CCAR

NY, NY

Post Date: 08/03/2017 Job ID: 9996817 Industry: FIN Consulting
Function Role Detail Global Market Shock Scenarios
  • Support the CCAR Global Market Shock process, including: analyzing results of the Client scenario; senior management report creation; audit request assistance, creation of procedure and model documentation
  • Prerequisites:
  • Experience and ability to work independently
  • Sell-side Capital Markets, CCAR stress testing and market risk experience
  • Quantitative college degree and/or CFA/FRM
Market Risk Support - A
  • Support the following CCAR components for the Market Risk area: Risk identification; Scenario creation; senior management reporting; documentation of procedures and audit request assistance
  • Prerequisites:
  • Experience and ability to work independently
  • Sell-side Capital Markets, CCAR stress testing and market risk experience
  • Quantitative college degree and/or CFA/FRM
Market Risk Support -B
  • Creation of market risk management reports for cash and derivative products. Liaise with stakeholders from multiple areas within the bank to resolve issues, gaps etc.
  • Prerequisites:
  • Experience and ability to work independently
  • Sell-side Capital Markets, CCAR stress testing and market risk experience
  • Experience with exotic derivatives
  • Quantitative college degree and/or CFA/FRM
  • Experience with VBA and Access
Credit Risk Support
  • Support the CCAR process for the credit risk area including Analyzing stress test results; senior management report creation; audit request assistance, creation of procedure and model documentation
  • Prerequisites:
    • Experience and ability to work independently
    • Sell-side Capital Markets, CCAR stress testing and market risk experience
    • Quantitative college degree and/or CFA/FRM

Brian Flanigan


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