AVP - Stress Testing - Market Risk Management

  • AVP level
  • New York, NY, États-Unis
  • CDI, Plein-temps
  • Vennbridge
  • 19 janv. 18 2018-01-19

Coordination role - Investment Banking - New York, NY, USA

Role

  • 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.

Qualifications:

  • Previous CCAR experience.
  • The ability to write technical documents explaining complex risk concepts.
  • Solid understanding of market risk concepts

Applications

Please send your CV to louis@vennbridge.com

Vennbridge is an employment agency in relation to this vacancy.