Development of a suite of comprehensive stress tests to highlight key risks, and projects to improve accuracy of XVA measurement, Work closely with CCAR stress test team to validate inputs, design appropriate scenarios, verify shock implementation and communicate results, Communication of results of analyses with relevant stakeholders. Many of the applicants are rejected just because of composing the resume that doesn’t live up to the expectations. Cardio nurses make use of the understanding of cardiovascular healthcare to provide for the assessment and recommendation of treatment following ethical standards in nursing administration. Being in a high-pressure job, a cardiac nurse is expected to perform tasks efficiently even when exposed to stressful situations and scenarios. Copyright © 2020 RN Resume - All Rights Reserved, Research, education and preventive technique. or relevant professional qualification, Familiar with corporate and commercial real estate portfolios, including loan forecast or stress testing methodologies, Knowledge of SQL, SAS, and other database structure and management, Regression and Econometric modeling experience, Experience cleaning, restructuring, and merging large datasets, Preferred knowledge of at least two statistical/numerical softwares (SAS, R, Matlab, VBA, Stata, E-Views, etc), Working closely with Credit Risk modelling team to understand and provide effective challenge to credit modelling approaches, Coming up with alternative challenger approaches to benchmark results driven by the primary models developed by Credit Risk modelling team, Coordinate and manage stress testing model inventory Book of Work for credit risk along with credit risk modelling team, Analyzing the credit risk scenario results and provide an effective challenge to the results, given the understanding of the credit portfolio and key vulnerabilities, Excellent financial modeling skills with a strong quantitative background (degree in finance / economics / engineering with quantitative background would be preferred), 7+ years’ experience of having worked in an investment banking credit risk, focused on corporate and retail loans / Over the Counter derivatives, Experience of AIRB Credit RWA models would be an added advantage, Prior experience of developing and running scenario analysis methodology would be preferred but not essential, As subject matter expert within this high-profile team, you will take ownership of stress testing (CCAR/DFAST), and participate in the loss and Impairment forecasting of the Retail portfolio, You will work with stakeholders across Risk, Finance, Treasury, Technology and the business in Intermediate Holding Company (IHC) and Barclays Bank Delaware (BBDE) to deliver CCAR related activities, You will be expected to implement best practice for all stress testing forecasting models, governance, processes and methodologies, Provide analytics for CCAR related activities, e.g. liquidity risk assumptions, TD Securities product and systems information, and limitations of current infrastructure and IT capabilities), Minimum 6 years of bank or treasury related experience with progressing levels of operational and/or team management responsibility, Demonstrated ability to juggle multiple job demands, work under tight timelines and deliver accurate results, Good knowledge in bank’s financial and management reporting infrastructure and strong accounting, risk and/or policy background will be an asset, Familiarity with liquidity management practices, capital markets, asset liability management principles and capital market product structures, Manage the capital adequacy stress testing process in order to optimize capital and ensure compliance with all regulatory requirements, Develop and maintain the company’s capital adequacy stress testing policy and procedures, Manage the internal and/or external development, documentation and validation of multiple stress testing models across multiple software platforms Management of third party vendors and consultants as well as internal resources to ensure efficient and effective deliverable of DFAST initiatives, Facilitate communication throughout the company to ensure an understanding and coordination of DFAST initiatives, Documentation and communication of DFAST model performance for internal and external stakeholders, Develop detailed cross functional project plans to define the tasks and owners for delivering the defined projects, Experience working with large sets of data pertaining to loans, deposits, market data, and economic indicators is required, This position is highly visible and requires the ability to work professionally and communicate with members in all levels of the organization and with external regulators, Work independently as well as in a team environment, Strong presentation and analytical skills, Perform other duties or special projects as assigned, Master’s degree in Economic, Finance, Mathematics, Statistics or another quantitative fields, 7+ years of relevant experience; preference for candidates with DFAST, financial and analytical modeling experience in a commercial bank of $10-50 billion in consolidated asset size, Comprehensive understanding of stress testing, credit risk, financial risk, operations risk and their processes, Familiarity with the banking regulations, specifically DFAST and a strong knowledge of banking products and practices, Highly analytical with great attention to detail, consistently delivering outstanding results, Must be a strategic thinker and deadline-oriented, Advanced proficiency exhibited with Microsoft Excel and PowerPoint, Excellent verbal and written skills and the ability to communicate effectively with all levels of staff, management, and externally, Create effective solutions on stress testing outside the strategic platform and actively drive the strategic implementation forward, Support the manager to interact with regulators regarding stress testing methodology and analyses of Counterparty Credit Risk, Work with model validation teams to get the CCAR Counterparty Credit Risk models validated, Run the developed models during CCAR runs, and document the results for the banks CCAR submission, Own and manage the delivery of counterparty credit risk stress testing analysis under CCAR, Provide comprehensive explanation of the stress testing results to the risk managers and senior management, guide and lead the deep-dive analysis of the stress testing results, Work with regulatory coordination teams to interact with regulators regarding stress testing methodology and analyses of Counterparty Credit Risk, Five plus years of experience with Counterparty Credit Risk modeling, statistical analyses or stress testing & scenario analysis, A Master’s/PhD degree in a quantitative discipline, Solid leadership skills and some prior management experience, Experience with statistical tools and risk management tools, Ability to work under tight deadline and high pressure environments, Excellent communication skills – ability to present complicated modeling concepts and techniques to senior management clearly and visually, Good product knowledge across derivatives, repos, stock lending and borrowing transactions and understanding of regulatory requirements, Ability to implement proof of concept solutions in order to present or test ideas quickly and ability to support strategic implementation of finalized concepts, Must be comfortable operating in a complex and evolving regulatory environment with the need to continually identify and implement improvements to ensure HSBC does not lag peer bank capability and/or regulator expectations in relation to overall Stress Testing capability and the quality, and timeliness, of all Stress testing outputs, Must be able to function independently, and be able to initiate and drive the agenda in relation to stress testing activities, overcoming obstacles and uncertainty in a dynamic and fast paced environment with the added pressure of tight regulatory deadlines, that cannot be moved, During critical production periods, the work environment is demanding requiring significant time and focus to address risks and issues to the production process in a timely way, Able to confidently operate in a complex matrix environment with a large number of stakeholders and interested parties, from all levels internally and from multiple regulator groups, Able to foster and develop excellent working relationships with a large number of senior Business, Finance and Risk people that will be necessary to achieve Stress Testing targets. Master Degree is preferred, Self-managed and results-oriented with sense of ownership is required, Organizational skills needed to handle multiple, parallel assignments, Able to collaborate with different business/user groups and technology team, Comfortable in a challenging environment with tight timelines, High-level of competency with MS Office suite of tools, Bachelor or Master's degree in business-related field preferred, (Accounting, Business, Economics, Finance, Math, Statistics, etc.) Information is detailed as well as synthesized for reporting to Senior Management committees and Board (BFC STSC, BFC CMC, RMC, & RRC), Direct interaction with Bank senior executives, including, but not limited to the BFC CRO and CFO, Operating Group CROs and CFOs, Corporate Audit across multiple jurisdictions, Direct interaction with external stakeholders, including Auditors and Regulators across multiple jurisdictions, Graduate degree in Finance, Business or quantitative discipline accompanied by a relevant professional designation (e.g. and other key partners of Market Risk including but not limited to Front Office, IT, Analytics, Operations, Finance, Support and coordinate User Acceptance Testing (UAT) activities, project roll-out and transition to RTB as required, Use of standard project management tools and techniques to maintain transparency of project plan, key milestones, work allocation and accountability to all stakeholders, Measuring the market risk exposure of the firm using a variety of tools including, sensitivity analysis, scenarios, Value at Risk (VaR) and Economic Risk Capital (ERC) CS’s in house capital measure, Monitoring risk exposure against limits and the effectiveness of trading risk flags via quarterly reviews, Managing risk exposure by ensuring effective risk measures and appropriate MRM limits, Testing model effectiveness by backtesting VaR vs P&L, Development and validation of the firm’s market and liquidity risk models and methodologies, Verification of CS’s in house product valuation models, Review existing and develop new scenarios for the trading businesses within CS’s Asia-Pacific division, Provide detailed analysis on all scenario exposures, and work closely with the market risk analysts in Asia-Pacific on understanding and interpreting scenario results, as well as suggesting mitigation strategies for large exposures, Support the APAC Head of Market Risk with setting scenarios and providing detailed analysis on an ad hoc basis, Interact with and provide challenge to traders and senior front office management with regards to scenario exposures, Interact with Front Office quants and IT to drive the implementation of scenario capability and infrastructure, Liaise with the MLRM global scenarios teams in London and Mumbai, and keep Asia based risk managers up to date on all new scenarios related projects and developments affecting businesses in Asia, Respond to and interact with local APAC regulators in relation to all aspects of stress testing and scenario analysis, A suitable candidate would be educated to degree level, preferably in a numerate subject. This type of nurse works closely with a cardiologist to expedite quality care for heart patients. Drive simplicity and efficiencies in the deployment of models, including wing-to-wing management of the model development, approval, implementation and monitoring process, Drive communication and training needs pertaining to financial and capital models, collaborating with Functional Leaders and peer Platform Leaders within the company, Develop detailed documentation of processes, procedures and performance tracking related to model development and application process as required by the Supervisory Guidance on Model Risk Management SR11-7/OCC 2011-, Bachelor's degree in risk related field (Business, Economics, Finance, Math/Stat, Operations Research, etc. ), Sound understanding of macro and micro factors that impact corporate and commercial credit businesses, Strong understanding of banks’ balance sheets, off balance sheet items, and P&L, Exceptional knowledge and experience with SAS, Excel and/or VBA, MBA or Master in Finance/Financial Economics/Quantitative Finance, or equivalent combination of education and experience, FRM, CFA or CPA,CA designation is an asset, Advanced analytical, problem solving, investigative skills, attention to detail, accuracy, self-driven, and the ability to learn quickly are critical to this position, 5-6 years relevant work experience in banking or consulting environment, Recommendations regarding stress testing and risk frameworks, polices and standards to govern stress testing in accordance with Senior Management, Board and regulatory requirements from multiple jurisdictions, Advising Senior Management and the Board on the progress of US stress testing program and the use of stress testing as a risk and business tool, Information Access: The job has the authority to access and use confidential data as it relates to the Enterprise’s Strategy, Risk Reporting and actual and plan Risk/Financial information. Reviewed patient x-rays and test results. The scope of our group is wide. The candidate must also be able to exercise good business judgment in assessing opportunities, identifying potential problem areas, and recommending/providing solutions, Ability to make timely decisions that show excellent judgement.Addressing liquidity matters is time sensitive, and the candidate must be able to make timely decisions independently that appropriately considers and prudently addresses the risk, Attention to detail:The position is responsible for ensuring compliance with management and regulatory reporting policies and requirements. Expertise in data analysis - regression testing and large scale data comparisons. Nursing Resumes Must Include The Following Information. Quality work is our priority. MBA preferred, Knowledge of financial analysis, modeling, systems and reporting preferred, Proficiency with personal computers and pertinent mainframe systems and software packages. As part of the registered nurses function for cardiovascular problems include the diagnosis and treatment of patients. The department also assigns internal credit ratings; establishes and manages credit risk limits in accordance with the risk tolerance established by the Board; monitors and reports on credit risk exposures on a regular basis to senior management. Implement validation checks to ensure accuracy and consistency within/across templates, Work with the modeling team to update models to address gaps, Update the Capital Policy and Internal Capital Adequacy Assessment Process (‘ICAAP’), Support creation, socialization, review, and getting approval of the framework for designing scenarios for CCAR/DFAST, Support determination and documentation of approach for and governance of incorporation of additional material risks beyond the economic scenarios into the CCAR/DFAST forecast, Document approach for and governance of incorporation of additional material risks beyond the economic scenarios into the CCAR/DFAST forecast, Support determination and documentation of the approach for and governance of determination of management actions under stress, Support determination and documentation of the approach for and governance of incorporation of first and second line challenges and judgement overlays into the final results, Work with the Capital Teams to determine the baseline capital actions and stress capital actions, Support creation of materials that summarize and socialize the results and assist in getting board approval of methodology, assumption, weaknesses, and results, Support creation of effective internal controls for stress testing, Assist in managing the calendar for stress testing, Support analyzing the impact of new proposals and new rules that change the stress testing regulatory environment, Oversee execution of portfolio level stress testing, including CCAR/DFAST, for Wealth Management retail and wholesale lending products, Work with Credit Risk Methodology Group and Credit Risk Coverage to develop and enhance stress testing methodologies and modeling, Perform business analytics for partners in Credit Risk Coverage and the Wealth Management business unit, Work with stakeholders across Risk, Finance and IT to manage projects improving process and data flows and automating stress testing, Produce documentation and presentations to effectively communicate key information to senior management and regulators, Develop methods and tools to streamline and increase efficiencies of various stress testing work streams, Minimum 7 years of experience in related lending / risk functions, Previous CCAR/DFAST stress testing and reporting experience, preferably for Wealth Management and/or Lending portfolios, Excellent verbal and written communication, with ability to communicate effectively with senior management and regulators, Project management and prioritization skills with ability to multi-task in a dynamic environment, Proven leadership ability with strong relationship building and client management skills, Self-motivated and proactive attitude, with relentless attention to detail, Cooperate with model validation team and internal/external auditors for model validation, Forecast selected components of the income statement and balance sheet for stress testing purposes and analyze impact of macro-economic variables on model performance, Support CCAR initiatives and develop an understanding of regulatory CCAR requirements and processes, Assist in the development of CCR and collateral stress testing aggregation tools by reviewing and analyzing stress test results, and by supporting test and parallel runs, Enhance subsidiary reporting to fulfill local regulatory requirements including existing counterparty and collateral reports for Scotiabank Europe and Scotia Berhad. Studies show that recruiters spend mere seconds reviewing a resume and these days that’s after the resume has made its way through the applicant tracking system. Works with team members responsible for methodology development and program implementation / execution, Drive integration of RBC's enterprise-wide, subsidiary, ad-hoc, risk-level, and reverse stress testing programs, ensuring a holistic and consistent examination of bank vulnerabilities, Increase integration of stress testing in BAU processes. Strong detail orientation and ability to synthesize complex information, both quantitative and qualitative, Committing to learning and understanding the requirements of Dodd Frank Act Stress Testing in sufficient depth so as to become a subject matter expert skilled in assisting with the management of certain components of the DFAST Program operations workflow and to assist with educating DFAST Program participants (‘stakeholders’) as to their roles and responsibilities within the annual DFAST Program cycle, Providing objective and independent advice, consultation and risk management support according to the Company’s data and frameworks and tools, Collaborating with colleagues and managers within CRMG to facilitate the exchange of risk and control information about the business units within their area of responsibility, Supporting senior leaders, business unit managers, the Directors of Enterprise Risk Management, Operational Risk Management, and Quantitative Risk Management, and the Chief Risk Officer with risk information, analyses, and reporting, Assisting the SSTRO in the development of risk education, Delivering risk education to business unit managers and staff, and, Performing other duties as may be required, General understanding of the origination, underwriting, and portfolio management process for consumer and commercial loan portfolios; commercial real estate experience preferred, General understanding of credit modeling concepts and techniques, Specific understanding of bank operations is required as is an understanding of banking interrelationships, revenue generation, operating expenses management, and performance measures, General knowledge of capital management, liquidity, financial reporting, and interest rate management modeling techniques, Well-developed facilitation and presentation skills, Working knowledge of Microsoft Excel data management techniques for analysis and reporting, Broad understanding of banking and financial services, Familiarity with the financial services regulatory environment and corporate governance principles, Creativity, critical thinking, initiative, and problem-solving skills, Ability to operate and work collaboratively in a fast-paced, unpredictable environment, with tight deadlines, Mobility sufficient to coordinate activities within the assigned department is helpful, but not essential, Ability to sit or stand, intermittently or for an extended period of time (up to and including four hours per day), and, Ability to lift a typical office-sized storage container (box) for shipment of records being retained (up to 30 lbs. 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