testing tools and infrastructures that assess the impact of a stress on risk capital and ensure risks are properly identified... consistency and transparency of risk measurement, metrics and reporting. Works with stakeholders to identify stress testing...
, and eager to apply analytical skills in a fast-paced environment. As a Manager, Capital Market Stress Testing and Market Data... deadlines. Good understanding of market risk, counterparty credit risk, stress testing and capital market products. Data...
, and eager to apply analytical skills in a fast-paced environment. As a Manager, Capital Market Stress Testing and Market Data... deadlines. Good understanding of market risk, counterparty credit risk, stress testing and capital market products. Data...
and Finance clients by developing, validating, or reviewing Capital Markets and Market Risk models (e.g., Financial Derivatives... testing, customer behavior modeling. About the team Deloitte's Risk, Regulatory & Forensics practice delivers highly...
and Finance clients by developing, validating, or reviewing Capital Markets and Market Risk models (e.g., Financial Derivatives... testing, customer behavior modeling. About the team Deloitte’s Risk, Regulatory & Forensics practice delivers highly...
's market risk capital and stress testing program in response to current regulatory & market changes and risk management... initiatives. The group is responsible for the analysis of market risk exposure, through Value at Risk (VaR), Stress testing...
's market risk capital and stress testing program in response to current regulatory & market changes and risk management... initiatives. The group is responsible for the analysis of market risk exposure, through Value at Risk (VaR), Stress testing...
(pricing, cashflow profiles, discounting) is critical; knowledge of market risk concepts (sensitivity measures, stress testing... quantification and risk mitigation activities conducted by the first line of defense. As Senior Manager, you will support the ALM...
risk (Asset Liability Management - FTP/ IRRBB), Stress Testing, Model risk, Capital measurement and Internal Capital... Models, Quantitative Risk Analysis, Regulatory Capital, Results-Oriented, Stress Testing, Technical Auditing {+ 1...
Stress Testing, Funds Transfer Pricing (FTP), Interest Rate Risk, Capital Adequacy, Capital Management, Resolution..., liquidity reporting and liquidity stress testing. Perform interest rate risk assessments to evaluate exposure and potential...
modeling and measurement, stress testing, risk management, strategy, and regulatory expectations. Developing materials, tools... of Default (PD), Loss Given Default (LGD), capital management, stress testing, ICAAP Certificate in ESG, Climate risk, SCR, FRM...
and regulatory requirements pertaining to credit risk models, including the IFRS 9 and Stress Testing framework. Market Risk..., liquidity and capital adequacy stress testing models, structure interest rate risk models, fund transfer pricing and cost...
and regulatory requirements pertaining to credit risk models, including the IFRS 9 and Stress Testing framework. Market Risk..., liquidity and capital adequacy stress testing models, structure interest rate risk models, fund transfer pricing and cost...
Intelligence & Machine Learning (AI/ML), Stress Testing, Valuation, Market Risk, Liquidity Risk and Counterparty Credit Risk models... experience – Experience in any one of AML, CCR & Market Risk, Credit Risk, Stress Testing, Valuation and Liquidity & Funding Risk...
Risk, Liquidity Stress Testing, Capital Adequacy, Fund Transfer Pricing and other various balance sheet aggregation models... and capital adequacy stress testing models, structural interest rate risk models, capital adequacy, fund transfer pricing and cost...
Risk, Liquidity Stress Testing, Capital Adequacy, Fund Transfer Pricing and other various balance sheet aggregation models... and capital adequacy stress testing models, structural interest rate risk models, capital adequacy, fund transfer pricing and cost...
other analytical areas such as market risk, credit modeling, forecasting and stress testing, customer behavior modeling, and new... Management models (e.g. Structural Interest Rate Risk, Liquidity Stress Testing, Capital Adequacy, Fund Transfer Pricing...
other analytical areas such as market risk, credit modeling, forecasting and stress testing, customer behavior modeling, and new... Management models (e.g. Structural Interest Rate Risk, Liquidity Stress Testing, Capital Adequacy, Fund Transfer Pricing...