Chase Freedom Card# CS - 计算机科学
t*p
1 楼
Location : San Francisco Bay Area
Company Type: Commercial Bank
Contact: c***********[email protected]
Sponsor H1B
Job Summary:
The Stress Testing program, driven by Enterprise Risk Management, is part of
the risk management, capital adequacy and strategic planning processes of
the Bank and is an integral element of the Bank’s Internal Capital Adequacy
Assessment. The position will support the enterprise-wide stress testing
framework to estimate the likely impact of plausible scenarios on portfolio
credit. This position will interact with key stakeholder groups such as
Treasury, Finance as well as Lines of Business, conduct the stress test
analysis and present the results.
Major Responsibilities:
1. Maintain the stress testing framework. Execute the current stress
testing model processes and consolidate results for quarterly bank wise
stress testing analysis.
2. Communicate with other teams to ensure appropriate and complete
implementation of the stress testing scenario assumptions.
3. Research and develop new models, validate existing models and perform
benchmarking, stress testing, and scenario analysis on bank wise portfolios,
both commercial and retail. Assess and quantify model risk according to
regulatory and internal policy guidelines
4. Prepare thorough documentation of stress testing methodologies,
governance processes, and results for validation.
Additional Information:
Graduate degree in Economics, Financial Engineering, Financial Math,
Statistics or other quantitative fields with 2+ years of related work
experiences or Bachelor degree with 5+ years of related work experiences
Prior related risk or portfolio management experience required. Prior bank
experience a plus. Prior consulting experience a plus
Good understanding of the basic concepts of credit risk management (PD, LGD,
EAD, Expected Loss, Economic Capital, default correlation, stress testing)
Position requires strong project management and communication skills, as
well as outstanding analytical abilities and the ability to work efficiently
and independently
Strong focus on accuracy and reliability, so as to ensure confidence in
results
Knowledge of financial programming languages, such as Matlab, SAS, VBA a
plus.
Company Type: Commercial Bank
Contact: c***********[email protected]
Sponsor H1B
Job Summary:
The Stress Testing program, driven by Enterprise Risk Management, is part of
the risk management, capital adequacy and strategic planning processes of
the Bank and is an integral element of the Bank’s Internal Capital Adequacy
Assessment. The position will support the enterprise-wide stress testing
framework to estimate the likely impact of plausible scenarios on portfolio
credit. This position will interact with key stakeholder groups such as
Treasury, Finance as well as Lines of Business, conduct the stress test
analysis and present the results.
Major Responsibilities:
1. Maintain the stress testing framework. Execute the current stress
testing model processes and consolidate results for quarterly bank wise
stress testing analysis.
2. Communicate with other teams to ensure appropriate and complete
implementation of the stress testing scenario assumptions.
3. Research and develop new models, validate existing models and perform
benchmarking, stress testing, and scenario analysis on bank wise portfolios,
both commercial and retail. Assess and quantify model risk according to
regulatory and internal policy guidelines
4. Prepare thorough documentation of stress testing methodologies,
governance processes, and results for validation.
Additional Information:
Graduate degree in Economics, Financial Engineering, Financial Math,
Statistics or other quantitative fields with 2+ years of related work
experiences or Bachelor degree with 5+ years of related work experiences
Prior related risk or portfolio management experience required. Prior bank
experience a plus. Prior consulting experience a plus
Good understanding of the basic concepts of credit risk management (PD, LGD,
EAD, Expected Loss, Economic Capital, default correlation, stress testing)
Position requires strong project management and communication skills, as
well as outstanding analytical abilities and the ability to work efficiently
and independently
Strong focus on accuracy and reliability, so as to ensure confidence in
results
Knowledge of financial programming languages, such as Matlab, SAS, VBA a
plus.
