carlo simulation
Ability to work independently in a self-directed way
Ability to influence, including under pressure, while retaining independence
Proven management and leadership skills
Good communications skills, verbal and written and ability to build relationships internally and externally

Capital Stress Testing Modeler, Aso Resume Examples & Samples

Developing technical model methodology documentation
Develop/assist in developing BRDs for model implementation by IT
Working with modelers to maintain and redevelop CCAR models as necessary
Develop and execute ongoing maintenance of CCAR models

Cib Avp Capital Stress Testing Resume Examples & Samples

Work as a member for the development of the Capital Stress Testing process and relevant policies for Mizuho’s U.S. operations, especially in terms of development and maintenance of Pre-Provision Net Revenue (PPNR) forecasting models; aggregate the test results, working in cooperation with risk management department, finance department and IT department
After the establishment of the BHC, serve as a member of the Capital Stress Testing team of the BHC. Coordinate with risk management department and finance department, develop and maintain stress testing models, control Dodd-Frank Act Stress Testing (“DFAST”) related documents, aggregate the results of testing and assess the capital adequacy of the BHC
Bachelor’s degree in finance, accounting, business, economics or statistics. Master’s degree is preferred
5 years of relevant work experience
SAS programming experience is required
Intermediate proficiency with writing SQL statements of database
Good understanding of models related to the Capital Stress Testing
Knowledge and experience in regulatory requirements around the Capital Stress Testing
3+ years working for a financial institution or management consulting firm in project management
Business knowledge in the financial industry
Knowledge on risk management and/or managerial accounting in financial institutions
Excellent analytical and verbal/written communication skills

Stress Testing Methodology Senior Analyst Resume Examples & Samples

Ownership of stress testing process
Good understanding of complex investment banking products / risks
Successfully develop / enhance scenario methodology for capturing key risks
Capable of managing and leading a team to deliver results under strict deadlines
Ability to present complex issues to senior management in a simple way

Senior Manager Capital Market Stress Testing Resume Examples & Samples

Design, implement and recommend market risk stress testing scenarios to ensure material trading risks are covered under stress testing program
Conduct research on severe historical market events
Identify and prioritize emerging risks to economic and financial markets
Partner with different risk groups across lines of business and relevant stakeholders for the stress testing methodology design, output usage and feedback
Continuous review and implementation of department processes, procedures and controls to ensure that operations meet internal and external controls
Stay abreast of industry best practices on market risk stress testing and on regulatory guidelines
Provide timely updates to Senior Management on significant developments either within or impacting the team
Deliver information and analysis on regulatory requirements, audit findings, required improvements, etc
Review and update existing stress test parameters
Oversee stress testing analysis and reporting
Experience and in-depth knowledge of finance, derivative products, and risk management (Market Risk, Value at Risk, Stress testing, Counterparty Credit Risk)
Result focus and ability to lead and deliver accurate results in a challenging and fast-paced environment
Superior multi-tasking skills and proven track record in critical thinking and problem solving skills
Superior project management combined with excellent inter-personal skills to build and maintain productive working relationships with stakeholders across the organization
Highly proficient communicator, both verbal and written. Demonstrated superior presentation skills. Strong detail orientation and ability to synthesize complex information – both quantitative and qualitative
Minimum 3-5 years of relevant experience
Familiarity with historical crisis and stress testing is desirable
Good computer skills (VBA, scripting languages, Unix) is preferred

VP-stress Testing Process & Governance Manager Resume Examples & Samples

Adopt existing stress testing processes and procedures in Barclays Group and tailor to the requirements of IHC. Assist in ensuring consistency in the stress testing framework adopted for IHC with those designed by Barclays Group. Update IHC stress testing procedures, standards where necessarily
Assist in confirmation of proper documentation of processes and assumptions
6+ years background in risk management is required
Experience related to the CCAR stress testing of a sizable trading book in terms of instantaneous shock and counterparty shocks
Beyond risk management, knowledge in financial projection, capital management and treasury are highly desirable
PRA and EBA stress testing requirements, risk data management such as BCBS 239, quantitative underpinning of various CCAR models
Knowledge of the operation model of CCAR and internal stress testing, including data flow, interaction of risk, finance and treasury, relationship of upstream and downstream CCAR models, population of 14Q, 14A and Y9 templates, effective methods for reconciliation, and CCAR documentation requirements
Knowledge of enterprise risk management, risk appetite framework, and model risk are desired

Manager Analysis & Stress Testing Resume Examples & Samples

Detailed review of monthly/quarterly Liquidity Coverage Ratio (LCR), Net Cumulative Cash Flow (NCCF), and Net Stable Funding Ratio (NSFR) results before submission to LFM for consolidated reporting to OSFI. This includes Analysis of monthly liquidity results, with in depth understanding of the drivers of the results behind the various liquidity metrics and how those compare with internal policy limits. Enhancing management reporting capabilities (e.g., dashboards) in this area will be a critical deliverable for the upcoming year
The regulatory reporting aspect if liquidity are still relatively new and the initial focus has been on meeting the requirements – this role plays a critical part in the work to be done to streamline processes to make them more effective and develop them into a business as usual production process
Participate in any projects to understand the impact on liquidity, analyzing the impact to various regulatory reporting metrics, internal liquidity risk management policy limits, and liquidity charges allocated to business lines (Funds Transfer Pricing). Projects may be the result of a regulatory request, a request from another group within TD, a new product initiative by TD Securities, or other initiatives identified by the TBSM management team or AVP Wholesale Bank Treasury
Oversee the creation of stress testing results for various bank-wide stress testing requirements, including Enterprise Wide Stress Testing (EWST), TDBG's Recovery Plan, the NY Branch's Resolution Plan, and any other regulatory or TDBG requirements. This includes
Demonstrated process management skills combined with strong business acumen.The candidate must have demonstrated skills in managing multiple priorities in a fast paced environment and in responding to emerging issues and demands in an effective and timely manner. Understanding of the business is critical to the identification and resolution of liquidity issues. The ideal candidate should further demonstrate capabilities to develop and establish new processes that may require organizational engagement
Good balance between process and content knowledge.The candidate must be skilled at translating a variety of reporting data into management insights that would potentially inform/support not only liquidity, but also other management decisions/initiatives. The candidate must also be able to exercise good business judgment in assessing opportunities, identifying potential problem areas, and recommending/providing solutions
Ability to make timely decisions that show excellent judgement.Addressing liquidity matters is time sensitive, and the candidate must be able to make timely decisions independently that appropriately considers and prudently addresses the risk
Attention to detail:The position is responsible for ensuring compliance with management and regulatory reporting policies and requirements. The candidate must be prepared to spend the time required to thoroughly understand all these requirements to ensure that reporting and supporting data flows are appropriate. The candidate must be prepared to “get into the weeds” to ensure that all processes are properly documented and subject to appropriate controls and to challenge the status quo
Organizationally agile with strong inter-personal skills: The candidate will be required to work extensively with different stakeholder groups in TBSM and TD Securities. The candidate must be skilled at getting things done and gain organizational buy-in using both formal and informal channels
University degree in Finance, Accounting, Economics or a related field
Ability to learn and understand complex subject matters quickly (e.g. liquidity risk assumptions, TD Securities product and systems information, and limitations of current infrastructure and IT capabilities)
Minimum 6 years of bank or treasury related experience with progressing levels of operational and/or team management responsibility
Demonstrated ability to juggle multiple job demands, work under tight timelines and deliver accurate results
Good knowledge in bank’s financial and management reporting infrastructure and strong accounting, risk and/or policy background will be an asset
Familiarity with liquidity management practices, capital markets, asset liability management principles and capital market product structures

Head of Stress Testing Resume Examples & Samples

Manage the capital adequacy stress testing process in order to optimize capital and ensure compliance with all regulatory requirements
Develop and maintain the company’s capital adequacy stress testing policy and procedures
Manage the internal and/or external development, documentation and validation of multiple stress testing models across multiple software platforms Management of third party vendors and consultants as well as internal resources to ensure efficient and effective deliverable of DFAST initiatives
Facilitate communication throughout the company to ensure an understanding and coordination of DFAST initiatives
Documentation and communication of DFAST model performance for internal and external stakeholders
Develop detailed cross functional project plans to define the tasks and owners for delivering the defined projects
Experience working with large sets of data pertaining to loans, deposits, market data, and economic indicators is required
This position is highly visible and requires the ability to work professionally and communicate with members in all levels of the organization and with external regulators
Work independently as well as in a team environment
Prioritize and manage time effectively
Strong presentation and analytical skills
Perform other duties or special projects as assigned
Master’s degree in Economic, Finance, Mathematics, Statistics or another quantitative fields
7+ years of relevant experience; preference for candidates with DFAST, financial and analytical modeling experience in a commercial bank of $10-50 billion in consolidated asset size
Comprehensive understanding of stress testing, credit risk, financial risk, operations risk and their processes
Familiarity with the banking regulations, specifically DFAST and a strong knowledge of banking products and practices
Highly analytical with great attention to detail, consistently delivering outstanding results
Must be a strategic thinker and deadline-oriented
Advanced proficiency exhibited with Microsoft Excel and PowerPoint
Excellent verbal and written skills and the ability to communicate effectively with all levels of staff, management, and externally

Avp-counterparty Credit Risk Stress Testing Resume Examples & Samples

Create effective solutions on stress testing outside the strategic platform and actively drive the strategic implementation forward
Support the manager to interact with regulators regarding stress testing methodology and analyses of Counterparty Credit Risk
Work with model validation teams to get the CCAR Counterparty Credit Risk models validated
Run the developed models during CCAR runs, and document the results for the banks CCAR submission

VP-counterparty Credit Risk Stress Testing Resume Examples & Samples

Own and manage the delivery of counterparty credit risk stress testing analysis under CCAR
Provide comprehensive explanation of the stress testing results to the risk managers and senior management, guide and lead the deep-dive analysis of the stress testing results
Work with regulatory coordination teams to interact with regulators regarding stress testing methodology and analyses of Counterparty Credit Risk
Five plus years of experience with Counterparty Credit Risk modeling, statistical analyses or stress testing & scenario analysis
A Master’s/PhD degree in a quantitative discipline
Solid leadership skills and some prior management experience
Experience with statistical tools and risk management tools
Ability to work under tight deadline and high pressure environments
Excellent communication skills – ability to present complicated modeling concepts and techniques to senior management clearly and visually
Good product knowledge across derivatives, repos, stock lending and borrowing transactions and understanding of regulatory requirements
Ability to implement proof of concept solutions in order to present or test ideas quickly and ability to support strategic implementation of finalized concepts

Head of Stress Testing Resume Examples & Samples

Must be comfortable operating in a complex and evolving regulatory environment with the need to continually identify and implement improvements to ensure HSBC does not lag peer bank capability and/or regulator expectations in relation to overall Stress Testing capability and the quality, and timeliness, of all Stress testing outputs
Must be able to function independently, and be able to initiate and drive the agenda in relation to stress testing activities, overcoming obstacles and uncertainty in a dynamic and fast paced environment with the added pressure of tight regulatory deadlines, that cannot be moved
During critical production periods, the work environment is demanding requiring significant time and focus to address risks and issues to the production process in a timely way
Able to confidently operate in a complex matrix environment with a large number of stakeholders and interested parties, from all levels internally and from multiple regulator groups
Able to foster and develop excellent working relationships with a large number of senior Business, Finance and Risk people that will be necessary to achieve Stress Testing targets. Must be confident to manage across multiple time dimensions to ensure immediate priorities, as well as medium and longer term strategic initiatives are progressing to ensure the longer term viability and success of HSBC Stress Testing activities
Advanced degree in a quantitative or accounting discipline
Detailed understanding of the risk and accounting associated with HSBC products and services
Proven experience of leading evolving frameworks in a challenging and changing risk environment
Proven leadership skills and the ability to exercise leadership, and influence others, without direct authority
Proven experience of discussing complex analytical subjects with mixed audiences (technical and non-technical, internal and external)
Advanced understanding of regulatory developments and supervisory practices, expertise in dealing with regulators on technical as well as strategic business and capital matters
Strong knowledge of the external environment – regulatory, political, competitors etc
Evidence of confidently operating at an Executive level
Proven ability to work across regions whilst maintaining a global perspective
Demonstration of strong financial acumen
Proven ability to work with senior stakeholders and business sponsors
Strong people management and leadership experience
Excellent understanding of stress testing activities and end-to-end processes

VP-stress Testing Resume Examples & Samples

Analysis focuses’ on the interpretation of the results of the stress testing and involves grouping and sorting the data, performing sense checks and validation in terms of accuracy and business relevance; revisiting assumptions where needed
The scope of the analysis involves the entire investment bank portfolio as well as some overlaps with portfolios from other clusters such as the Corporate bank and as such, covers all product types, geographies and different accounting treatments. The results are shared and validated by a number of SMEs within Risk, Reg Finance, Treasury, Front Office ( various desk heads) to ensure that the numbers are aligned with wider business medium term planning objectives. As such this process is iterative and consists of calculated data, expert judgement and senior management overlays
The person in this position will be a go to person for IB wholesale stress testing and as such will be liaising with and managing a variety of stakeholders across Risk, Finance and Treasury. They will be presenting at all Operating and Steering Committee meeting with representatives from almost every area of the bank from mid to senior grade. There will also be expected to attend meetings with the PRA where discussions on detailed methodology and processes are discussed
The job holder will be expected to drive all improvements and agree proposals on wholesale credit risk within the investment bank. In this regard, it is essential that he/she be able to summarise and explain complex technical detail to a wider audience and use their negotiating and influencing skills to converge towards a solution. This is particularly key in current conversations around methodology synchronisation used for different types of stress testing (e.g. CCAR, BoE etc), where they will need to ensure minimal amount of throw away work and maximum synergies across different initiatives
The job holder will be required to design methodologies and processes that are applicable to a wide range of regulatory exercises and work with IT and technology to establish the most applicable business and technical options leveraging current capabilities and taking into account broader future target state. They will need to be able to prioritise key initiatives and be innovative in a type of solution they propose to meet competing priorities
For instance, as model owners for the wholesale credit risk stress testing model, they will be driving the conversations with Quantitative Analytics and Development teams to guide them develop the correct approach and that correct governance process is followed
For this position, in-depth experience of stress testing within an investment bank environment is required. This involves knowledge of the relevant regulations, knowledge of the products that are being stresses, technical knowledge around data analysis and manipulation and experience of executing a stress testing process. Hence, in addition to the technical experience, this person will need to have project and people management experience (they will be managing a team of at least 2 AVP in addition to a large number of stakeholders), be high energy, team player and results orientated. Demonstrable experience of working in high pressure environment to tight deadlines is essential
They will need to fully familiarise themselves with all relevant policies and procedures form both technical and people management perspectives
Understanding of current industry state with regard to stress testing (e.g. gained as part of consultancy or PRA work) would be beneficial. Understanding of all applicable regulations related to the stress testing environment is essential as well as relevant experience in a comparable institution
There will involvement in defining and updating relevant policies, standards and operating model documents
They will be expected to contribute to the strategy setting in a collaborative and pro-active way

Senior Mgr Credit Stress Testing Resume Examples & Samples

Identify opportunities to improve credit risk stress testing infrastructure in a more efficient and effective manner across the enterprise. Provide timely, insightful, forward-looking, and actionable recommendations to enhance the stress testing infrastructure solution
Maintains an ongoing process issues log; prioritizes issues for resolution / continuous improvement
Maintaining and refining the business requirements and related processes, a critical requirement for the Bank as it sets the standard for the lines of business and operating groups and works to embed stress testing in business decisioning processes
Provide subject matter expertise and guidance stress testing infrasture requirements and the deliverables
Expand the knowledge set by understanding a range of practices regarding credit risk stress testing practices, coverage and usage among peers in the financial services industry
Coordinates execution of project deliverables across multiple stakeholders. Directs and coordinates project team members and activities to ensure the appropriate level of coordination of work and resources

Director, Model Development Stress Testing Resume Examples & Samples

Design and develop a variety of models in consumer credit for the purpose of Stress Testing and Capital Adequacy; DFAST/CCAR, PPNR, Credit Loss Forecasting, economic capital and regulatory capital covering required exposure across Synchrony Financials’ business and collaborating where necessary with internal teams; Stress Testing – Recovery and Resolution, Capital Adequacy Treasury and Finance, Enterprise Risk, Model Risk Management and Corporate Risk
Represent the Financial and Capital Modelling team as a Subject Matter Expert as it relates to quantitative risk modeling, to all internal and external stakeholders, including regulators (Office of the Comptroller of the Currency and Federal Reserve Board)
Keep pace with the latest developments in academia, regulatory environment, risk technology (vendor and internal) and financial services industry
Develop, implement and manage holistic strategies for modeling (design, development, validation, calibration, documentation, approval, implementation, monitoring and reporting) in collaboration with SYF leaders
Manage multiple, cross-functional (Risk, Finance, IT, Ops) projects addressing data, process, model, analytics and policy gaps involving quantitative risk models. Drive simplicity and efficiencies in the deployment of models, including wing-to-wing management of the model development, approval, implementation and monitoring process
Drive communication and training needs pertaining to financial and capital models, collaborating with Functional Leaders and peer Platform Leaders within the company
Develop detailed documentation of processes, procedures and performance tracking related to model development and application process as required by the Supervisory Guidance on Model Risk Management SR11-7/OCC 2011-
Bachelor's degree in risk related field (Business, Economics, Finance, Math/Stat, Operations Research, etc. with Quantitative underpinning) and 6+ years of relevant Risk or Finance experience; OR Graduate degree in Risk related field and 3+ years of experience developing or managing advance risk analytics
2+ years’ financial services industry experience
2+ years’ experience modeling for risk with SAS (or equivalent)
Advanced degree (PhD, MS) in risk related field (Accounting, Finance, Economics, Math/Statistical or Operations Research with quantitative underpinning); FRM and CFA a plus
10-15 years’ experience in risk management and model development
Strong programming skills: SAS, SQL, R, Matlab, Excel/VBA
Hands-on data analytics, risk modeling and data management experience
Knowledge of credit portfolio management, measurement techniques, financial forecasting and retail bank asset-liability management (ALM)
Team player with ability to build strong cross-business relationships
Strong project management and execution skills

Global Traded Risk Stress Testing PM / BA Resume Examples & Samples

Market Risk and/or CCR (Counterparty Credit Risk)
Traded risk methodology and regulatory frameworks,
BRD and FRD writing,
Creating data flow charts,
Previous experience in testing (UAT),
Working in a banking and technical environment,
Familiarity of Operating Model implementation alongside managing solutions delivery and supporting operational systems,
Managing complex projects with a variety of diverse stakeholder expectations,
Extensive stakeholder management,
Knowledge of where System implementations impacts Capital Requirements/RWA,
Knowledge of software development lifecycle (SDLC),
Expertise in data analysis - regression testing and large scale data comparisons,
High level of attention to detail,
Excellent communication and management skills,
Expertise in Excel, access, PowerPoint, Visio and MS-Project (or equivalent)

AVP Ccar Stress Testing Resume Examples & Samples

Stress Testing involves interactions across the Risk and Finance functions, and is currently going through a period of significant change driven by external / regulatory requirements, as well as greater internal requirements to assess the Bank’s capital adequacy, and thereby the resilience of the Bank through improved risk and capital management. In addition to a long term strategic initiative to review the operating model, infrastructure and systems requirements to support this new stress testing environment, we also need to manage the greater and more strategic focus required on our execution capability to meet the new regulatory demands for Enterprise Wide Stress Testing
Bachelor’s Degree in management, finance, economics, related field or equivalent experience
Five to Ten years of experience in a regulatory/ financial reporting production in a banking and financial services environment together with a sound understanding of underlying data and systems architectures
Demonstrated experience in delivering regulatory/financial reporting process change in partnership with other functional/business areas and IT
Strong project management skills, particularly with project and cross functional teams
Understanding of PRA process and requirements preferred
Knowledge of Private banking preferred

Manager, Stress Testing Analytics Resume Examples & Samples

Support senior modellers in the development of quantitative loss forecast models, including data analysis, writing and testing code, monitoring performance of the models, writing documentation, etc
Credit Methodology support to our stress testing programs in the US, Canada and Europe, as well as RBC-consolidated
Document RBC’s credit stress test methodologies, frameworks and practices
Wide scope for growth in other risk areas for the interested individuals. We tailor projects to the needs of RBC and the interests of team members. The scope of our group is wide. We are responsible for the stress testing program of the bank at the consolidated level, including business level reviews. We also develop, oversee or challenge stress testing methodologies for different risk types; such as retail credit risk, operational risk, PPNR and liquidity (among others)

Stress Testing Documentation Analyst Resume Examples & Samples

Assist in the development, review and updating of all Capital Adequacy Process related Policy statements for the Bank and Holding Company such as the Capital Policy, Stress Testing Policy and Risk Appetite Framework Policy
Incorporate Policies into the Holding Company and Bank DFAST-related submission documents and ensure full compliance of all statements and provisions
Assist in the review and discussion process for formal approval of policies with Senior Management and the Board, where appropriate
Help build out a sufficient infrastructure necessary to review and update documentation at least annually or as required by policy and/or regulatory mandate
Participate in the design of an appropriate governance and documentation strategy that demonstrates Bank of the West and BancWest's Capital Adequacy Process is well controlled
Help develop and manage the communication strategy with Senior Management and key partners across all business units, Finance, Risk and other support groups to ensure consistent application of Policies and adherence to provisions set forth in the statements
Partner with the Regulatory Relations team in communicating with Regulators on All Capital and Stress Testing related topics
Monitor Regulatory developments that may impact the Bank or Holding Company from a Capital or Stress Testing perspective
Partner with Capital Management team and Support groups to identify and implement ongoing enhancements to the Capital Adequacy Process and related policies and methodologies
3+ years of relevant experience, preferably in the banking industry. U.S. Basel II experience highly preferred
Demonstrated affinity for detailed text analysis and dissection of legal/regulatory requirements, recognizing key concepts behind rules, and understanding how regulations apply to banking products and practices
Good knowledge of banking, bank products, credit, operational and/or market risk management, and the bank regulatory environment
Strong organizational ability, excellent documentation & writing skills
Ability to use various software systems including Word & PowerPoint
Experience working in a highly regulated environment
Experience working with large implementation projects and basic project management disciplines
Experience in a compliance, risk management, or regulatory

Mlrm Stress Testing / Scenarios Analyst Resume Examples & Samples

Business requirements from a product /risk subject matter expert perspective, primarily related to CCAR
Test new scenarios functionality, as required, from a quantitative and user perspective
Governance structure for MLRM stress testing
Policies and guidelines (help the Global Head of MLRM Stress Testing in drafting these)
Ideally, experience in implementing CCAR (14A) within a large IB, or alternatively FDSF (Scenarios)
Experience working in a stress testing function, either within market risk management or enterprise / credit risk management
Experience in Investment banking products/risks Basic / intermediate programming skills in VB, R, SQL or alternates
Strong communication and change management skills

VP-stress Testing Process & Oversight Manager Resume Examples & Samples

Communicate CCAR guidelines and instructions to risk managers
Provide effective challenge and assistance to risk managers to ensure consistency and quality of the CCAR submission package from risk department
Lead the assembling of CCAR submission package
Track CCAR program status
Interface with CCAR stakeholders outside of risk such as CCAR central management team, treasury, finance, modellers, operations, and technology
Assist in coordinating activities related to enterprise risk management, risk appetite, risk identification and scenario generation
Bachelor’s or Masters’ Degree
5+ years of experience within Risk
3+ years background in the hands-on management of stress testing in a banking institution or a consulting firm
2+ years of market risk management background
2+ years background in the hands-on management of CCAR program in a banking institution or a consulting firm
Strong quantitative skills
Excellent knowledge of CCAR instructions. Familiar with CCAR requirements, including governance, documentation standards, data flow, relationship of upstream and downstream CCAR models, population of 14Q, 14A and Y9 templates, effective methods for reconciliation, and CCAR documentation requirements
Quantitative methodology of stress test models
Basel, PRA and EBA stress testing requirements, risk data management such as BCBS 239

Manager, Retail Credit Risk Stress Testing Resume Examples & Samples

Experienced in performing stress testing and scenario analysis
Sound understanding of Retail products (Mortgages, Home Equity Lines of Credit, Credit Cards, Auto loans, etc.), in addition to macro and micro factors that impact them
Strong technical skills (financial statements, financial modeling, data manipulation, SAS, VBA)
Strong interpersonal, presentation and communication skills
5 years relevant work experience in banking or consulting environment

Corporate Risk-wcas-stress Testing Resume Examples & Samples

Narratives
Knowledge of credit products, businesses and systems in wholesale loans and commitments
Proven proficiency in coordinating and controlling documentation efforts across multiple stakeholders
Ability to document consistently and thoroughly
Highly developed communication and partnering skills
Data analysis, preferably knowledge of Tableau but not a requirement
Preparing and intuitively presenting analytical work in PowerPoint
Proficiency in organization and attention to detail

FID, Capital Stress Testing Modeler, VP Resume Examples & Samples

Formulating, estimating and testing models, either as the developer or working with other modelers and vendors
Socializing and reviewing models and output with functional model owners
Interacting with Model Risk Management during model validation
Participate in model output challenge and review sessions
Assist functional model owners and Model Risk Management in ongoing model performance monitoring and review
Develop tools to facilitate testing and performance monitoring of models
Document model methodology and related processes
Collaborate with internal and external teams responsible for oversight, development, implementation or review of projections models
Liaise with CS’s independent model review and validation function, and address any required remediation

Senior Manager, Portfolio Stress Testing Resume Examples & Samples

Define the scope of ad-hoc stress test requests for Credit Card and Loan portfolios
Proactively seek to identify strong / vulnerable segments within these portfolios under stressful events
Inform / influence business and credit strategies based on stress testing results
Provide Strategic Insights to Senior Management that would help balance risk and reward for these portfolios

Senior Analyst, Stress Testing Resume Examples & Samples

Estimates of projected volume, revenues, losses, reserves and pro forma capital levels
Supporting documentation for analyses used in capital plan
Regulatory reporting of results and supporting documentation
Effective governance, Line of Business (LOB), Senior Management and Board Oversight
Internal Audit review
Model validation and model risk governance
Effective challenge framework
Leveraging of processes for TDS Global versus new local processes
Tactical analyses versus strategic solutions
Assist in the consolidation and calculation of stress testing results to bring together a comprehensive view of P&L, Balance Sheet, Leverage and capital
Analyze loan and OTC derivative data and help in building and running End User Computing applications
Consolidate, calculate and analyze stress testing results to bring together a comprehensive view of capital
Assist in creating results packages and facilitating review sessions and approvals
Document processes, methodologies, governance structures in compliance with internal and regulatory requirements. E.g. EUC inventory assessments, data integrity etc

Manager, Stress Testing Analytics Resume Examples & Samples

Support senior modellers in the development of operational risk stress testing models
Methodology support to our stress testing programs in the US, Canada and Europe, as well as RBC-consolidated
Research and benchmark on methodologies to ensure we are a leading institution on best practices across the industry
Document RBC’s models, frameworks, and practices
Wide scope for growth in other risk areas for the interested individuals. We tailor projects to the needs of RBC and the interests of team members. The scope of our group is wide. We are responsible for the stress testing program of the bank at the consolidated level, including business level reviews

Scenario Design & Stress Testing Framework Resume Examples & Samples

Scenario Design Process: improvement of the overall Pillar2B scenario design and implementation process and linkage to reverse stress testing
Contribute to the review current process of scenario design and implementation in order to identify control improvements and efficiency gains
Support development of an implementation plan and agreement with stakeholders
Draft document end-to-end key process steps, controls & checks, roles and responsibilities of the different stakeholders
Keep track of progress on agreed implementation plan
Reverse stress testing – provide assistance to Head of Stress Test Design to enhance reverse stress testing framework, ensuring it informs the scenarios used for ICAAP purposes
Solid analystical and problem solving skills
Challenging and inquisitive mindset
Excellent mainstream Microsoft tools (powerpoint, word, xls)
Highly organised and self-motivated individual able to learn quickly and work independently
Undergraduate degree level education
Few years’ experience in Financial Services, Consulting or Audit
Relevant experience in governance, process implementation and stress testing

Asset Management Balance Sheet & Capital Stress Testing Associate Resume Examples & Samples

Experience with building financial models; excellent Excel skills
Good analytical skills and creative problem solving skills
Strong finance/accounting skills
Experience in treasury, capital planning or financial modeling is a plus
Knowledge of Asset Management businesses is a plus

Stress Testing Project Manager Resume Examples & Samples

Taking responsibility for the management, execution and end to end delivery of discrete projects within the wider stress testing programme objectives and plan
Ensure engagement and coordination of functional requirements across MR (Risk Managers, Portfolio Stress Testing, Methodology, etc.) and other key partners of MR (Front Office, IT, Analytics, Operations, Finance, etc.)
Proven track record as a Project Manager in the Financial Services Industry, preferably from a Tier 1 Investment Bank
Prior experience of managing stress related projects, e.g. CCAR Global Macroeconomic Shocks, EBA annual stress tests or internal frameworks. Regulatory delivery experience advantageous
Sound people management skills, prior line management experience is advantageous
Strong problem identification skills coupled with an analytical and pragmatic approach to proposing solutions
Excellent written and communication skills with high competency in MS Excel and PowerPoint

SVP Central Ccar & Stress Testing Resume Examples & Samples

Stress Testing involves interactions across the Risk and Finance global functions, and is currently going through a period of significant change driven by external / regulatory requirements, as well as greater internal requirements to assess the Bank’s capital adequacy, and thereby the resilience of the Bank through improved risk and capital management. In addition to a long term strategic initiative to review the operating model, infrastructure and systems requirements to support this new stress testing environment, we also need to manage the greater and more strategic focus required on our execution capability to meet the new regulatory demands for Enterprise Wide Stress Testing
Qualified accountant/MBA/CFA with experience in finance and regulatory regimes in the US and globally
Professional writing skills
Proven ability to communicate complex ideas both in written and verbally in written format
Strong teamwork experience
Ensuring production and maintenance of high quality technical, procedural and project documentation
Proficient in all Microsoft Office applications
Knowledge of VISIO a plus but not essential

Stress Testing Business Analyst Resume Examples & Samples

Will have a minimum of 7 years Investment Banking experience
Stress testing methodologies and models
Managing stress related projects, e.g. CCAR or FDSF would be advantageous
Working knowledge of market risk metrics and processes
A background in Business Analysis work within Market Risk
Appreciation of work required to plan and deliver stress testing initiatives across Data Sourcing, Analytics and Aggregation

Stress Testing Risk Manager Resume Examples & Samples

Develop new and enhance existing stress testing design and calibration methodologies covering the UK Group’s balance sheet (unsecured funding, secured funding, lending, prime brokerage, derivatives)
Working closely with the UK Group Stress Testing team to better integrate liquidity risk into enterprise wide stress testing as appropriate
Excellent academic background, preferably an advanced degree in a quantitative discipline
Work experience in a quantitative risk management role with a focus on stress testing at a commercial bank, investment bank, or consulting firm
Broad knowledge and practical experience of all asset classes including interest rates, foreign exchange, equities and credit instruments
Practical involvement in stress testing, including model documentation
Ability to handle and analyse large data sets. Proficiency in Matlab/R is highly desirable. Proficiency in Excel, SQL and VBA is required

Analyst Stress Testing Resume Examples & Samples

Interface Planning and Support
Work and interact with stress testing modellers and data managers
Engage other stress testing workstreams for data interfaces and validation
Engage with Operational Risk and Audit for process, controls, documentation and operational related matters
Manage timelines and assurance requirements around stress test exercises
Stress Testing Governance
Maintenance and documentation of the stress testing process map, controls, model methodology, compliance framework for the entire balance sheet and P&L taking into account all different dimensions -segment, geographies and products - of the bank
Support of the BOE FDSF templates documentation that are used for regulation submission
Participation in ad-hoc capital and liquidity projects (where time is available Participation in analytics, regulatory reporting, and change initiatives
Working closely with the Head of Group Finance CLM as well as other team members for any other miscellaneous capital and liquidity projects
Experience in a governance function team i.e. audit, legal, compliance or risk management
Experience in process frameworks/reviews, controls assessment, and detailed documentation
Ability to map the current process and propose changes to improve efficiency
Highly responsive with excellent communication and presentation skills, and the ability to explain complex matters in simple and intuitive terms, to non-technical audiences
Basic knowledge of accounting and capital requirements

Associate / VP, Liquidity Stress Testing Resume Examples & Samples

Develop new and enhance existing stress testing design and calibration methodologies covering the entire non-bank balance sheet (unsecured funding, secured funding, lending, prime brokerage, derivatives)
In depth analysis of stress testing results and communication to key stakeholders
Creating high quality reports for Boards, Regulators and internal use on a regular basis
Innovate ways to identify key risks/concentrations and implement processes to actively monitor these risks
Run ‘what if’ simulations to help size limits and identify portfolio sensitivities
Review and challenge of existing stress models
Liaise with Treasury, business personnel and risk managers to ensure the appropriateness of the representation of liquidity risks
Masters degree in a quantitative field such as computer science, applied mathematics, physics or financial engineering
3-6 years relevant work experience in a quantitative risk management role with a focus on stress testing at a commercial bank, investment bank, or consulting firm
Broad knowledge of and practical experience in various asset classes, including foreign exchange, equities and credit instruments
Understanding of stress testing financial products. Background in different stress testing methodologies, including behavioural methodologies desirable

Senior Analyst, Stress Testing Resume Examples & Samples

Coordinate with all source-system data groups required for operation of the FWST system to ensure data is available when required and is suitable for use
Resolve issues affecting the reliability or quality of data provided to the FWST system
Prepare monthly reconciliations of stress testing system data against BFC and Enterprise financial data (e.g. General Ledger) and risk data
Develop, monitor processes, and improve processes associated with management of system data
Provide business training support on the credit stress testing infrastructure
Respond to business and technology inquiries regarding credit stress testing data and functionality
Support data governance management efforts by developing and maintaining key data, meta data, and data lineage requirements and participating in enterprise data management processes, and; Coordinating and guiding the assembly and delivery of data to support stress testing processes
Project accountabilities (40%)
Development and documentation of high-level, and detailed business requirements
Development and documentation of systems specifications
Development and documentation of test plans and test cases related to system data
Coordination and execution of system integration and user acceptance testing related to system data and functionality; and
Prior experience of systems development projects
Business analysis and use case documentation
Knowledge of test case design and testing methodology
Demonstrated SAS experience
Bachelor’s Degree in Engineering, Statistics. Computer Science, Mathematics or related quantitative field. Master Degree is preferred
Self-managed and results-oriented with sense of ownership is required
Organizational skills needed to handle multiple, parallel assignments
Able to collaborate with different business/user groups and technology team
Comfortable in a challenging environment with tight timelines
High-level of competency with MS Office suite of tools

Capital Stress Testing Financial Analyst Resume Examples & Samples

Bachelor or Master's degree in business-related field preferred, (Accounting, Business, Economics, Finance, Math, Statistics, etc.) with 5 to 10 years of relevant Risk or Finance experience
Strong business finance acumen, especially in Financial Services Industry with exposure to DFAST/CCAR activities and Economic Capital concepts
Demonstrated experience working with diverse teams focused on portfolio data, processes and analytics
Strong knowledge of MS office tools, and potentially data mining tools (Access, SQL, SAS, etc.)
Knowledge of or direct experience with regulatory reporting is a plus

Stress Testing & Portfolio Analyst Resume Examples & Samples

Ensure appropriate risk coverage for Stress Testing
Working closely with Treasury & Regulatory Controllers to assist the Risk Management contribution for the ICAAP for Pillars 2A and 2B
Brief senior management on risks affecting the firm
Strong product knowledge of one or more asset classes, knowledge of VaR
Knowledge of Basel and economic capital frameworks and stress testing advantageous
Ability to create Models used to analyze risk results
2-3 years relevant work experience in market or credit risk at a commercial bank, investment bank, or consulting firm is a plus
Proficient in use of Excel, VBA and SQL
Ability to handle and analyze large data sets

Ccar / Stress Testing Resume Examples & Samples

Insight into a new and evolving discipline
Ability to interact with different Business Divisions and Control & Support Functions across the bank
Provide an enterprise level overview of CCAR, and Capital Adequacy processes and capabilities to develop and manage the Bank’s Capital Plan
Develop a fundamental understanding of the Bank’s Risk and Capital processes
Critically evaluate information gathered from multiple sources, reconcile conflicts, decompose high-level information into details and abstract up from low-level information to a general understanding
Proactively communicate and collaborate with external and internal customers to analyze information needs
Present information in a clear and concise manner for reporting to stakeholders and senior management
5+ years of experience in Program Management for Banking or Capital Markets at a top tier consulting firm (preferred) and/or significant experience in managing Dodd Frank, Risk, Regulatory, Capital Planning or similar projects for large bank
Well versed in process and project management skills, with the ability to identify and analyze multiple data points
Superior relationship management skills including ability to collaborate with multiple business partners and colleagues to facilitate communication and program reporting

Portfolio Stress Testing Resume Examples & Samples

Providing cross-asset and portfolio focused analysis of stress P&L
Briefing management on the key drivers of portfolio level stress P&L
Improving and designing a current set of portfolio level stress tests
Working with asset class risk mangers to help identify illiquid and concentrated risks
Participating in and contributing to cross function group-wide stress testing
Engaging in strategic projects
Liaising with key stakeholders within MRM, Front Office (FO), Information Technology (IT) and Finance
Becoming a Subject Matter Expert (SME) on key stress testing related regulations
Documenting framework, methodologies, scenarios and portfolio drivers
Producing ad hoc presentations

Head of Stress Testing & Scenarios for IHC & Other Legal Entities CRO Resume Examples & Samples

Oversees and manage overall Material Risk Factor Identification (MRFI) for US LE. Ensures that all material risks are identified, analyzed, mapped, quantified, documented and reported in a timely, effective and transparent fashion and included in the relevant risk measures
Oversees and coordinates all explanation behind data issues for stress testing CCAR
Recruits, develops, manages, trains direct reports; ensures direct reports are appropriately skilled and qualified
LI-DG1*

VP, Stress Testing Resume Examples & Samples

This position may be found in one of the following areas: Other global regions capital planning teams undertaking capital planning and ICAAP processes for local regulatory and Group purposes
Qualified accountant/MBA/CFA or equivalent experience in finance and regulatory regimes in the US and globally
Knowledge of the principles of bank capital and regulatory policy
Knowledge of US GAAP and IFRS accounting principles
Knowledge of Wdesk (Workiva application) and Visio a plus but not essential
Ability to work with little supervision and make recommendations regarding assigned projects to management
Ability to deal with change
Intellectually sharp and inquisitive
Good interpersonal, leadership and influencing skills
Able to influence without authority
Proactive, has drive and energy
Solution orientated, taking ownership of issues to resolution
Strong communications skills at all levels

Stress Testing Project Manager Market Risk Resume Examples & Samples

Taking responsibility for the management, execution and end to end delivery of discrete projects within the wider programme objectives and plan
To ensure engagement and coordination of functional requirements across Market Risk (Risk Managers, Portfolio Stress Testing, Methodology, etc.) and other key partners of Market Risk including but not limited to Front Office, IT, Analytics, Operations, Finance
Support and coordinate User Acceptance Testing (UAT) activities, project roll-out and transition to RTB as required
Use of standard project management tools and techniques to maintain transparency of project plan, key milestones, work allocation and accountability to all stakeholders

Market Risk Management Specialist Scenario Analysis & Stress Testing Resume Examples & Samples

Measuring the market risk exposure of the firm using a variety of tools including, sensitivity analysis, scenarios, Value at Risk (VaR) and Economic Risk Capital (ERC) CS’s in house capital measure
Monitoring risk exposure against limits and the effectiveness of trading risk flags via quarterly reviews
Managing risk exposure by ensuring effective risk measures and appropriate MRM limits
Testing model effectiveness by backtesting VaR vs P&L
Development and validation of the firm’s market and liquidity risk models and methodologies
Verification of CS’s in house product valuation models
Review existing and develop new scenarios for the trading businesses within CS’s Asia-Pacific division
Set and monitor scenario limits
Provide detailed analysis on all scenario exposures, and work closely with the market risk analysts in Asia-Pacific on understanding and interpreting scenario results, as well as suggesting mitigation strategies for large exposures
Support the APAC Head of Market Risk with setting scenarios and providing detailed analysis on an ad hoc basis
Interact with and provide challenge to traders and senior front office management with regards to scenario exposures
Interact with Front Office quants and IT to drive the implementation of scenario capability and infrastructure
Liaise with the MLRM global scenarios teams in London and Mumbai, and keep Asia based risk managers up to date on all new scenarios related projects and developments affecting businesses in Asia
Respond to and interact with local APAC regulators in relation to all aspects of stress testing and scenario analysis
A suitable candidate would be educated to degree level, preferably in a numerate subject. They should have 5+ years working in a professional environment (e.g. Investment Bank, Asset Management Firm, Big 4 Accounting Firm). An advanced degree in finance or a quantitative science and/or a professional qualification would be desirable
Experience and understanding of various financial instruments across different asset classes is essential. The candidate needs to be familiar with varied derivative instruments and their characteristics (e.g. use, pricing, risk). They must be able to rapidly grasp, apply and explain detailed technical concepts
A good understanding of global financial markets with specific focus on the Asia-Pacific region is required
The candidate should be comfortable working with computers. Experience of programming (VBA within Excel and/or C++) is preferred
As the candidate will be dealing with senior members of the firm on a regular basis, he or she will need to have a professional manner with good interpersonal and communication skills. They will be required to produce high quality work, under pressure and to tight deadlines. The candidate should have excellent verbal and written English language skills

VP Central Comprehensive Capital Analysis & Review Stress Testing Resume Examples & Samples

Knowledge of the full project life-cycle from requirements through implementation a plus but not essential
Demonstrated experience preparing regulatory reporting or submissions, as well as interacting with regulators
Strong communication skills at all levels

Director Industry & Retail Stress Testing Resume Examples & Samples

Collaboration, leadership and influencing skills are essential
Change management skills are critical to the successful execution of new initiatives
Strong analytical skills and financial modelling experience are an asset, with an ability to grasp new concepts quickly

Traded Risk Stress Testing Business Analyst Resume Examples & Samples

Key member of the team, responsible for supporting programme manager throughout the stress testing process
Responsible for business requirements and supporting the design, build, test and implementation of consistent and robust StressTesting Credit Risk and Control systems and processes based on official Wholesale & Market Risk Management methodology and in line with WMR systems' strategy
Responsible for documenting business requirements through discussion with Risk Managers & Risk Controllers and working with Risk IT on designs & solution specifications
Responsible for User Acceptance Tests (UAT); including test approaches, test plans, test cases and testexecution
Responsible for migration & implementation planning and support of business changes into production
A key element of this role is to manage stakeholder relationships in the business for all change related to multiple business initiatives in the Finance & Risk functions
Key relationships with team members/Group/Regional/Finance Teams/Risk Teams/IT/GFC are essential
The jobholder will have to influence, motivate and guide a 'virtual' team situated overseas in multiple locations

Counterparty Stress Testing & CVA Risk Management Analyst Resume Examples & Samples

Coordinate the Counterparty CCAR stress test and validate/explain results
Drive improvements in the counterparty stress testing infrastructure by working closely with IT and Market Risk
Develop a suite of comprehensive stress tests that highlight the key risks in the global and local portfolios
Allocate CCAR capital to the different businesses and work with traders to estimate CCAR impacts of new transactions
Continuously monitor risks, VaRs, financial markets, and P/L associated with the CVA business
Regularly speak with traders on new deals and hedging strategies
Set and enforce market risk limits that are aligned with the Firm’s (and local legal entity’s) risk appetite
Create and deliver presentations articulating key risks and portfolio changes to senior management in a timely fashion
Assess the suitability and performance of pricing and risk models
Work with relevant groups to address material deficiencies
Excellent academic background, including advanced degree in a quantitative discipline, such as mathematics, sciences, economics, finance or engineering
Fluency with SQL, R, MS Excel, VBA
Strong problem-solving and implementation abilities
Desire to learn and prosper in a highly dynamic environment
The highest level of personal integrity

Head of Stress Testing Framework & Scenario Design Resume Examples & Samples

Solid interpersonal and leadership skills
Excellent organizational skills and ability to take decisions
Challenging and inquisitive mindset with attention to detail
Advanced user of mainstream Microsoft tools
Experience with stress testing, scenario design and team leadership
Prior experience in Banking institution or consulting firm

Credit Stress Testing Methodology Lead Resume Examples & Samples

Present methodology developments along with impact analysis to key stakeholders (senior management, regulator, board)
Better integrate scenario results with decision making process of senior management and board as stress testing is viewed internally as an internal risk management / business planning tool and not just as a regulatory requirement
Develop and improve existing credit risk stress testing methodology for lending and counterparty exposures. This would involve working closely with Credit Risk modelling team to understand and provide effective challenge to approaches developed by the team. This is the most challenging part of the role as there is a lot of scope for creativity and out of the box thinking to come up with innovative solutions
Come up with alternative challenger approaches to benchmark results driven by the primary models developed by Credit Risk modelling team

Stress Testing Scenario Design Resume Examples & Samples

Contribute to the scenario design process and ensure consistent implementation of various stress testing policy frameworks
Lead improved linkage of the scenario design and the risk identification process within private banking and wealth management businesses
Ensure the scenario design process captures risk profile of the firm as well as key macro, political and regulatory risks Credit Suisse is exposed to at the firm/ legal entity level
Coordinate with teams across risk/ business/ finance/ Research to ensure appropriate scenario granularity for a robust private banking stress testing process
Coordinate with the private banking and wealth management stress testing model development team to enhance the scenario generation and expansion models
Presentations to the senior management/ governance forums on a range of forward looking scenarios
This role offers high exposure to senior management, including front office research and businesses. Moreover the role is within one of the fastest growing and critical areas within risk function

Stress Testing Business Analyst, Risk Change Resume Examples & Samples

Provide thorough understanding of various risk types, particularly Liquidity, Capital, Market and Credit
Assist the delivery of bank-wide Stress Testing, including ICAAP and the Bank of England stress tests
Work closely with the business users in understanding and analysing change requirements for Risk infrastructure changes
Write detailed business requirements (BRD) and functional specification documents (FSD) that effectively articulate business requirements and proposed change
Work with the vendors (where applicable) and internal technology teams in facilitating the specifications work
Provide liaison between the vendors (where applicable) and business users to support the development process
Undertake functional testing of the delivered functionality to ensure it meets the requirements and where required document issues and manage to resolution
Provide specialist support to the business users during UAT
Engage with key business and technology stakeholders for requirements and regular progress updates
Support the project manager from conception through to post-implementation review, ensuring all necessary governance steps are followed correctly and completely
Provide regular risk/issue updates to the Project Manager

Stress Testing & Portfolio Analysis Resume Examples & Samples

Supporting Senior team members in executing the framework for various cross risk capital initiatives for the UK legal entities including
Strong academic background, with a degree in a quantitative subject or equivalent
Relevant work experience in Market or Credit risk at a Commercial bank, Investment bank, or Consulting firm
Knowledge of Basel and economic capital frameworks advantageous
Highly organized, with close attention to detail and Strong written and verbal communication skills

Stress Testing & Portfolio Analysis Resume Examples & Samples

Identifying, measuring and analysing the aggregate portfolio risk for the UK Group, including Market, Credit and Counterparty risk, highlighting vulnerabilities across the portfolio
Assisting in the development of new methods to measure and manage cross-risk concentrations
Provide commentary and analysis on the main portfolio risk concentrations and vulnerabilities for periodic Risk packs submitted to the Executive and Board level committees
Engagement with London based stakeholder’s to ensure an accurate reflection of the key risk highlights in the weekly, monthly and quarterly Senior Management committees
Assisting in the review and enhancement of the Risk Appetite framework, to ensure it remains relevant to changing business and market conditions, and adheres to regulatory standards and expectations
Relevant work experience in Risk Management at a Commercial Bank, Investment Bank, or Consulting firm
Good product knowledge of one or more asset classes, knowledge of VaR
Strong written and verbal communication skills, ability to distil technical information and present key facts
Ability to build strong working relationships across a number of different areas
Accurate delivery and ability to work to tight deadlines

Stress Testing Financial Analyst Resume Examples & Samples

This position may be found in one of the following areas: Other global regions capital stress testing teams
Bachelor degree, preferred in accounting, finance, or economics
Experience in U.S. or international regulatory stress testing a plus
Proven ability to communicate complex ideas both verbally and in written format
Knowledge of the full project lifecycle from requirements through implementation a plus but not essential

Stress Testing Change Delivery Senior Program Manager Resume Examples & Samples

The jobholder will have direct control over the planning and delivery of projects within the usual authority limits for a GCB3 Manager and may be required to work independently or part of a team. They must have awareness of project management methodologies and ensure that procedures to control projects are in accordance with Group Standards. They may be required to manage multiple projects involving interaction with several business areas
The jobholder will not be subject to close supervision so will be expected to exercise initiative in proactively overcoming obstacles to success. They will be expected to adopt a flexible approach in terms of working hours and travel to other locations
Undergraduate or postgraduate degree in Science, Business Administration or a related field. MBA preferred
Navigating – understanding and translating bu/function strategy into own team and aligning directions accordingly
Aspiring – being ambitious about providing the highest standards of delivery and embedding them in the team
Driving – setting stretching goals for self and team and delivering them with courage and tenacity
Mobilising – authentically engaging with team, colleagues and business partners to deliver at pace
Sustaining- making considered decisions that protect and enhance HSBC values, reputation and business
The Senior Projects/Programme Manager should have a minimum of 15 years experience in technology, project management, banking, and/or operations
Proven project management track record and ability to manage complex, concurrent efforts
In depth knowledge of business process development a must
Overall financial services industry knowledge with specific functional expertise
Demonstrated ability to build and maintain effective relationships
Excellent decision making and problem solving skills
Proven ability to manage staff, both direct and indirect
Ability to motivate and lead people, employing appropriate management styles
Have expert knowledge project lifecycle and methodologies
Strong facilitation and sound leadership skills
Strong financial planning skills – able to forecast budget and resource needs, adjusting plans as business needs change
Negotiation, influence, mediation and conflict management skills
Ability to develop cohesive working relationships with business partners
Excellent written & verbal communication skills, other languages an advantage

Senior Manager, Provisioning & Stress Testing Resume Examples & Samples

7-10+ years' experience of credit risk model development in mortgage and commercial portfolio risk
Proven leadership and team and relationship building skills
Previously managed a credit risk modelling team with experience in rule based, statistically based and bureau based credit risk models
Proficiency with numerical software such as SAS, SQL, R, @RISK and MatLab
Undergraduate degree in one of the following: Actuarial Science, Finance, Economics, Commerce, Mathematics or Statistical related disciplines
Proven track record of understanding and knowledge within the financial services industry/risk management disciplines

Ccar Pmo-capital Planning & Stress Testing Resume Examples & Samples

Ability to interact with different Lines of Business, Control and Support Functions across the Bank
An enterprise-level overview of Capital Planning, Stress Testing and CCAR processes and capabilities to develop and manage the Bank’s Capital Plan
A fundamental understanding of the Bank’s risk and capital processes
The opportunity to work with a large team
Work independently with team leads/teams/management
Degree from top tier institution
Experience in Program Management for Banking or Capital Markets and/or significant experience in managing Dodd Frank, Risk, Regulatory, Capital Planning or similar projects for a large bank
Knowledge of Broker-Dealer functions and securities preferred
Exceptional process and project management skills, with the ability to execute against tight deadlines and remain agile to evolving requirements
Superior relationship management skills including ability to collaborate with multiple business partners and colleagues to challenge the status quo, influence appropriately and partner on developing solutions
Experience with MicroSoft Project preferred; MicroSoft Excel, Powerpoint, Word required

CVA Stress Testing & Scenario Analyst Resume Examples & Samples

Analyzing the results of scenarios and stress tests, using knowledge of markets and risk exposures to construct new scenarios and interpret results. Working closely with the Risk Infrastructure team and IT, to ensure that key scenarios are produced on a timely and accurate basis
Candidates will be expected to show good judgment of risks and an understanding of risk areas covered, in particular Fixed Income and Equities, including markets, models and products. Strong IT skills are required to facilitate data analysis
The role involves working closely with several other areas including IT, Risk Infrastructure, Model Risk and the Business Unit, therefore the candidate must be able to develop strong working relationships and be able to communicate clearly, both in writing and verbally

Ccar Credit Risk Management Stress Testing Results Specialist Resume Examples & Samples

Support CRM focused IHC stress testing activities and CCAR related to GMS results, analysis and documentation (with particular focus on GMS Largest Counterparty Default Loss) and 9Q Counterparty Credit Risk RWA projections results, analysis and documentation
Support documentation for the Capital Plan and appendices, including related GMS and 9Q results
Support remediation efforts to address findings based on regulatory feedback and self-assessments
Work closely with audit and model validation teams in order to identify and improve weaknesses in CCAR models
Support development of reports/ decks to be presented to Americas senior management

CIB F&BM TCP Stress Testing Resume Examples & Samples

Strong Analytic mindset and creative problem solving skills
5+ years of experience in finance area, particularly a plus to have knowledge of banking-book products, loan pricing models and capital
Strong Excel skills and database knowledge, knowledge of VBA is a plus
Ability to review processes and automate them to make them more efficient

CVA Capital & Stress Testing Risk Manager Resume Examples & Samples

Good understanding of fixed-income and derivatives pricing
Familiarity with legal documentation in the context of derivatives and/or regulatory rule publications
An understanding of market risk, counterparty credit risk and CVA modeling would be beneficial

CIB F&BM TCP Stress Testing RWA Associate Resume Examples & Samples

BA / BS degree required
3+ years of experience in finance area, particularly a plus to have knowledge of banking-book products, loan pricing models and capital
Ability to analyze large volumes of data

Risk Stress Testing Group Lead Resume Examples & Samples

Coordinate execute CCAR related activities and deliverables relating to BBDE risk models and model output and risk management with colleagues in multiple teams, including Barclaycard, Barclays Americas, Finance, Technology and Treasury to help resolve open issues and ensure deadlines and quality expectations are met
Align with the various CCAR workstreams to ensure Retail Credit Risk deliverables for BBDE Risk, instructions and project deadlines are fully communicated and committed to
Provide coordination and analysis of CCAR and other stress testing related activities within the IHC and BBDE
Support IHC and CCAR regulatory and control-related requirements and processes. Ensure CCAR Governance Framework is clearly communicated; support effective Review and Challenge process
Monitor and analyze BBDE portfolio performance, risk exposures and risk appetite. Identify emerging risks. Monitor economic indicators and industry trends
Support BBDE and IHC risk leadership in coordination of reports and deliverables to regulators, Board and Executive Committees, and executive leadership

Octon Stress Testing Resume Examples & Samples

Marketing Channel Optimization & targeting
Pricing and product analytics stressing
Leveraging economic environment conditions to change valuations
P&L ownership of adverse conditions impact on performance
Creating stressed environment acquisitions playbook strategy
Creation of an acquisitions stress testing valuation process that meets or exceeds regulatory expectations
Ownership of Acquisition Stress testing valuations
Development of strategy playbook that summarizes acquisition strategy changes tied to specific economic warning signs and measures

Cib-credit Portfolio Group Capital & Stress Testing Resume Examples & Samples

Managing the majority of the retained credit risk generated by the client-driven activities of the CIB which covers a portfolio in excess of $250bn across traditional credit products and credit risk associated with derivative counterparty transactions
Managing the market risk which arise from counterparty risk in derivative & securities transactions undertaken by the CIB & the Commercial Bank
Hedging funding risk and ensuring the efficient utilization of assets in collateral agreements with derivative counterparties
Working with stakeholders (such as Lines of Business [LOBs] and the Regulatory Capital Management Office [RCMO]) to facilitate the efficient use of capital, particularly of those components of total capital most related to CPG activities (CVA RWA, Default RWA and TCP RWA)
Executing firm-wide regulatory CVA/FVA stress testing including CCAR, ICAAP and Risk Appetite and presenting the results to senior management and regulators
Partnering with the Credit organization in overseeing the firm's counterparty credit calculation systems and ensuring that credit risk is properly measured and represented in the risk management systems
Strong communication skills, plus ability to work in partnership with several other groups on a shared agenda
Numerical and technical skills at the level of BS (or higher) in Physical Sciences, Maths, Engineering, Economics, or similar
Experience working in, or with, a derivatives business
An understanding of counterparty credit risk and CVA modeling would be beneficial

100

CIB MR Stress Testing Resume Examples & Samples

Partner with all LOB Market Risk coverage and Market Risk MO to support and enhance FSI process, stress explain and analysis
Ensure consistency and continuity of methodology within market risk stress across lines of business
Lead and execute adhoc projects namely FSI methodology implementation
Existing knowledge of financial markets and market risks

101

Ccar Capital Planning & Stress Testing Quality Assurance Resume Examples & Samples

Ensure enhancement plans and progress is consistent with expectations to remediate outstanding regulatory, audit and self-identified findings
Lead annual self-assessment effort across the capital planning program
Bachelor’s degree or higher with a concentration in Business, Economics, Finance or related field
Strong project management skills, ability to balance workload and prioritize effectively, and ability to meet commitments
Demonstrated ability to work effectively with teams, matrix management, and multiple stakeholders
Working knowledge of COSO and internal audit preferred

102

Ccar-capital Planning & Stress Testing Quality Assurance Resume Examples & Samples

Manage key portions of the end-to-end enterprise-wide CCAR process and control framework, including but not limited to: performing risk assessments, identifying and documenting controls, and assist with developing and managing the capital planning and stress testing playbook
Aggregate and track CCAR program remediation issues and areas for improvement (e.g., MRIAs, MRAs, other supervisory matters, audit findings, self-identified issues)
Coordinate with internal audit regarding findings related to CCAR program and its dependencies
5+ years of experience in capital planning, regulatory affairs, or internal audit at a financial institution or regulatory agency (e.g., FRB, FDIC, etc.)
MBA/CFA preferred

103

Manager, Wholesale Credit Stress Testing Resume Examples & Samples

Strong knowledge of Basel Rules and methodology used in measuring Losses and Regulatory Capital
Strong knowledge in performing stress testing and scenario analysis
Strong knowledge in Credit Risk concepts and parameters
Knowledge and experience using SAS tools is a requirement
Advanced SAS Certification or equivalent skill set
Experience with developing MS Excel reporting solutions
Bachelor’s degree in Business Administration, Statistics, or equivalent combination of education and experience
Strong attention to detail to achieve superior quality of deliverables
Strong technical skills (data manipulation, programming, SAS, SQL,R)
Analytical and problem solving skills
2-3 years relevant work experience in banking or consulting environment

104

VP Stress Testing Process Senior Manager Resume Examples & Samples

Responsible for process management, orchestration and coordination of IHC risk stress testing program for Barclays Americas. VP would be responsible for project management, managing timeline and competing priorities for a 10 person team
More specifically, VP will be responsible for the coordination of wide varieties of deliverables. Internal audit review and regulatory review, tracking reporting timeline, committee timeline, and track issues resolutions
Liaise and communicate timeline, expectations and requirements with wide range of stakeholders in the firm, including business, risk and finance
A person with project management background with some level of risk experience is needed
Monitor the stress testing process designed. Track progress of the team’s execution. Escalate when needed
4 year - Undergraduate degree
2+ years of PowerPoint usage
5+ years of experience in financial markets
5+ years of experience in project management
FRM, CFA and/or business school background
Experience in risk governance
2+ years of experience in managing large scale projects
2+ years of experience involving risk management
2+ years of experience working in investment banking or trading. Familiar with operations of an investment bank is a plus
Experience in RCSA
Have experience in operations, control or as business managers
Have experience in CCAR program
Team player Organized
Can work under time pressure

105

Senior Manager Retail Stress Testing Resume Examples & Samples

Assist management with the selection of stress test scenarios
Assist in the preparation of stress testing results for discussion by management
Maintain knowledge of best practices related to stress testing
Assist with data initiatives regarding sourcing of retail data
Collaborate with peers in EST on initiatives around EWST and ad hoc analyses
Experience in credit risk and credit products. Specific stress testing experience is desirable
Collaboration and influencing skills are essential
Knowledge of Canadian and international economies, of industry news and their economic drivers

106

Portfolio Stress Testing Resume Examples & Samples

Assist with the management, coordination and execution across all Portfolio Stress Testing deliverables and strategic initiatives. This includes major external Stress Testing exams such as the EBA / ECB Stress Test, enhancements to the current stress testing framework and the Strategic Stress Scenarios programme
Stakeholder management within MRM Portfolio & Stress Testing, across the MRM department and with other departments such as Finance, Treasury, IT
Management updates and presentations
Project planning and sequencing
University degree preferably in Economics, Mathematics or other quantitative subject
Strong understanding of Market Risk / traded products
Excellent writing skills
Conversant & interested in macroeconomic / geopolitical events, both current and historical
Good understanding of Market Risk measurement techniques
MS Office proficient, especially Excel, Word and PowerPoint

107

Portfolio Stress Testing Resume Examples & Samples

Setting up, running and enhancing full revaluation stress scenarios for Market Risk
Actively participating in various workstreams to deliver the strategic stress scenario programme
A Bachelors degree preferably in computer science and/or mathematics/statistics
Relevant post graduate qualifications (beneficial)
Familiarity/experience with key regulatory deliverables and developments in stress testing
Conversant & interested in macroeconomic/geopolitical events, both current and historical
Good understanding of market risk measurement techniques

108

Senior Business Analyst Wealth Management Stress Testing Project Resume Examples & Samples

Identifying and documenting business requirements from key business stakeholders, namely from Credit Risk Methodology team
Conducting data analysis and data quality checks
Manage exchange with SMEs and coordinate project delivery to ensure that the needs of business stakeholders are met
Working jointly with IT and business organizations to implement effective business solutions
Support of the overall project delivery to ensure that all requirements are addressed
Working independently under the guidance of a senior project lead
Working effectively in and leading working groups with diverse Business stakeholders to ensure requirements and priorities are successfully met
Providing up-to-date status report throughout the release cycle
Managing business testing and user acceptance testing activity
Solid relationship building and consultation skills as well as an ability to establish and maintain positive working relationships with peers, management, key stakeholders and clients
Flair for risk methodologies and models, experience in Stress Testing or Scenarios a great plus
Familiarity of Credit Derivatives
Self-motivated and proven ability to work with little supervision

109

VP-enterprise Risk Stress Testing Controls Resume Examples & Samples

Evaluate the required stress testing control framework for CCAR and 14A schedule development within the overall CIT CCAR Internal Controls workstream
Test the controls supporting the end to end processes in completing FR Y-14A regulatory filings (i.e. report mappings, documentation of adjustments, referential data quality) to assess the accuracy and completeness of regulatory reports
Review and compare the reporting specifications for regulatory reports to the reporting instructions and assist in developing appropriate procedures
Prepare summary reports and produce metrics for senior management highlighting key issues and remediation status
Identify areas where reporting improvement is needed and monitor remediation efforts
Collaborate with data owners/ providers to formulate remediation steps to enhance ERM's internal control environment
Apply knowledge of control policies, standards and guidelines to perform implementation and conformance testing
Define the scope of spreadsheets to be monitored within ERM as part of the CCAR stress testing controls. Create and maintain an inventory of spreadsheets in scope and develop and apply standards for spreadsheet controls
Thoroughly document ERM's stress testing control framework including policies, procedures and process flows
4+ years of Public accounting experience at CCAR institution or top-tier consulting firm
Experience with developing the control framework for the FRBNY stress test report submission and/or creating the Intermediate Holding Company (IHC) control framework
Good understanding of SOX, internal controls and governance of a Finance function within a commercial bank obtained from accounting firm/audit experience/regulatory reporting/financial control experience
Good understanding of the banking and broker dealer regulatory environment and filing requirements with FRBNY or OCC regulatory reporting experience
Able to manage multiple pieces of work at the same time whilst keeping manager informed of progress on a regular basis
Excellent communication (both oral and written) and interpersonal skills at all levels
Strong analytical-thinking and problem-solving skills
Proficient in Microsoft Excel and PowerPoint and Visio
Team player with delivery-focus and ability to drive process forward
Able to challenge current processes and develop recommendations for alternate solutions
Able to work independently with limited supervision to improve and enhance a process and grasp new concepts quickly

110

Senior Manager Resolution Planning & Capital Stress Testing PMO Resume Examples & Samples

Bachelor’s Degree preferably in Finance, Accounting, English, Law, Business or other related field
8-12 years’ work experience in financial services, banking, consulting or audit experience
Demonstrated experience in managing complex and cross-functional projects under tight deadlines
Prior experience in Finance, Treasury, Accounting or Risk Management is required
Understanding of banking industry and/or Federal Regulatory structure
Proficiency with MS Office including Excel, Access, Word, PowerPoint and Visio
Excellent writing skills, including editorial skills
Extremely high level of accuracy and attention to detail
High level of discretion and confidentiality
Proficient in Microsoft Office Programs
Ability to coordinate multiple projects with clear focus on timelines, including projects with short deadlines and multiple deliverables
Excellent interpersonal skills with the ability to effectively interact with all levels of management and personnel
Master’s degree in Business Administration Finance or other related discipline preferred

111

Registered Nurse Cardiac Stress Testing & Cardiac Rehab Float PRN Tampa Florida Resume Examples & Samples

Current RN license
Current certification: BLS, ACLS and PALS
Minimum 1 year acute experience in Cardiac Stress Testing

112

Stress Testing BA Resume Examples & Samples

Gathering user requirements
Designing solutions for user requirements that fit into, and enhance, global market risk IT platforms
Perform system testing, and assist risk managers with user acceptance testing
Implementation and adherence to quality assurance principles and processes
Previous Stress Testing \ Market Risk experience (5+ Years)
Experience of Full Project Life Cycle
Able to understand & capture Stress Testing requirements from Stress Testing Group, Risk Managers & MO and articulating these clearly in Business Requirement Documents (BRD)
Responsibility for defining Phased Test Approach and execution of Test Cases as part of formal UAT
Responsibility for capturing and maintaining formal QA / UAT Issues Log
Creation of JIRAs for additional development effort carried over for prioritisation in subsequent releases
Co-ordination with QA Testers to ensure they have a sufficient understanding of the scope of each phased delivery to ensure efficient use of QA testing resource
Proven analysis and decision-making skills - ability to capture and understand business requirements
Prior experience of working closely with Risk Technology team to help provide input to Market Risk Architecture
Preparation and presentation of documentation that can be understood by non-technical business users
Market risk experience
Personal drive - demonstrates energy, initiative and stamina to achieve and exceed targets and motivate colleagues
Experience of implementing market and credit risk based software solutions
The ability to analyse data (both input and output) and determine issues and problems
Good understanding of some or all complex equity, interest rate, fx and credit derivative products
Good VBA & SQL skills
Engaging personality

113

Credit Stress Testing, Risk Management Resume Examples & Samples

Perform stress test calculations using internal credit risk exposure models for EMEA or UK Group portfolios across asset classes, including
OTC derivatives
Securities Financing Transactions (SFT), including Prime Brokerage
Loan products
Validate stress test results ensuring accuracy by working closely with
Credit Risk Methodology Group (CRMG) on understanding and challenging existing methodologies for the calculation of different risk metrics
Credit Middle Office and Credit IT to identify and resolve data quality issues
Close coordination with Credit Risk Officers and EMEA Portfolio Risk Team for in-depth quantitative and qualitative analysis of the stress test results
Preparation of materials and presentation of credit stress testing results at risk committees
Master’s degree in Mathematics or Quantitative Finance
Proven experience in Valuations
Strong analytical skills and familiarity with Counterparty Credit Exposure management, including industry standard models used
Ability to work independently in a self-directed way to thrive in collaborative, team oriented environment
Detail oriented with strong organizational skills, such as ability to prioritize, multi task and meet deadlines in fast paced environment
Good working knowledge of SQL, Matlab, Python, and Excel VBA

114

CVA Stress Testing Risk Manager VP Resume Examples & Samples

Identification, assessment and monitoring of counterparty mark-to-market risks across the portfolio, including implementation of processes to actively monitor these risks. Calibration and enforcement of risk limits aligned with the Firm’s risk appetite. Oversight of the risk monitoring process
Active dialogue with business units, risk management colleagues, and other groups regarding business strategies, risk representation, and limit compliance
Detailed risks analysis, highlighting both direct and indirect vulnerabilities in the portfolio. Development of a suite of comprehensive stress tests to highlight key risks, and projects to improve accuracy of XVA measurement
Work closely with CCAR stress test team to validate inputs, design appropriate scenarios, verify shock implementation and communicate results
Communication of results of analyses with relevant stakeholders. Preparation and presentation of briefings to senior management, Boards, and regulators on key risk issues on a regular basis
3+ years relevant experience working in trading, risk or finance / treasury at a large financial institution. Preference for candidates with front office or desk-facing experience
In-depth knowledge of fixed income products with preference for candidates with broader experience. CVA / XVA experience a plus but not necessarily required
Quantitative orientation with strong intuition and ability to make judgments based on incomplete data. Ability to synthesize complex problems and conceptualize appropriate solutions
Strong technical skills, including high proficiency in Excel. Programming skills (VBA, R) are advantageous. Candidate should demonstrate database fluency and be comfortable working with large datasets via SQL
Experience with risk systems processes and infrastructure, particularly as used in stress testing
Excellent academic background, preferably with a degree in business, finance or a quantitative discipline. Higher degrees or other qualifications, such as an FRM, also considered favorably

115

Stress Testing Economist Resume Examples & Samples

Regularly reviewing our existing stress test scenario library, adjusting them where suitable to make sure that significant market and economic developments are built in
Embellishing scenarios handed down by our regulators, adding parameters to take account of our geographical footprint, portfolios, and strategies to make sure that we are fully compliant, and that the picture in the results of the tests is as true to life as possible
Frequent contact with regulators like the Bank of England, the PRA, and the European Banking Authority
Broad interaction with stakeholders from across our wider risk community, including stress testing execution teams, colleagues working on our ICAAP submissions, our customer businesses, and up to board level, as the board will sign off their acceptance of your scenarios
Strong numerical skills and an analytical mindset, most likely developed studying a degree in Econometrics, Quantitative Finance, Mathematics, or similar
Excellent programming skills, covering VBA, SAS and SQL, and being an advanced user of Matlab or similar packages
Outstanding stakeholder and communication skills, including the ability to write for board level audiences
The ability to work effectively under pressure and turn work around to some tight deadlines, such as when the Bank of England release their annual testing scenario

116

Senior Change Analyst, Stress Testing Resume Examples & Samples

Identify new issues both within and outside Stress Testing an Risk Capital, by reviewing and challenging stress testing exercises
Identifying potential solutions and engaging the relevant parties to address often complex issues
Monitoring the progress of solutions to see that change is delivered on time
Maintaining project documentation and governance

117

Capital Stress Testing, Ppnr SAS Modeler Resume Examples & Samples

Design, implement, enhance and debug SAS code to support high quality PPNR and balance models that exceed supervisory expectations
Identify limitations and shortcomings in the PPNR and balance model development process and develop plans to undertake corrective actions
Participate in documenting PPNR and balance models in accordance with Federal Reserve SR 11-7 requirements
Communicate key findings and enhancements to client constituencies engaged in model documentation, validation as well as other functions involved in the capital management process
Contribute to other initiatives that may arise on an ad-hoc basis
5-12 years of relevant work experience in the financial services industry
Significant knowledge and experience with SAS and Matlab in a business environment
Robust understanding of statistical concepts, regression-based forecasting models and time series analysis
A high level of flexibility and a strong willingness to fulfill team goals in an environment of changing conditions and deadlines
Working knowledge of some of the following programming languages such as: SQL, Python, Machine Learning, C/C++, Java
Comfortable with Bloomberg functionality and data retrieval
Candidates with a Ph.D or Masters’ degree in areas such as Statistics, Financial Engineering, Econometrics, Mathematics, Finance, Engineering or other advanced quantitative field
Preference for PPNR and balance modeling experience obtained in a capital stress testing function or other modeling experience from a risk management function gained through direct employment at one of the following: i) a firm supervised by the Federal Reserve that is subject to CCAR requirements; ii) a financial institution supervised in accordance with Dodd-Frank stress testing requirements; and iii) a Big 4 or strategy consulting firm providing services to clients in the preceding categories
Eligible to work in the U.S

118

Capital Stress Testing Resume Examples & Samples

Evaluate data to identify necessary adjustments and work closely with business users to create robust forecasting models
Communicate key findings and enhancements to client constituencies engaged in model documentation, validation as well as other functions involved in the capital stress testing process
Manage projects and deepen relationships with internal and external counterparties to enhance institutional knowledge to support the PPNR and balance model process
Serve as a subject matter expert in a non-managerial role
Detail oriented and able to work independently to produce high quality work products that require limited managerial oversight
Ability to effectively analyze large data sets and identify patterns and insights
Strong understanding of data management tools and visualization software including Tableau
Good communication skills (presentation and written) with an ability to explain underlying drivers and key takeaways from modeled data outputs to technical and non-technical audiences
Knowledge of supervisory requirements and industry practices for PPNR and balance models
High level of sensitivity and awareness to navigate a multi-cultural work environment
Candidates with a Master’s or MBA as their terminal degree in areas such as Statistics, Financial Engineering, Econometrics, Mathematics, Finance, Engineering or other advanced quantitative field
5-8 years of experience in the financial services industry

119

VP Planning & Stress Testing Resume Examples & Samples

Define and manage the scope including a rigorous change request process
Create and manage the overall project plan clearly identifying key milestones and dependencies
Identify and manage all major issues and risks, identifying mitigating actions and impact on final delivery for each of these as they arise
Hands on current state process reviews, development of strategic processes and resolution of obstacles
Understand impact of proposed changes on business areas and processes within Finance
Manage deliverables on plan to agreed milestones, working to clearly defined final delivery date
Senior stakeholder management within the Programme and with end users (BP&A teams across all Barclays businesses) providing transparency and expectation management
Regular status reporting ensuring clear and consistent updates are provided on overall project status across workstreams
Delivery of tangible changes to planning and stress testing processes as we progress to a strategic state post Structural Reform
Clear articulation of the benefits and value of work being undertaken in the project
Minimum degree or equivalent
Proven project management and implementation experience running a significant project or programme
Previous experience within a Finance related function in a top tier Bank
Strong client liaison and problem solving skills
Experience of managing projects and the full development lifecycle
Experience of Business Process Re-Engineering and organisational design
Flexible and proactive work style with strong direct and matrix management of resources
Proven ability to meet tight timelines
Successfully manages delivery on both long and short term deadlines
Knowledge of BP&A function
General accounting knowledge across a broad range of products
Front to back banking transaction lifecycle
Lean /Six Sigma
MI Reporting
Business Process Re-Engineering
Organisation design
Excellent communication, documentation and presentation skills and the ability to adjust message as required across all levels and functions
Strong organisation and stakeholder management skills (all levels of the organisation)
Ability to use own initiative to resolve issues/ investigate and find solutions
Ability to assimilate information quickly and make informed decisions
Knowledge of MS Suite
Formal Project Management qualifications (eg Prince 2)

120

Stress Testing Project Manager Resume Examples & Samples

Producing the workstream plan in conjunction with IT and monitoring progress against this plan
Tracking project risk and issues
Chairing and facilitating project working groups
Production and communication of project updates and supporting materials for management and project team
Manage a team and directly contribute to identifying and documenting business requirements from key business stakeholders
Producing functional requirements for IT implementation
Ensuring quality and consistent deliverables are produced by the team
Work effectively in and leading meetings with diverse Business stakeholders and their teams to ensure requirements and priorities are successfully met
Work in partnership with IT teams to define business solutions that deliver functional and non-functional requirements
Facilitate issue resolution to ensure release schedule remains on track and functional issues are solved through appropriate solutions
Creating UAT strategy. Leading and tracking UAT progress. User Acceptance Testing including creating test plans, defect tracking and resolution and testing changes
Training/coaching Junior business analysts
Working closely with Risk IT to track development progress
Stakeholder management (across various stakeholders, users and support teams globally)
Defining and documenting procedures and training to support new business processes and application
10+ yrs change experience in financial instititions preferably in risk for an investment or private bank
Excellent academics, ideally in numerate degree or equivalent experience
Ability to think 'outside the box' and summarize complex issues into management level statements Demonstrable experience of full system lifecycles and delivery methodologies and dealing with remote teams
Experience of leading a team during the analysis and UAT phases of a system implementation is must
IT Knowhow to negotiate with the IT project team on plans and estimates
Ability to take ownership of issues and manage through to a successful resolution
Strong understanding and experience of credit, market, liquidity risk stress testing systems, processes and methodologies
Effective stakeholder management
Independent and able to work with little supervision
Ability to work to tight deadlines and to priorities accordingly
Ability to communicate successfully
Team player, ambitious and focused

121

VP Risk Management Stress Testing Resume Examples & Samples

Coordinate the integrated cross-risk stress loss calculations
Organize FRM Stress Testing Governance Committee meetings
Assess aggregate results and recommend follow-up actions
Perform project management on key stress testing deliverables (e.g. timelines, issue tracking and resolution, etc.)
Provide analytical support in explaining stress results to various stakeholders
3+ years of experience involving risk management in a financial institution

122

Senior Manager Retail Stress Testing Resume Examples & Samples

Develop and implement models for projecting point-in-time values of PD, LGD and EAD for Retail loan products as a functions of macro-economic variables
3-5 years’ experience in credit risk modeling ideally for retail products
Knowledge of stress testing, impending regulatory changes, capital requirements and risk management. (e.g., Basel Framework)
Good understanding of retail credit products and loan loss provisioning
Strong computer skills in organizing and manipulating large amounts of data (Advanced R, SAS, VBA, SQL, MS Excel/Access)

123

Senior Manager Stress Testing Ccar Resume Examples & Samples

Stress testing positions are, due to significant Capital Markets and Treasury aspects, highly technical and specialized in nature. The thorough understanding of a wide variety of capital markets products and concepts required of this position differentiate it from other high level Finance positions
Regulatory changes both domestically and world-wide create a high degree of reporting complexity with ever evolving standards and best practices
Minimum of 6 - 10 years of relevant experience in regulatory capital policy with emphasis on stress testing regulations
Experience within finance/risk regulatory policy development and implementation preferably with a CCAR/stress testing and capital management background, within a bank, professional firm, regulator or industry bodies
Knowledge of US banking regulation, as well as UK/EU banking regulations
Bachelor’s degree in accounting (advanced degree such as MBA/MS or other accounting qualification preferred) or equivalent experience
Strong financial services experience and knowledge of financial products
Knowledge and experience in quantitative risk management disciplines is advantageous
Strong project management skills, particularly with project and cross functional teams. Demonstrated ability to establish strategic technical direction, translates concepts into actionable implementation plans, and identifies technologies that improve productivity
Strong communications, analytical, writing and presentation skills
Ability to manage multiple tasks and work within time constraints and limited resources

124

Stress Testing Execution Manager Resume Examples & Samples

Managing control checks throughout key points in the stress test cycle, owning and controlling supporting documentation with a particular focus on managing issues
Supporting the execution of budgetary and strategic planning cycle stress testing and regulatory stress tests, with a control and governance point of view
Making sure the results are fit for purpose, so they align to internal and external stakeholder requirements and managing the delivery of various initiatives
Undertaking a number of projects, leading regular interaction with subject matter experts on plans, issues, and ad-hoc items
Experience of working effectively across organisational boundaries
Knowledge of stress testing best practice and finance
An undertanding of project management
A delivery focused approach, and the desire to hit the ground running

125

Stress Testing & Risk MI Team Leader Resume Examples & Samples

TEAM LEADER
Creativity and ability to think out of the box
Ability to work under tight deadlines
Undergraduate degree level education (or equivalent) in a numerate discipline
Good understanding of economics and capital markets
Prior experience in Banking institution or consulting firm (in one of the following areas: Stress Testing, Enterprise Risk, Market Risk, Credit Risk)

126

Credit Stress Testing Methodology Lead Resume Examples & Samples

Excellent financial modelling skills with a strong quantitative background (degree in finance with quantitative background such as PhD would be preferred)
7-10 years’ experience within in a credit risk department, experience of Pillar 1 advanced credit models would be an added advantage, prior experience of developing and running scenario analysis methodology would be preferred but not essential
Excellent communication skills in English (both verbal and written)
Solid understanding of credit stress testing methodology, especially for lending books and counterparty credit risk
Good understanding of complex investment banking products / risks, successfully develop / enhance scenario methodology, capable of delivering results under strict deadlines
LI-CSJOB*

127

Stress Testing Validation Executive Resume Examples & Samples

Experience with stress testing activities (CCAR/DFAST)
Advanced degree (PhD Preferred) in quantitative discipline such as: Mathematics, Statistics, Finance, Economics or related field
Strong background in at least one statistical programming language such as SAS or R. Familiarity with VBA, C/C++, SQL, or Matlab is a plus
Strong critical thinking skills and a detail-oriented nature to challenge models developed internally and by vendors
Strong background and practical experience working with econometric concepts
Excellent verbal and written communication skills are necessary (ability to explain complex ideas in simple, non-technical language)
Familiarity with methods used to model Credit, Market, Operational, revenue and expense models
Ability to build strong relations with peers, business line managers, and colleagues across the bank
Highly motivated with ability to learn and understand various business lines and their function within the organization
Ability to work independently, but in close coordination with others as part of a team
Strong organizational skills and the ability to work efficiently and effectively to manage multiple assignments concurrently
Experience with regulatory guidance (Basel, ICAAP, AMA and Market Risk Rule)
Familiarity with vendor platforms such as: QRM, RiskMetrics, and Bloomberg

128

Director, Stress Testing Governance & Control Resume Examples & Samples

Develop policies and standards for the governance and controls over the processes and models supporting the financial outcomes and analysis under base and stress using scenario based tools and techniques
Maintain a future vision of these requirements as they evolve, identify necessary gap closing initiatives to ensure current capabilities evolve to meet these needs
Partner with corporate and business groups to develop and implement action plans to address gaps identified
Support the development of material for use with the FRB during capital and other related exams and reviews to communicate our efforts to maintain and develop robust governance and control standards related to our deterministic scenario based processes
Once the formal FRB capital plan deliverable is required, individual will support the effective challenge framework as well as coordinate and support the development of required documentation
Monitor emerging regulatory requirements impacting the governance and control standards over stress testing and recommend/implement enhancements to our capabilities and processes
Assist business units and corporate areas in assessing adherence to governance and control standards
Bachelors degree required, with specialization in Finance, Accounting, Internal Audit, or other analytical focused roles preferred
8 or more years of experience in an accounting, finance, actuarial or risk/control role
Experience and/or familiarity with development of financial projection processes, required
Strong understanding of insurance industry and products
Demonstrated track record in problem-solving, strategic thinking and analytical capabilities
Stress testing experience, whether in an insurance, asset management or banking environment, is desirable
Strong written communication skills with ability to express complex ideas clearly and succinctly to both technical and non-technical audiences
Demonstrated ability to multi-task

129

Head of Webb Planning & Stress Testing Resume Examples & Samples

Banking and Credit product Performance Analysis and Reporting
Short and Medium term Balance Sheet product planning
Stress Testing (PRA, EBA and Internal Stress Testing)
Business Partnering to the Balance Sheet product teams within Wealth
May include professional accountancy qualification or equivalent relevant experience (ACA/CIMA/CFA, Finance or Accounting masters) with good understanding of Balance Sheet and Revenue drivers
Analytical capabilities including proficient use of MS Excel and PowerPoint
Strong stakeholder management and communication skills, both verbal and written
Team leadership skills

130

Stress Testing MRD Resume Examples & Samples

Identification, assessment and monitoring of key risks with the counterparty portfolio, and being able to explain counterparty (CVA/FVA) stress losses. Detailed analysis of counterparty stress losses based on exposure profile and analysis of various vulnerabilities
Build a deep understanding of counterparty exposure under stress conditions, understanding of collateral positing, variation margin and other mitigants
Work closely with XVA risk managers and credit risk officers to validate inputs, design appropriate scenarios, verify shock implementation and communicate results
4-5 years relevant experience working in trading, risk or finance / treasury at a large financial institution. Preference for candidates with front office or desk-facing experience
In-depth knowledge of fixed income products with preference for candidates with broader experience. Candidates with CVA / XVA experience a strong plus
Excellent communication skills for verbal, written and verbal presentations. Ability to condense complex details into narratives suitable for communication with senior officers of the Firm
Proactive attitude with ability to work as both part of a close-knit team and independently

131

Market Risk Department Stress Testing Documentation Resume Examples & Samples

Document CCAR and other stress testing methodologies for Trading, Counterparty and CVA businesses
Liaise with team members and modelers in completing documentation requirements under tight time pressure
Maintain high degree of documentation standards per internal specifications and targeted to satisfy regulatory expectations
Liaise with team members, Technology and modelers within the Firm to ensure all regulatory deliverables are met with sufficient evidence
Ensure timely production of reporting for senior management related to regulatory exams and internal audits
Suitable candidates will have an excellent academic background, preferably in, but not limited to a Bachelor’s Degree in economics or finance
Attention to detail, project management and organizational skills will be key in balancing daily deadlines with timely review and implementation of regulatory guidance
Strong organization skills with the ability to multitask and prioritize; ability to work under pressure and to tight deadlines
Ability to work in a small team environment, building and maintain a network of contacts and coordinating with a large number of stakeholders
Proficiency in Microsoft Office applications, especially Excel and PowerPoint

132

Senior Manager ALM Stress Testing Resume Examples & Samples

Data modeling and reconciliation needs require an advanced understanding of FTP subsystems, Global Businesses, regulatory stress tests, and regulatory reporting
A minimum of 12-15 years of relevant experience within investment banking, capital markets, or broader financial services as well as commercial banking
Candidate should possess strong academic credentials such as a Master’s degree in finance, economics, related field or equivalent experience
Strong product knowledge in financial instruments is a plus
Strong quantitative and analytical skills; excellent writing and oral communication skills
Proven track record in delivering on major initiatives within a global financial institution
This individual should be well organized and capable of “big picture thinking” while managing details; able to explain complex concepts clearly
Excellent ability to operate effectively in an entrepreneurial environment. Maintain composure under pressure and have the ability to balance competing priorities
Provide leadership and direction to ensure accuracy of the output of the CCAR Finance team
Highly analytical, forward thinking, with excellent conceptual skills. Able to distill varying economic trends and information, see the big picture, and articulate a message for future direction

133

Planning & Stress Testing AVP Resume Examples & Samples

Ability to acquire skills quickly to interrogate systems
Attention to detail and high accuracy
Desire to learn and develop
Ability to plan and prioritise workload, as well as coordinate the collation of information from a wide variety of sources to challenging deadlines
Good communication skills, particularly the ability to summarise large amounts of data and present in a concise and readily understood format. Including the ability to communicate complex financial analysis to non-financial people
Professional accountancy qualification, or equivalent relevant experience eg CIMA, ACA
Financial background relevant experience
Strong in the use of Microsoft Office applications, particularly Excel

134

Corporate Lending Stress Testing Risk Analyst Credit Risk Management Resume Examples & Samples

Support the team in the execution of portfolio level base case and stress forecast tests, including regulatory stress testing (e.g. CCAR) and Allowance for Credit Losses (ACL), on the Firm’s lending portfolio
Leveraging from existing best practice from global teams as well as setting up reporting tools to efficiently monitor targeted exposures and limit utilizations in the lending portfolio
Document stress testing and ACL processes, procedures and results
Work closely with model audit and model validation teams to identify and improve weaknesses in stress and ACL models
Work closely with risk process verification team to enhance stress testing and ACL operation and control
Create and deliver presentations articulating results to senior management in a timely fashion
Manage projects related to improving data flows and quality and automating stress testing and ACL processes
Coordinate as necessary with other functional groups including operations, controllers, risk reporting, regulatory and capital group
Solid academic background, preferably with a degree in a quantitative discipline, such as economics, finance, statistics/mathematics, sciences or engineering
Strong interest in understanding a broad spectrum of risk areas covered in Fixed Income, Commodities and Equities and including knowledge on markets, models and lending products
Attention to detail and prioritization skills will be key in balancing daily deadlines with timely implementation of strategic projects
Ability to build good working relationships across a number of different areas- Ability to handle and analyze large data sets in Excel, with fluency in a statistical software package such as SQL, R, or Matlab also being favorable

135

Senior Manager Enterprise Wide Stress Testing Resume Examples & Samples

Working closely with various stakeholder groups to develop a project plan to execute the EWST Program; monitoring the progress of the EWST related work to ensure timely delivery of analysis
Organizing weekly EWST working group meetings, preparing meeting agenda and meeting minutes, and coordinating discussions among stakeholder groups to solve problems
Familiar with the internal finance data system and independently reviewing and challenging analysis produced by stakeholder groups to ensure consistency, accuracy and reasonability of the EWST results
Compiling results into a coherent report for communication to senior management, the Board and/or regulators as appropriate; responding to questions from regulators, Audit and Senior Management as to the processes and results presented in the report
Leading the ongoing enhancements and improvements to the EWST program and the maintenance and updates to the Bank’s Stress Testing Policy, Framework and Methodologies
Leading additional ad-hoc stress testing exercises based on requests from Senior Management or business lines, or based on the macroeconomic situation
Ensuring appropriate documentation at different levels for key audience such as Executive Management, Regulators, Audit, the EST group and internal support staffs
Participating in a bank-wide business-mix optimization project by working with other team members to incorporate business lines’ assumptions and strategies into the model and extend the model to incorporate new features
Requires post-graduate training, typically in economics, business administration, accounting, mathematics, statistics or equivalent
Strategic thinking and influencing skills
Good knowledge of Canadian and International economic environment
Strong analytical skills, with an ability to grasp new concepts quickly
Strong experience and knowledge of Financial Reporting
Strong presentation and communication skills

136

VP, Liquidity Risk Stress Testing Resume Examples & Samples

Working closely with the Firm’s stress testing team to better integrate liquidity risk into enterprise wide stress testing as appropriate
Liaise with Treasury, business personnel and risk managers to ensure the appropriateness of the representation of liquidity risks.*LI-CF2
3-6 years relevant work experience in a quantitative risk management role with a focus on stress testing at a commercial bank, investment bank, or consulting firm Broad knowledge of and practical experience in various asset classes, including foreign exchange, equities and credit instruments
Strong background in methodology/process documentation

137

Manager Capital Market Stress Testing Resume Examples & Samples

Identify, assess and monitor key risks within counterparty portfolios and explain stress losses under various CCR risk measures including exposures, collateral, RWA, CVA and FVA
Produce, analyze and deliver CMST dashboard to MRMPC in accurate and timely manner
Implement additional ad-hoc stress testing exercises based on the current market and financial environment and upon requests from Senior Management or business lines
Work closely with various stakeholder groups (MRM, ECA, EWST, Capital Management) to produce and analyse results of the annual EWST exercise for trading and investment portfolios, and monitoring the progress of the EWST related work to ensure all the deadlines are met in timely manner
Work with various stakeholders (MRM, ECA, TFRM and Scotia Economics) to ensure new methodologies, models, assumptions, strategies, and new products are captured in capital markets stress testing framework; negotiate timelines and escalate delays or unexpected problems that may impede progress or delay implementation
Stay abreast of industry best practices on market risk stress testing and on regulatory guidelines; deliver information and analysis on regulatory requirements, audit findings, required improvements, etc
Provide timely updates to Senior Management on significant developments relevant to CMST
Deep understanding of market risk, Value at Risk, stress testing, counterparty exposure under stress conditions, and the mitigation of counterparty credit risk
Ability to speak and reason clearly and effectively in front of an audience
Superior multi-tasking skills and proven track record in critical thinking and problem solving
Superior project management combined with excellent interpersonal skills to build and maintain productive working relationships with various stakeholders across the organization
Strong attention to detail and ability to synthesize complex information, both quantitative and qualitative
Minimum 2 years of relevant experience
MBA, Masters or PhD in Finance, Economics or a quantitative discipline
Completion of CFA/FRM/PRM is an asset

138

FRM Central Stress Testing Team Associate Resume Examples & Samples

Develop and own Firm Stress Testing Policies and Procedures
Interface with individual Risk or Portfolio Managers to coordinate integrated stress testing program with risk area initiatives
Lead various working groups and committees (e.g. Stress Scenario Committee) in integrated scenario definition, generation, and narrative
Manage day-to-day operations of the Central Stress Testing Team
Coordinate the specific projects as well as the production of standard and ad-hoc stress testing reports
Proficiency in Microsoft Excel and ability to quickly analyze and synthesize large volumes of data (experience with SQL and database query desirable)
Ability to work under pressure and manage multiple projects
Excellent written and communication skills

139

Manager, Capital Market Stress Testing Resume Examples & Samples

Design, implement and recommend Market risk (MR) and Counterparty Credit (CCR) stress testing scenarios to ensure material trading risks are covered under the stress testing program
Review and update existing scenarios and stress test parameters
Continually review and monitor CMST processes, procedures and controls to ensure that operations meet internal and external standards
Excellent computer skills – VBA, Unix shell scripting, Perl, Python are strongly preferred
Ability to think on your feet and focus on delivering accurate results in a challenging and fast-paced environment

140

Market Risk Portfolio Stress Testing Resume Examples & Samples

Ensuring that relevant stress tests are being run for the portfolio
Providing complete, timely, accurate and insightful analysis to Risk Managers and Senior Management
Ability to work as an individual and as a team member/leader
Excellent communication skills, both verbal and written; ability to produce concise and effective presentations and clearly communicate complex risk topics

141

Manager, Industry Stress Testing Resume Examples & Samples

Research current trends specific to an industry as well as historical industry performance during stress periods
Model the impact of stress scenarios on ratings migrations, expected loss and various capital measures
Work with economics, industry credit groups, and other areas of Risk Management to develop relevant stress scenarios specific to the applicable industry
Maintain a schedule of industry reviews to ensure stress testing is initiated early enough to allow for meaningful analysis and timely delivery of results
Coordinate with credit risk groups on industry analysis to ensure consistency of portfolio data and as
Experience and in-depth knowledge of finance, non-retail risk management, and stress testing
Results focus and ability to lead and deliver accurate results in a challenging and fast-paced environment
Superior project management combined with excellent interpersonal skills to build and maintain productive working relationships with stakeholders across the organization
Highly proficient communicator, both verbal and written. Demonstrated superior presentation skills. Strong detail orientation and ability to synthesize complex information, both quantitative and qualitative
Minimum two years of relevant experience
Sound research and analytical skills

142

Stress Testing Risk Officer Resume Examples & Samples

Committing to learning and understanding the requirements of Dodd Frank Act Stress Testing in sufficient depth so as to become a subject matter expert skilled in assisting with the management of certain components of the DFAST Program operations workflow and to assist with educating DFAST Program participants (‘stakeholders’) as to their roles and responsibilities within the annual DFAST Program cycle
Establishing rapport with stakeholders throughout the Company and building partnerships and the trust necessary to play a role in implementing and maintaining a successful DFAST Program
Managing a calendar of events established by the SSTRO and Director of Enterprise Risk Management outlining the DFAST Program operations workflow that culminates with a successful submission of data, results, and conclusions with the Federal Reserve and FDIC
Working with the SSTRO to establish standing meeting agendas in support of the Enterprise Stress Testing Advisory Council as well as meetings that support discrete components of the DFAST Program such as establishing peer or panel bank analyses, portfolio credit loss modeling, allowance modeling, econometric modeling, interest rate and balance modeling, operational loss modeling, and pre-provision net revenue aggregation modeling as examples
Participating in meetings with stakeholders to convey purpose, outline expectations, convey modeled results, discuss and challenge modeled results, communicate ‘take-aways’ and items requiring additional follow up, and fully documenting meeting minutes evidencing meeting events for review and approval of the stakeholders
Drafting documents, exhibits, analyses, and flowcharts in support of the DFAST Program framework, governance, and executable processes of such detail and quality to be regarded as sufficient competent evidential matter by auditors and regulatory examiners in support of how DFAST Program operations, decision making, approvals, and challenge sessions are executed
Creating and updating reports and presentations to management and the board of directors, including DFAST Program development status updates, related risk assessments and gap analyses, and the status of key DFAST Program cycle deliverables
Maintaining a DFAST Program issues log designed to capture risks and control deficiencies that may impact the satisfactory execution of the DFAST Program, and cause stakeholders owning the risk or control deficiency to pursue appropriate risk response or remediation strategies prior to the filing of the Company’s submission to the Federal Reserve
Participate in designing a process and conducting test uploads to the Federal Reserve DFAST portal to work through any initial system bugs and to confirm the Company’s understanding of how to execute in accordance with regulatory expectations. This process will include designing and implementing a full reconciliation of the pre-provision net revenue data aggregation results to those tables and data uploaded to the Federal Reserve portal prior to executing the actual DFAST Submission within the portal
Assisting with post mortems and lessons learned sessions with stakeholders and incorporating observations into future DFAST Program cycles to improve the efficiency and effectiveness of executing future DFAST Program cycles and to mature the program accordingly
Providing objective and independent advice, consultation and risk management support according to the Company’s data and frameworks and tools
Collaborating with colleagues and managers within CRMG to facilitate the exchange of risk and control information about the business units within their area of responsibility
Supporting senior leaders, business unit managers, the Directors of Enterprise Risk Management, Operational Risk Management, and Quantitative Risk Management, and the Chief Risk Officer with risk information, analyses, and reporting
Assisting the SSTRO in the development of risk education
Delivering risk education to business unit managers and staff, and
Performing other duties as may be required
General understanding of the origination, underwriting, and portfolio management process for consumer and commercial loan portfolios; commercial real estate experience preferred
General understanding of credit modeling concepts and techniques
Specific understanding of bank operations is required as is an understanding of banking interrelationships, revenue generation, operating expenses management, and performance measures
General knowledge of capital management, liquidity, financial reporting, and interest rate management modeling techniques
Well-developed facilitation and presentation skills
Working knowledge of Microsoft Excel data management techniques for analysis and reporting
Broad understanding of banking and financial services
Familiarity with the financial services regulatory environment and corporate governance principles
Creativity, critical thinking, initiative, and problem-solving skills
Ability to operate and work collaboratively in a fast-paced, unpredictable environment, with tight deadlines
Ability to manage multiple work streams and deliverables, and coordinate across functional initiatives
SAS, SQL, VBA
Telephone
Photocopy Machine
Facsimile Machine
Ability to hear, and speak is necessary
Mobility sufficient to coordinate activities within the assigned department is helpful, but not essential
Ability to sit or stand, intermittently or for an extended period of time (up to and including four hours per day), and
Ability to lift a typical office-sized storage container (box) for shipment of records being retained (up to 30 lbs.)
Bachelor’s degree in management information systems, information systems, business analytics, business, accounting, finance, quantitative analysis, mathematics, statistics, or related disciplines
2-3, or more, years of experience in a financial services environment with specialization in finance, credit, quantitative risk management, management information systems
Experience participating in complex projects requiring dedicated, focused efforts
Experience preparing deliverables for management, committees, and senior leaders
Experience with regard to enterprise risk management frameworks and programs

143

Senior Manager Stress Testing & Capital Global Markets Resume Examples & Samples

Strong management, interpersonal relationship management, analytical, project management, presentation and verbal and written communication skills
Ten years proven financial analysis and/or project management experience, or equivalent
Global markets product knowledge strongly preferred
Bachelor’s degree in finance, accounting, economics, mathematics, statistics, business management, related field or equivalent experience. MBA preferred
Previous CCAR experience preferred
Knowledge of financial analysis, modeling, systems and reporting preferred
Proficiency with personal computers and pertinent mainframe systems and software packages. Advanced spreadsheet and database knowledge preferred

144

VP-operational Risk Stress Testing Resume Examples & Samples

6-8 years of experience in operational risk management, corporate strategy or regulatory engagement
MBA or advanced degree in business communications, finance or economics
Experience with Comprehensive Capital Analysis and Review (CCAR)
Demonstrated ability to communicate complex and technical topics to stakeholders with non-technical background, including lines of business on both model methodology and outputs
Ability to convene senior stakeholders and engage in facilitated workshops
Knowledgeable of emerging industry and regulatory trends
Demonstrated advanced oral and written communication

145

Associate Stress Testing Analytics Resume Examples & Samples

3+ years of relevant risk management experience within the financial industry
Advanced degree in quantitative discipline (e.g. statistics, economics, finance, math, etc.) or relevant professional qualification
Familiar with corporate and commercial real estate portfolios, including loan forecast or stress testing methodologies
Knowledge of SQL, SAS, and other database structure and management
Regression and Econometric modeling experience
Experience cleaning, restructuring, and merging large datasets
Preferred knowledge of at least two statistical/numerical softwares (SAS, R, Matlab, VBA, Stata, E-Views, etc)

146

Credit Stress Testing Review & Challenge Lead Resume Examples & Samples

Working closely with Credit Risk modelling team to understand and provide effective challenge to credit modelling approaches
Coming up with alternative challenger approaches to benchmark results driven by the primary models developed by Credit Risk modelling team
Coordinate and manage stress testing model inventory Book of Work for credit risk along with credit risk modelling team
Analyzing the credit risk scenario results and provide an effective challenge to the results, given the understanding of the credit portfolio and key vulnerabilities
Excellent financial modeling skills with a strong quantitative background (degree in finance / economics / engineering with quantitative background would be preferred)
7+ years’ experience of having worked in an investment banking credit risk, focused on corporate and retail loans / Over the Counter derivatives
Experience of AIRB Credit RWA models would be an added advantage
Prior experience of developing and running scenario analysis methodology would be preferred but not essential

147

AVP Risk Analysis Lead Stress Testing Resume Examples & Samples

As subject matter expert within this high-profile team, you will take ownership of stress testing (CCAR/DFAST), and participate in the loss and Impairment forecasting of the Retail portfolio
You will work with stakeholders across Risk, Finance, Treasury, Technology and the business in Intermediate Holding Company (IHC) and Barclays Bank Delaware (BBDE) to deliver CCAR related activities
You will be expected to implement best practice for all stress testing forecasting models, governance, processes and methodologies
Provide analytics for CCAR related activities, e.g. Review and challenge the CCAR models producing loss projections, risk identification and scenario generation, testing, model risk, documentation, and functional reporting
Coordinate executing CCAR related activities and deliverables related to BBDE risk models and model outputs with colleagues in multiple teams to help resolve open issues and ensure deadlines and quality expectations are met
Monitor and analyse BBDE portfolio performance, risk exposures and risk appetite. Understand all factors that impact GAAP loss reserve, IFRS Impairment, and Capital Demand, ensuring that stress test forecasts are accurate and transparent
Identify emerging risks. Monitor economic indicators and industry trends
Provide coordination and analysis of other stress testing related activities within the IHC and BBDE
5+ years of Risk Management, Accounting, Forecasting and Analytic Experience in banking, preferably credit cards
Credit Risk / Finance analytical experience on consumer retail portfolios
Strong Excel financial modelling skills - with experience developing and improving dynamic forecast / multi-scenario models
Highly numerate / statistical knowledge - able to work with numbers and make error free calculations
Stakeholder management - interface with various departments effectively to ensure all relevant business inputs are considered and forecast results are communicated
Understanding of Regulatory requirements for Capital Demand under Basel rules
Experience of working with advanced modelling data
Understanding of credit losses and/or impairment
Ability to produce accurate results under pressured timelines
Degree in highly numerate discipline
Strong SAS / SQL skills - with ability to manipulate large data sets, automate monthly processes and debug code with minimal steer
Forecasting software experience is a plus

148

Stress Testing Model Validator Resume Examples & Samples

Independently reviewing and challenging re-pricing methodologies used within risk models, in particular in the space of stress testing and Value at Risk (VaR)
Reviewing and analysing the mathematical model, it’s implementation method, the products (payoffs) it is applied to, and analysing the associated risks that are inherent with the specific modelling approach
Adhering to principles of testing framework and augmenting with expert judgment components to identify model boundary conditions, including the independent implementation of pricing methodologies and payoffs in a managed Python and C++ library (where appropriate)
On-going engagement with model developers and owners and communicating with wider model risk stakeholders on validation outcomes
Actively engaging in the on-going review of model performance and applicability as well as the validation and review of model changes
Educated to Master’s degree level (or equivalent qualification / work experience) in a numerate subject such as Mathematics, Financial Mathematics, Physics or Statistics. PhD or equivalent (beneficial)
Experience in model validation or a front office quantitative discipline or other relevant role
Excellent mathematical ability with an understanding of stochastic calculus, partial differential equations, monte-carlo methods, finite difference methods and numerical algorithms
A deep understanding of stress testing and VAR methodologies, or cross-asset pricing models
A strong interest in financial markets (especially derivative pricing), demonstrated by qualifications and experience
Experience in coding in C++ in a managed codebase (beneficial)
Excellent communication skills – both written and oral

149

Stress Testing Model Validator Resume Examples & Samples

Reviewing and analysing the mathematical model, it’s implementation method, the products (payoffs) it is applied to and analysing the associated risks that are inherent with the specific modelling approach
Defining the validation approach and performing validations including the independent implementation of pricing methodologies and payoffs in a managed Python and C++ library (where appropriate)
Communicating results of the review to all key model stakeholders, including Risk Methodology, Risk Managers and Front Office Quant Developers, and participating in discussions on identified issues and potential improvements
Communicating with senior management on validation feedback and results in order to inform business decisions
Educated to Master’s degree level in a numerate subject such as Mathematics, Financial Mathematics, Physics or Statistics (or equivalent qualification / work experience). PhD or equivalent (beneficial)
Experience in model validation or a front office quantitative function or other relevant role
A strong interest in financial markets (especially derivative pricing) as demonstrated by qualifications and experience

150

Head of Counterparty Risk Stress Testing & Portfolio Management Resume Examples & Samples

Leading internal and regulatory stress testing program for counterparty risk, including but not limited to identification of counterparty credit risk issues and concentrations, stress methodology development, infrastructure strategy, documentation drafting and review, quality assurance and internal communication
Analyzing risk trends and concentrations in the global counterparty risk portfolio
Coordinating with counterparty risk coverage officers to identify, review and maintain the inventory of material counterparty risks
Working with Risk’s central stress testing and Risk Analytics teams to develop stress testing scenarios that address the firm’s unique counterparty risk vulnerabilities
Reviewing and interpreting stress testing results to facilitate decision making and communication to senior management and key stakeholders
Assessing and promoting compliance with regulatory requirements around counterparty credit risk stress testing
Developing counterparty risk reporting for senior management
Representing counterparty credit risk team in various governance bodies and cross-functional meetings
Bachelors or Advanced Degree in Finance, Accounting or relevant field
7-10 years of relevant financial services experience
Strong knowledge of derivatives and other capital markets products
Credit analysis experience
Ability to drive complex, cross-functional projects
Critical reading, writing, communication skills
Ability to multi-task and operate in a fast-paced, dynamic financial services environment

151

Enterprise Risk Head of Stress Testing Resume Examples & Samples

Strong analytical and leadership skills,
Excellent written and oral communication skills,
Team player with a positive attitude,
Strong problem-solving abilities,
Efficiency and ability to achieve results under tight deadlines and high pressure,
Ability to directly speak to regulators and supervisors,
Ability to interact with Head Office and Senior Management,
Ability to manage budgets and consultants

152

FRM Central Stress Testing Team VP Resume Examples & Samples

Develop and own BAU (Business-As-Usual) Stress Testing Policies and Procedures
Lead various working groups and committees (e.g. Scenario Panel) in integrated scenario definition, generation, and narrative
Manage day-to-day operations of the Central Team
Coordinate the specific projects as well as the production of standard and ad hoc stress testing reports
Document various stress testing processes
Prepare various stress testing presentations
Review and analyze stress reports
Experience in CCAR program

153

BP&A Head of Planning & Stress Testing Resume Examples & Samples

Explain key movements and variances vs. STP/RAF/Prior Month/Outlook/PY
Ability to ensure accuracy of the numbers and solve any data breaks
Proactively improve financial data management and reporting
Qualified Accountant CIMA, ACCA, ACA or equivalent relevant experience
Strong academic background, degree educated
Experience of Planning and Stress Testing preferably in a large financial services business
Strong Microsoft Excel and PowerPoint skills

154

Stress Testing Market Risk Analyst Resume Examples & Samples

Working with risk managers and team members to identify potential vulnerabilities and new stress scenarios for the asset class covered
Implementing stress scenarios and analysing results, including discussing results with key stakeholders
Overseeing the timely production and analysis of the key Regulator defined stress tests
Knowledge of financial products, including an understanding of risk representations (e.g. greeks) and an understanding of risk management concepts such as VaR, stress testing, scenario analysis and capital
An excellent academic background, including an advanced degree in a quantitative discipline, such as economics, finance, statistics/mathematics, sciences or engineering. Any additional qualifications, such as an FRM, would also be looked upon favourably
Good communication skills for written, graphical and verbal presentation
Proficiency with a variety of IT applications as well as a good understanding of programming is advantageous

155

Associate Risk Management Stress Testing Resume Examples & Samples

Coordinate and harmonize cross-risk and risk-type stress testing programs
Work with Risk, Finance, and Business to assemble and update risk inventory (e.g. document risk classifications, materiality evaluations, and recommendations)
Document various stress testing processes and prepare various stress testing presentations
Experience in CCAR program desirable

156

CCR Stress Testing Resume Examples & Samples

Develop and enhance current stress testing framework and methodology and ensure they are compliant with regulators and appropriate for internal risk management
Actively participate in the IMM gaps remediation work to improve current stress testing methodology in particular Scenario RWA
Driving Regulatory framework changes relating to Stress Testing; working closely with Business and Senior Management to ensure fit for purposes methodologies for key portfolios of interest
Design methodology to calculate scenario exposure for both the trading and banking books in the context of LPA, ICAAP, and IWST
Manage key stakeholders (e.g. Senior Management, Credit Risk Managers, and Enterprise Risk Management) by answering their requests, assuring an efficient cooperation within different departments, maintaining a strong communication and by explaining at a suitable level movements and drivers of the various models and approaches used within Counterparty Credit Risk
Support the strategic scenario infrastructure initiative; define and document business requirement for counterparty credit risk stress testing for strategic implementation
Strong technical skills, thorough knowledge of credit risk and derivative products with relevant banking/financial products experience
Bachelors’ or Master’s degree in quantitative or relevant discipline preferred
Knowledge of database and mainstream programs (Access/Excel) and some programming skills (VBA, C++, etc.) is an advantage
Strong verbal and written communication skills, with an ability to explain analytical issues and synthesize complex analyses in a form that is appropriate for management interactions

157

Stress Testing Model Validation Resume Examples & Samples

Experience in a quantitative environment
A postgraduate degree in a quantitative discipline
Self-motivated work attitude
Familiarity with Valuation and/or Risk Models (e.g. derivative pricing, counterparty credit risk models)
PhD (or equivalent) in a quantitative discipline

158

Stress Testing Model Validation Analyst Resume Examples & Samples

Established experience in quantitative financial models
Strong implementation skills (Python/C++)
Familiarity with econometrics and general statistics

159

Avp-global Planning & Stress Testing Resume Examples & Samples

Prepare detailed stress testing & planning instructions and timelines for businesses, in consultation with different teams in Risk, Treasury and Finance
Responsible for consolidating key process metrics to provide Team Lead and Senior Management with a high level view of risks/challenges in the Group process
Support Aggregation of stress testing submissions from the businesses
Support the process of data reconciliations and data validations for Stress Testing & Planning and help businesses to resolve issues
Assist with review and challenge of stress testing results provided by the businesses
Support production of stress testing & planning analyses and presentations for senior management
Collate risk, capital and financial data from across the Group to support both internal and regulatory reporting requirements for stress testing & planning. Ensure data is accurate and appropriately reviewed and challenged
Work with businesses to ensure their stress testing & planning processes comply with Internal Data & Governance Policies
Ensure adequate documentation is in place for planning & stress testing processes and procedures
Maintaining adequate and effective controls around the data consolidation and aggregation processes
Work with Finance Change team to maintain and improve the Planning and Stress Testing Tools used for MTP/Annual Stress Testing
Qualified Accountant preferred with Experience in Banking / financial services industry
Experience of financial or regulatory reporting and consolidation processes in a large or mid-sized financial institution
Experience of communicating with a wide array of people and experience of stakeholder management
Must have experience at using Microsoft Office products especially Advanced Excel, Word and Power point skills. Working knowledge Qlikview reporting solution would be beneficial
Advantageous to have Stress Testing experience with knowledge of PRA or EBA data requirements
Experience of Implementing process efficiencies using Lean Approach
Good stakeholder management and have the ability to deal with senior stakeholders
Good Communication skills both written and oral

160

Stress Testing Risk Manager Resume Examples & Samples

Planning the stress test execution cycle including coordination with business partners across the organization
Development of scenario assumptions in coordination with Ally Economics & key business leadership
Coordination of the Review & Challenge process including conducting challenge sessions, ensuring appropriate coverage of materials, and ensuring appropriate follow-ups
Coordination of the asset quality and ALLL consolidation process and analysis
Development of Board reporting materials and key documentation in cooperation with Risk, Finance, Capital Management, and other teams
Contribute to the financial consolidation process, ultimately culminating in the development of consolidated financial statements as well as Risk, Securities, Tax and other reporting
Consolidation of regulatory data submission templates
Coordination of regulatory exam routines
Monitoring of changes in the regulatory environments which may impact assigned area of responsibility
Contributing analysis and documentation for regulatory filings
Managing manager(s) or analyst(s); including supporting and developing their technical and soft skills
5+ years of relevant experience, preferably with experience in Stress Testing and/or Financial Planning & Analysis
Strong organizational and communication skills, with the ability to communicate at all levels within the organization
Proven ability to manage issues through to resolution; skilled at making sound judgment calls
Ability to manage multiple work streams and competing priorities
Experience building strong partnerships / relationships
Strong understanding of banking industry regulatory and risk management requirements
High proficiency with MS Excel, MS Word, and MS PowerPoint

161

Market Risk-var & Stress Testing Analyst Resume Examples & Samples

University graduate (mathematics, statistics, economics or business/finance). CFA/PRM/FRM are favourable
Previous years of working experience in the financial market industry, ideally in market/treasury risk
Good knowledge of MS Excel, financial products and market risk fundamentals (essential) including but not limited to VaR, Stress Testing, Risk Weighted Assets and Combined Stress Testing

162

Enterprise Risk & Stress Testing Modeler Resume Examples & Samples

Graduate degree in a quantitative discipline MSc, MMF or Ph.D. (physics, finance, economics, econometrics, statistics, mathematics, or equivalent experience.)
Several years of relevant business experience in credit and/or market risk, risk management (Basel II, III, Economic and/or Regulatory capital, Stress Testing)
In-depth knowledge of lending portfolios and credit risk modeling including credit parameters estimation (PD, LGD, EAD, correlation) and bank credit loss forecasting modeling
Well-developed project management and communication skills
Well-developed relationship management skills, written and verbal communication
Ability to work in a dynamic environment under pressure and undertake, execute and deliver on time multiple concurrent projects

163

Scenario Expansion, Stress Testing, Risk-VP Resume Examples & Samples

Maintain inventory of economic variables required for scenario expansion
Run the historical data process for scenario expansion tools including data quality assurance to ensure historical data is complete, synchronous and clean
Engage with stakeholders at all levels across the group (in both business and Group Centre functions) with regards to timelines and requirements and in line with Group scenario expansion operating model and communicate on a timely basis
Identify opportunities and support improvements in data, process, modelling and reporting for scenario expansion

164

Avp-global Planning & Stress Testing Resume Examples & Samples

This role works alongside existing resource and the team looks at the below. This role will encompass elements of the workload of the team and give opportunities to work on other aspects of Planning and Stress testing
FDSF spot reporting – looking across multiple clusters to understand their submissions, aggregating those and delivering them to the PRA
RWA review – setting up a framework to understand the RWA’s by business and engagement with CRO’s and KRO’s to support Stress testing
Sitting with Treasury desks to understand the intuition behind their P&L dynamics
Produce modelled P&L forecasts as generated from the Funding plan and Transfer Pricing activities in order to support MTP, Stress testing, scenario and sensitivity analysis
Working with the desk to manage the short term liquidity metrics and align analysis between the desk and Planning and Forecasting views to build one short term view with explanation of variances to plan to enhance the forecast model

165

Analyst, Stress Testing Resume Examples & Samples

Supporting the execution of budgetary and strategic planning cycle stress testing and regulatory stress tests (PRA, EBA etc.)
Supporting Stress Testing Execution across all functions and disciplines as required, including; Wholesale, CCR, PBIL, Securitisation and Retail
Assisting with the independent monitoring and control function for stress testing output across RBS Group
Operating within the Group Policy Standard for the Stress Testing Policy Standard as part of identify and managing our Firm Wide Risk
Working with the Stress Testing Managers to improve the Business’s understanding of their roles and responsibilities in terms of Stress Testing
Support the Head of Stress Testing Execution to embed the Stress Testing Centre of Excellences (COE)
Work in close collaboration with peers to determine stress test requirements to meet prescribed methodologies and model requirements
Undertake comprehensive analysis throughout the firm-wide stress testing cycle
Support with the connection of inputs, scenario and results, and support with the preparation and delivery of a firm-wide stress test to the Head of Stress Testing Execution
Supporting firm-wide stress testing and ensuring it accurately presents results for the required scenario, including conducting and assessing stress losses and Risk Weighted Assets & management actions across retail credit, market and operational risk

166

Senior Associate, Stress Testing Resume Examples & Samples

Delivering the execution of budgetary and strategic planning cycle stress testing and regulatory stress tests (PRA, EBA etc.)
Undertake comprehensive analysis throughout the firm-wide stress testing cycle, and hold early discussions with relevant SMEs, on specific features of each stress scenario and its outcomes
Connect the inputs, scenario and results, and support with the preparation and delivery of a firm-wide stress test to the Head of Stress Test Execution
Supporting firm-wide stress testing and ensuring it accurately presents results for the required scenario, including conducting and assessing stress losses and Risk Weighted Assets & management actions across wholesale credit, market and operational risk
Determine model requirements to deliver prescribed stress tests; In collaboration with wholesale stress test model development team requirements
Participate in dialogue across three lines of defence on stress methodologies, results and evidence deliverables for wholesale credit
4+ years professional experience in risk management or in a Banking environment
A high level understanding of a banking institution P&L, balance sheet, and capital management topics
Strong communication skills and experience of presenting quantitative topics

167

VP-risk-scenario Expansion & Stress Testing Resume Examples & Samples

Ensure all relevant controls (IFRS9, Sarbanes-Oxley, BCBS 239, Guidance from Consultants) are followed in the IFRS 9 scenario expansion process
Maintain list of SMEs in businesses/functions responsible for review and challenge of the expansion set
Automate manual processes through the use of coding
Run scenario expansion tools
Review of the scenario output before sending to SMEs for further review and challenge
Publish the full scenario to all stakeholders as part of the stress test instructions or the IFRS 9 monthly process
Prepare high quality presentations for senior management and regulators
Manage the change control process in line with governance and control requirements
Economics & Econometrics degree background
Proven track record in delivering new initiatives
Good understanding of macroeconomic principles and monetary economics
Strong stakeholder and project management skills
Proficient in using Excel, VBA R, & SQL
Computer literate including knowledge and experience of using Excel
Good understanding of a bank’s activities, balance sheet and associated risks

168

Stress Testing Process Manager VP Resume Examples & Samples

Coordinate with change team to ensure accuracy, consistency and follow through on stress testing run book execution
Assist in managing the Book of work for Stress testing team, deliverable follow through and adherence to deadlines
Manage KOP’s, establishment and follow through of all controls, regulatory reviews, audit reviews and GMVG reviews
Coordinate with head of execution and head of analytics on development and establishment of standard presentation materials and templates
Coordinate with Change manager for actual run of stress testing in CtB and manage actual run of stress testing in RtB
Coordinate development of workflow methods/logistics for different regulatory reporting processes among different stakeholders and provide leadership where required
Provide leadership in aggregation of “story telling” and manage all documentation deliverables for the team through previous stress testing execution experience (including but not limited to in-depth product based knowledge in equity and/or sec trading)
Mentor junior staff and lead from the front
Market risk background
Previous CCAR experience
Understanding of market risk concepts and product knowledge
Self- starter
Ability to lead through influencing, while remaining calm

169

Stress Testing Modeller Resume Examples & Samples

Development and ongoing maintenance of RRP and CCAR models
Developing tools to facilitate testing and performance monitoring of models
Documenting model methodology and related processes
Collaboration with Quant Strats internal and external teams on development, implementation, and review of projections models
Direct engagement with partners in the stress-testing space (Line of Business, Risk, Finance)
You are proficient in implementing statistical models in R, Excel, and VBA
You have a deep understanding of time-series analysis techniques and more general econometric modelling methods
You have master’s degree in a quantitative discipline (Economics, Mathematics, Statistics, etc.)
You have an excellent written skills, ability to compose well-structured technical model methodology documentation
You have excellent verbal communication and presentation skills, ability to engage in concise, effective discussions
You are an excellent teammate

170

Manager Capital Management & Stress Testing Resume Examples & Samples

Take ownership of the current DFAST submission process, identify improvements, and create and execute on a plan to deliver a comprehensive, accurate, effective, and timely submission
Determine the structure, flow, and organization of the Capital Plan narrative and supporting documentation. Compile the capital plan and supporting documents, and review the documents for accuracy, flow, and internal consistency. Assist in getting Board approval of Capital Plan
Implement validation checks to ensure accuracy and consistency within/across DFAST templates
Work with the modeling team to identify gaps in existing models
Continuously review the Capital Policy and Internal Capital Adequacy Assessment Process (‘ICAAP’)
Create, socialize, review, and get approval of the framework for designing scenarios for CCAR/DFAST
Determine and document approach for and governance of incorporation of additional material risks beyond the economic scenarios into the CCAR/DFAST forecast
Determine and document the approach for and governance of determination of management actions under stress
Determine and document the approach for and governance of incorporation of first and second line challenges and judgement overlays into the final results
Work with the Capital Teams to determine the baseline capital actions and stress capital actions, and get board approval of the capital actions
Integrate and compile the P&L, Balance Sheet and Capital results
Create materials that summarize and socialize the results and assist in getting board approval of methodology, assumption, weaknesses, and results
Assist in determining the management oversight structure for stress testing
Create effective internal controls for stress testing
Identify gaps and create project plan to remediate gaps and make improvements to future CCAR/DFAST programs
Analyze the impact of new proposals and new rules that change the stress testing regulatory environment

171

Lead Analyst Capital Management & Stress Testing Resume Examples & Samples

Support the current DFAST submission process, identify improvements, and create and execute on a plan to deliver a comprehensive, accurate, effective, and timely submission
Assist in the Capital Plan narrative and supporting documentation. Compile the capital plan and supporting documents, and review the documents for accuracy, flow, and internal consistency
Populate and compile templates for CCAR. Implement validation checks to ensure accuracy and consistency within/across templates
Work with the modeling team to update models to address gaps
Update the Capital Policy and Internal Capital Adequacy Assessment Process (‘ICAAP’)
Support creation, socialization, review, and getting approval of the framework for designing scenarios for CCAR/DFAST
Support determination and documentation of approach for and governance of incorporation of additional material risks beyond the economic scenarios into the CCAR/DFAST forecast
Document approach for and governance of incorporation of additional material risks beyond the economic scenarios into the CCAR/DFAST forecast
Support determination and documentation of the approach for and governance of determination of management actions under stress
Support determination and documentation of the approach for and governance of incorporation of first and second line challenges and judgement overlays into the final results
Work with the Capital Teams to determine the baseline capital actions and stress capital actions
Support creation of materials that summarize and socialize the results and assist in getting board approval of methodology, assumption, weaknesses, and results
Support creation of effective internal controls for stress testing
Assist in managing the calendar for stress testing
Support analyzing the impact of new proposals and new rules that change the stress testing regulatory environment

172

VP Wealth Management Stress Testing & Analytics Resume Examples & Samples

Oversee execution of portfolio level stress testing, including CCAR/DFAST, for Wealth Management retail and wholesale lending products
Work with Credit Risk Methodology Group and Credit Risk Coverage to develop and enhance stress testing methodologies and modeling
Perform business analytics for partners in Credit Risk Coverage and the Wealth Management business unit
Work with stakeholders across Risk, Finance and IT to manage projects improving process and data flows and automating stress testing
Produce documentation and presentations to effectively communicate key information to senior management and regulators
Develop methods and tools to streamline and increase efficiencies of various stress testing work streams
Minimum 7 years of experience in related lending / risk functions
Previous CCAR/DFAST stress testing and reporting experience, preferably for Wealth Management and/or Lending portfolios
Excellent verbal and written communication, with ability to communicate effectively with senior management and regulators
Project management and prioritization skills with ability to multi-task in a dynamic environment
Proven leadership ability with strong relationship building and client management skills
Self-motivated and proactive attitude, with relentless attention to detail

173

Stress Testing Resume Examples & Samples

Support development, implementation and monitoring of capital stress testing models
Cooperate with model validation team and internal/external auditors for model validation
Forecast selected components of the income statement and balance sheet for stress testing purposes and analyze impact of macro-economic variables on model performance
Assist in developing and integrating new analytical tools and reports to enhance capital stress testing process
Support building and enhancing documentation of models and all analysis
Support CCAR initiatives and develop an understanding of regulatory CCAR requirements and processes

174

Manager, Capital Markets Stress Testing Resume Examples & Samples

Assist in the development of CCR and collateral stress testing aggregation tools by reviewing and analyzing stress test results, and by supporting test and parallel runs
Enhance subsidiary reporting to fulfill local regulatory requirements including existing counterparty and collateral reports for Scotiabank Europe and Scotia Berhad. Create a flexible platform to extend reporting as required by local regulations
Investigate and escalate data and process issues to affected teams
Write and update detailed requirement documentation for items outlined above
Identify, assess and monitor key risks within counterparty portfolios and explain stress losses under various CCR risk measures, including exposures, collateral, RWA, CVA and FVA
Partner with different risk groups and relevant stakeholders for the stress testing methodology design, output usage and feedback on weekly, monthly and quarterly basis
Work with various stakeholders to ensure that new methodologies, models, assumptions, strategies and products are captured in the framework; negotiate timelines and escalate any problems that may impede progress or delay implementation
Continually review and monitor processes, procedures and controls to ensure that operations meet internal and external standards
Provide timely updates to Senior Management on significant developments
Excellent communications skills with a focus on collaboration and team work
Strong analytical and problem solving skills with a proven record of creativity and innovation
Interest in programming and integrating different software tools
Strong interests in finance, capital markets, derivatives, and counterparty credit risk
Experience in software development with exposure to SQL and Unix shell scripting
Strong experience in at least one other programming language
Experience in relational database design and application development using Java
Experience in the use of data analysis, reporting, and visualization tools (Cognos, Tableau, SAS)
Proficiency in manipulating large and complex data sets

175

Credit Stress Testing Associate / VP Resume Examples & Samples

University degree in Quantitative Finance or another quantitative discipline (or equivalent), plus proven experience in Credit or Market Risk Management, Trading, Financial Modelling or related risk functions
Strong analytical skills and familiarity with Counterparty Exposure management, including industry standard models used (e.g. potential exposure, expected loss)
Ability to work independently in a self-directed way to thrive in a collaborative, team oriented environment
Strong communications skills, verbal and written, including ability to summarize key messages
Good working knowledge on SQL and Excel VBA. Knowledge on Matlab and Python is desirable

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