AVP - Stress Testing - Market Risk Management
- AVP level
- New York, NY, États-Unis
- CDI, Plein-temps
- 19 janv. 18 2018-01-19
Coordination role - Investment Banking - New York, NY, USA
- Cross-asset development of stress testing tasks and analysis requirements.
- Coordinate with the change team to ensure the accuracy of stress tests.
- Help in managing the book of work for Stress Testing team, deliverable follow through and adherence to deadlines.
- Coordinating with head of execution and head of analytics on the development and establishment of standard presentation materials and templates.
- Coordinate with Change Manager for actual run of stress testing in "change the bank"; and manage the run of stress testing in "run the bank".
- Coordinate development of workflow methods/logistics for different regulatory reporting processes among different stakeholders and provide leadership where required.
- Previous CCAR experience.
- The ability to write technical documents explaining complex risk concepts.
- Solid understanding of market risk concepts
Please send your CV to firstname.lastname@example.org
Vennbridge is an employment agency in relation to this vacancy.