The cardiac stress test is done by exerting stress on the heart, either physical or pharmaceutical, along with an EKG and blood pressure. As such this process is iterative and consists of calculated data, expert judgement and senior management overlays, The person in this position will be a go to person for IB wholesale stress testing and as such will be liaising with and managing a variety of stakeholders across Risk, Finance and Treasury. As the number of cases of individuals suffering from various high ailments is increasing, these cardiac care specialists provide close monitoring and assessments of individuals suffering from illnesses of the heart and the vascular system. Exercise Stress Testing Method or Type. Quality work is our priority. This includes, Demonstrated process management skills combined with strong business acumen.The candidate must have demonstrated skills in managing multiple priorities in a fast paced environment and in responding to emerging issues and demands in an effective and timely manner. Mortgages, HELOC, Consumer), including procedures, processes, data, changing risk management requirements, customers, markets, and regulation, Knowledge of Credit risk and loss forecasting concepts, Knowledgeable of regulatory environment, particularly around CCAR/DFAST and Basel II/III, and associated stress testing expectations, Strong Excel skills; SAS background a plus, Strong quantitative skills (database queries, spreadsheet development/analysis, run/use of loss forecasting or projection models), Develop business-related hypotheses from lines of business, portfolio, and/or product scenarios, Excellent relationship building/management skills – with key retail line of business managers (for consultation and stress testing results review), Ability to assess model outputs to scenarios and initial hypotheses; ability to identify impacts to financial statements, Highly effective business communication, including text, graphics, slides, Ability to work in a dynamic environment and undertake, execute and deliver on time multiple concurrent projects, Must be detail oriented while working under cross-functional dependencies and tight deadline pressure, Operationalizing the designed stress testing governance structure Related topics include. Ability to interact with Head Office and Senior Management, Ability to manage budgets and consultants, Develop and own BAU (Business-As-Usual) Stress Testing Policies and Procedures, Lead various working groups and committees (e.g. Nurses can identify a patients’ current status with coronary heart disease, carry out stress test evaluation and then be able to work with others for carrying out procedures for any surgery case and postoperative rehabilitation. volume, pricing, fees, sales/gains, cost, etc. Confirmation of the assignment of roles and responsibilities, Facilitating the generation of IHC stress scenarios, Operationalizing the IHC risk appetite framework, Assist in setting the timeline and templates used, Assemble inputs from risk managers for different risk types, Assist in confirmation of proper documentation of processes and assumption, Liaise with other constituents such as risk managers, quant teams, technology team, finance and treasury to ensure that the designed governance structure is understood and abided by during the performance of stress testing, Provide effective challenge to outputs from other constituents including model documentations, data controls and reconciliation procedures, Monitor key decisions and issues log. They must be able to rapidly grasp, apply and explain detailed technical concepts, A good understanding of global financial markets with specific focus on the Asia-Pacific region is required, The candidate should be comfortable working with computers. Skills to Include on Your RN Resume . This incorporates a review of the risk models, analytics and assumptions supporting commercial credit risk rating system and retail risk segmentation strategies. Delivery within the deadline is not possible by many teams. Effectively worked with understudies from best nursing schools (ADN, BSN, MSN, MSNA), helping them get into very aggressive residency/graduate projects and get their first nursing occupations. This way, you can position yourself in the best way to get hired. The candidate must be skilled at getting things done and gain organizational buy-in using both formal and informal channels, University degree in Finance, Accounting, Economics or a related field, Ability to learn and understand complex subject matters quickly (e.g. Create a flexible platform to extend reporting as required by local regulations, Investigate and escalate data and process issues to affected teams, Write and update detailed requirement documentation for items outlined above, Identify, assess and monitor key risks within counterparty portfolios and explain stress losses under various CCR risk measures, including exposures, collateral, RWA, CVA and FVA, Partner with different risk groups and relevant stakeholders for the stress testing methodology design, output usage and feedback on weekly, monthly and quarterly basis, Work with various stakeholders to ensure that new methodologies, models, assumptions, strategies and products are captured in the framework; negotiate timelines and escalate any problems that may impede progress or delay implementation, Continually review and monitor processes, procedures and controls to ensure that operations meet internal and external standards, Provide timely updates to Senior Management on significant developments, Excellent communications skills with a focus on collaboration and team work, Strong analytical and problem solving skills with a proven record of creativity and innovation, Interest in programming and integrating different software tools, Strong interests in finance, capital markets, derivatives, and counterparty credit risk, Experience in software development with exposure to SQL and Unix shell scripting, Strong experience in at least one other programming language, Experience in relational database design and application development using Java, Experience in the use of data analysis, reporting, and visualization tools (Cognos, Tableau, SAS), Proficiency in manipulating large and complex data sets, University degree in Quantitative Finance or another quantitative discipline (or equivalent), plus proven experience in Credit or Market Risk Management, Trading, Financial Modelling or related risk functions, Strong analytical skills and familiarity with Counterparty Exposure management, including industry standard models used (e.g. Calibration and enforcement of risk limits aligned with the Firm’s risk appetite. Demonstrable experience of working in high pressure environment to tight deadlines is essential, They will need to fully familiarise themselves with all relevant policies and procedures form both technical and people management perspectives, Understanding of current industry state with regard to stress testing (e.g. How to write a nursing resume that will land you more interviews. 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. Cardiac Nurse Resume Examples. A professional nursing resume summary is that junction in the nursing resume which makes crossing the next road very easy for the recruiter. Familiar with CCAR requirements, including governance, documentation standards, data flow, relationship of upstream and downstream CCAR models, population of 14Q, 14A and Y9 templates, effective methods for reconciliation, and CCAR documentation requirements, Quantitative methodology of stress test models, Basel, PRA and EBA stress testing requirements, risk data management such as BCBS 239, Experienced in performing stress testing and scenario analysis, Sound understanding of Retail products (Mortgages, Home Equity Lines of Credit, Credit Cards, Auto loans, etc. Show Me RN-to-BSN Programs. CA, MBA, CFA), Five or more years of risk management related work experience in the financial industry, In depth knowledge of the risk characteristics of the Banking business, Sound understanding of risk capital and the methods used for measuring it, Good knowledge of the Regulatory requirements across various jurisdictions, Well developed relationship management skills, Broad knowledge of the Bank’s products, procedures and processes, Ability to work both independently and as part of cross-functional teams, This role drives stress testing program development, while participating in ongoing stress test execution and analysis. Cardiac Stress test Nurse (121-19) Posted: Oct 01, 2020 Category Nursing Schedule PRN (As needed…) Shift Variable Department Cardiopulmonary Job Description POSITION SUMMARY: The stress test nurse will be present and oversee all stress test… This will include ICAAP, Bank of England, and risk tolerance assessments, Co-ordinate and plan ICAAP capital stress testing, Build good relationships with Finance and Risk to advance the data collection required, This key role is aimed to drive projects in co-ordination with the PRA changes, Prepare the end-to-end operations process for all Stress Testing Exercises within Group ALCM, Co-ordinating the quarterly and annual FDSF ALM Actuals, Projections & EBA data submissions to the PRA, Run the stress testing projects for both FDSF Actuals and Projections, deal with moderately complex issues prior to escalation to the Stress Testing Working Group, Drive towards standardisation of methodologies, process, systems, and operational models which will enable ALCM to leverage our global economies of scale and deliver consistent 'world class' customer experience, across the Group on the stress testing exercises, Gains familiarity of the regulatory requirements of the FDSF semantic data model for the ALM templates, and all related discourse on ALM between internal Risk Strategy / Change Delivery teams and the PRA, Will come from a banking background with previous stress testing experience, Knowledge of Asset Liability Management products, Lead enterprise stress testing pro-forma financial statement build enhancements, Perform detailed driver and challenge reviews of all enterprise stress testing analytics to enable strategic decision making, Deliver Capital Plan and related governance narrative support for financial analysis for all enterprise stress testing scenarios, Participate with cross-functional business leaders to identify and implement process and analytical improvements, Research and institute a financial forecasting system infrastructure that enables process efficiencies while maintaining robust internal and external (CCAR) reporting capabilities, Support ad hoc initiatives aimed at designing and comprehensively understanding the changing business economics and structure, Experience in accounting or financial analysis, Demonstrated oral and written communication skills and ability to work cross functionally, Proficient use of financial systems and analysis tools including Microsoft Office (eg. - Instantly download in PDF format or share a custom link. ), Participate in the model development process by playing a pivotal role between the GECC model development team and the platforms: analysis of historical performance, feedback on proposed macro-economic linkage leveraging business and commercial experience, Take an active role in the centralization of the stress test financial planning process at GECI level by supporting: development of analytics to derive the non-model driven business assumptions, development of excel-based Financial Statement calculators and subsequent automation through QRM, Participate in the standardization and implementation of further internal controls within the planning process, Build expertise of the GECI portfolio, key assumptions and related drivers, Bachelor's Degree. 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. document risk classifications, materiality evaluations, and recommendations), Document various stress testing processes and prepare various stress testing presentations, Develop and enhance current stress testing framework and methodology and ensure they are compliant with regulators and appropriate for internal risk management, Actively participate in the IMM gaps remediation work to improve current stress testing methodology in particular Scenario RWA, Driving Regulatory framework changes relating to Stress Testing; working closely with Business and Senior Management to ensure fit for purposes methodologies for key portfolios of interest, Design methodology to calculate scenario exposure for both the trading and banking books in the context of LPA, ICAAP, and IWST, Manage key stakeholders (e.g. Information is detailed as well as synthesized for reporting to Senior Management committees and Board including Balance Sheet Capital Management Committee (BSCMC), Risk Management Committee (RMC) and Risk Review Committee (RRC), This role requires coordination and interaction with senior members of key stakeholder groups across multiple jurisdictions, including, but not limited to Risk Groups, Line of Business, Finance Groups, Economics, Capital Management Group, Stress Testing Stakeholder Groups, Model & Risk Vetting and others in order to ensure that the Enterprise scenarios and stress test execution meets Senior Management and Regulatory requirements detailed in the pertinent standards and regulations. Managing complex projects with a variety of diverse stakeholder expectations. Tips and examples of how to put skills and achievements on a nursing resume. This involves knowledge of the relevant regulations, knowledge of the products that are being stresses, technical knowledge around data analysis and manipulation and experience of executing a stress testing process. 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. We tailor projects to the needs of RBC and the interests of team members. Higher degrees or other qualifications, such as an FRM, also considered favorably, Regularly reviewing our existing stress test scenario library, adjusting them where suitable to make sure that significant market and economic developments are built in, Embellishing scenarios handed down by our regulators, adding parameters to take account of our geographical footprint, portfolios, and strategies to make sure that we are fully compliant, and that the picture in the results of the tests is as true to life as possible, Frequent contact with regulators like the Bank of England, the PRA, and the European Banking Authority, Broad interaction with stakeholders from across our wider risk community, including stress testing execution teams, colleagues working on our ICAAP submissions, our customer businesses, and up to board level, as the board will sign off their acceptance of your scenarios, Strong numerical skills and an analytical mindset, most likely developed studying a degree in Econometrics, Quantitative Finance, Mathematics, or similar, Excellent programming skills, covering VBA, SAS and SQL, and being an advanced user of Matlab or similar packages, Outstanding stakeholder and communication skills, including the ability to write for board level audiences, The ability to work effectively under pressure and turn work around to some tight deadlines, such as when the Bank of England release their annual testing scenario, Identify new issues both within and outside Stress Testing an Risk Capital, by reviewing and challenging stress testing exercises, Identifying potential solutions and engaging the relevant parties to address often complex issues, Monitoring the progress of solutions to see that change is delivered on time, Maintaining project documentation and governance, Design, implement, enhance and debug SAS code to support high quality PPNR and balance models that exceed supervisory expectations, Identify limitations and shortcomings in the PPNR and balance model development process and develop plans to undertake corrective actions, Participate in documenting PPNR and balance models in accordance with Federal Reserve SR 11-7 requirements, Communicate key findings and enhancements to client constituencies engaged in model documentation, validation as well as other functions involved in the capital management process, Contribute to other initiatives that may arise on an ad-hoc basis, 5-12 years of relevant work experience in the financial services industry, Significant knowledge and experience with SAS and Matlab in a business environment, Robust understanding of statistical concepts, regression-based forecasting models and time series analysis, A high level of flexibility and a strong willingness to fulfill team goals in an environment of changing conditions and deadlines, Working knowledge of some of the following programming languages such as: SQL, Python, Machine Learning, C/C++, Java, Comfortable with Bloomberg functionality and data retrieval, Candidates with a Ph.D or Masters’ degree in areas such as Statistics, Financial Engineering, Econometrics, Mathematics, Finance, Engineering or other advanced quantitative field, Preference for PPNR and balance modeling experience obtained in a capital stress testing function or other modeling experience from a risk management function gained through direct employment at one of the following: i) a firm supervised by the Federal Reserve that is subject to CCAR requirements; ii) a financial institution supervised in accordance with Dodd-Frank stress testing requirements; and iii) a Big 4 or strategy consulting firm providing services to clients in the preceding categories, Evaluate data to identify necessary adjustments and work closely with business users to create robust forecasting models, Communicate key findings and enhancements to client constituencies engaged in model documentation, validation as well as other functions involved in the capital stress testing process, Manage projects and deepen relationships with internal and external counterparties to enhance institutional knowledge to support the PPNR and balance model process, Serve as a subject matter expert in a non-managerial role, Detail oriented and able to work independently to produce high quality work products that require limited managerial oversight, Ability to effectively analyze large data sets and identify patterns and insights, Strong understanding of data management tools and visualization software including Tableau, Good communication skills (presentation and written) with an ability to explain underlying drivers and key takeaways from modeled data outputs to technical and non-technical audiences, Knowledge of supervisory requirements and industry practices for PPNR and balance models, High level of sensitivity and awareness to navigate a multi-cultural work environment, Candidates with a Master’s or MBA as their terminal degree in areas such as Statistics, Financial Engineering, Econometrics, Mathematics, Finance, Engineering or other advanced quantitative field, 5-8 years of experience in the financial services industry, Define and manage the scope including a rigorous change request process, Create and manage the overall project plan clearly identifying key milestones and dependencies, Identify and manage all major issues and risks, identifying mitigating actions and impact on final delivery for each of these as they arise, Hands on current state process reviews, development of strategic processes and resolution of obstacles, Understand impact of proposed changes on business areas and processes within Finance, Manage deliverables on plan to agreed milestones, working to clearly defined final delivery date, Senior stakeholder management within the Programme and with end users (BP&A teams across all Barclays businesses) providing transparency and expectation management, Regular status reporting ensuring clear and consistent updates are provided on overall project status across workstreams, Delivery of tangible changes to planning and stress testing processes as we progress to a strategic state post Structural Reform, Clear articulation of the benefits and value of work being undertaken in the project, Proven project management and implementation experience running a significant project or programme, Previous experience within a Finance related function in a top tier Bank, Strong client liaison and problem solving skills, Experience of managing projects and the full development lifecycle, Experience of Business Process Re-Engineering and organisational design, Flexible and proactive work style with strong direct and matrix management of resources, Successfully manages delivery on both long and short term deadlines, General accounting knowledge across a broad range of products, Front to back banking transaction lifecycle, Excellent communication, documentation and presentation skills and the ability to adjust message as required across all levels and functions, Strong organisation and stakeholder management skills (all levels of the organisation), Ability to use own initiative to resolve issues/ investigate and find solutions, Ability to assimilate information quickly and make informed decisions, Formal Project Management qualifications (eg Prince 2), Producing the workstream plan in conjunction with IT and monitoring progress against this plan, Chairing and facilitating project working groups, Production and communication of project updates and supporting materials for management and project team, Manage a team and directly contribute to identifying and documenting business requirements from key business stakeholders, Producing functional requirements for IT implementation, Ensuring quality and consistent deliverables are produced by the team, Work effectively in and leading meetings with diverse Business stakeholders and their teams to ensure requirements and priorities are successfully met, Work in partnership with IT teams to define business solutions that deliver functional and non-functional requirements, Facilitate issue resolution to ensure release schedule remains on track and functional issues are solved through appropriate solutions, Creating UAT strategy. at the Bank to develop robust internal controls around key processes used in the stress testing framework. VP would be responsible for project management, managing timeline and competing priorities for a 10 person team, More specifically, VP will be responsible for the coordination of wide varieties of deliverables. In case of not living up to your expectations, we are offering the full fee refund to the clients. Nursing Resumes Must Include The Following Information. Working closely with the Risk Infrastructure team and IT, to ensure that key scenarios are produced on a timely and accurate basis, Candidates will be expected to show good judgment of risks and an understanding of risk areas covered, in particular Fixed Income and Equities, including markets, models and products. Draw conclusions on the soundness of the credit risk components of the Basel process, identify errors and flaws and recommend corrective actions. This role is eligible for a 4X referral bonus. Copyright © 2020 RN Resume - All Rights Reserved, Research, education and preventive technique. report mappings, documentation of adjustments, referential data quality) to assess the accuracy and completeness of regulatory reports, Review and compare the reporting specifications for regulatory reports to the reporting instructions and assist in developing appropriate procedures, Prepare summary reports and produce metrics for senior management highlighting key issues and remediation status, Identify areas where reporting improvement is needed and monitor remediation efforts, Collaborate with data owners/ providers to formulate remediation steps to enhance ERM's internal control environment, Apply knowledge of control policies, standards and guidelines to perform implementation and conformance testing, Define the scope of spreadsheets to be monitored within ERM as part of the CCAR stress testing controls. ), Knowledge of or direct experience with regulatory reporting is a plus, Ensure appropriate risk coverage for Stress Testing, Working closely with Treasury & Regulatory Controllers to assist the Risk Management contribution for the ICAAP for Pillars 2A and 2B, Brief senior management on risks affecting the firm, Strong product knowledge of one or more asset classes, knowledge of VaR, Knowledge of Basel and economic capital frameworks and stress testing advantageous, Ability to create Models used to analyze risk results, 2-3 years relevant work experience in market or credit risk at a commercial bank, investment bank, or consulting firm is a plus, Ability to handle and analyze large data sets, Insight into a new and evolving discipline, Ability to interact with different Business Divisions and Control & Support Functions across the bank, Provide an enterprise level overview of CCAR, and Capital Adequacy processes and capabilities to develop and manage the Bank’s Capital Plan, Develop a fundamental understanding of the Bank’s Risk and Capital processes, Critically evaluate information gathered from multiple sources, reconcile conflicts, decompose high-level information into details and abstract up from low-level information to a general understanding, Proactively communicate and collaborate with external and internal customers to analyze information needs, Present information in a clear and concise manner for reporting to stakeholders and senior management, 5+ years of experience in Program Management for Banking or Capital Markets at a top tier consulting firm (preferred) and/or significant experience in managing Dodd Frank, Risk, Regulatory, Capital Planning or similar projects for large bank, Well versed in process and project management skills, with the ability to identify and analyze multiple data points, Superior relationship management skills including ability to collaborate with multiple business partners and colleagues to facilitate communication and program reporting, Improving and designing a current set of portfolio level stress tests, Participating in and contributing to cross function group-wide stress testing, Liaising with key stakeholders within MRM, Front Office (FO), Information Technology (IT) and Finance, Becoming a Subject Matter Expert (SME) on key stress testing related regulations, Oversees and manage overall Material Risk Factor Identification (MRFI) for US LE. Enter Your Education (It’s Not That Straightforward!) Escalate when needed, 5+ years of experience in financial markets, 5+ years of experience in project management, FRM, CFA and/or business school background, 2+ years of experience in managing large scale projects, 2+ years of experience involving risk management, 2+ years of experience working in investment banking or trading. We are responsible for the stress testing program of the bank at the consolidated level, including business level reviews. This is particularly key in current conversations around methodology synchronisation used for different types of stress testing (e.g. ), Undertake comprehensive analysis throughout the firm-wide stress testing cycle, and hold early discussions with relevant SMEs, on specific features of each stress scenario and its outcomes, Connect the inputs, scenario and results, and support with the preparation and delivery of a firm-wide stress test to the Head of Stress Test Execution, Supporting firm-wide stress testing and ensuring it accurately presents results for the required scenario, including conducting and assessing stress losses and Risk Weighted Assets & management actions across wholesale credit, market and operational risk, Determine model requirements to deliver prescribed stress tests; In collaboration with wholesale stress test model development team requirements, Participate in dialogue across three lines of defence on stress methodologies, results and evidence deliverables for wholesale credit, 4+ years professional experience in risk management or in a Banking environment, A high level understanding of a banking institution P&L, balance sheet, and capital management topics, Strong communication skills and experience of presenting quantitative topics, Ensure all relevant controls (IFRS9, Sarbanes-Oxley, BCBS 239, Guidance from Consultants) are followed in the IFRS 9 scenario expansion process, Maintain list of SMEs in businesses/functions responsible for review and challenge of the expansion set, Automate manual processes through the use of coding, Review of the scenario output before sending to SMEs for further review and challenge, Publish the full scenario to all stakeholders as part of the stress test instructions or the IFRS 9 monthly process, Prepare high quality presentations for senior management and regulators, Manage the change control process in line with governance and control requirements, Economics & Econometrics degree background, Proven track record in delivering new initiatives, Good understanding of macroeconomic principles and monetary economics, Strong stakeholder and project management skills, Computer literate including knowledge and experience of using Excel, Good understanding of a bank’s activities, balance sheet and associated risks, Coordinate with change team to ensure accuracy, consistency and follow through on stress testing run book execution, Assist in managing the Book of work for Stress testing team, deliverable follow through and adherence to deadlines, Manage KOP’s, establishment and follow through of all controls, regulatory reviews, audit reviews and GMVG reviews, Coordinate with head of execution and head of analytics on development and establishment of standard presentation materials and templates, Coordinate with Change manager for actual run of stress testing in CtB and manage actual run of stress testing in RtB, Coordinate development of workflow methods/logistics for different regulatory reporting processes among different stakeholders and provide leadership where required, Provide leadership in aggregation of “story telling” and manage all documentation deliverables for the team through previous stress testing execution experience (including but not limited to in-depth product based knowledge in equity and/or sec trading), Mentor junior staff and lead from the front, Understanding of market risk concepts and product knowledge, Ability to lead through influencing, while remaining calm, Development and ongoing maintenance of RRP and CCAR models, Developing tools to facilitate testing and performance monitoring of models, Documenting model methodology and related processes, Collaboration with Quant Strats internal and external teams on development, implementation, and review of projections models, Direct engagement with partners in the stress-testing space (Line of Business, Risk, Finance), You are proficient in implementing statistical models in R, Excel, and VBA, You have a deep understanding of time-series analysis techniques and more general econometric modelling methods, You have master’s degree in a quantitative discipline (Economics, Mathematics, Statistics, etc. This role is eligible for a 4X referral bonus and/or credit risk management/analytics experience, In-depth knowledge of fixed products! 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