- Citigroup (Tampa, FL)
- …new models, resolve production issues and enhance existing implementation; + Calibrate model parameters, perform variance analysis to explain the changes in ... available to all. **Description:** The successful candidate will + Support market risk analytics projects in multiple areas, including FRTB (Fundamental Review of… more
- Eastern Bank (Lynn, MA)
- …program development, independent model validations and other enterprise risk analysis . **MAJOR RESPONSIBILITIES:** + Organize and perform validations ... Institution or Consulting Firm in the areas of risk analysis , financial analysis , model validation, or model development. **Skills/Knowledge:** +… more
- Citigroup (Tampa, FL)
- …our capability of supporting additional analytics such as what-if and sensitivity analysis . **Responsibilities:** + Improve RC model accuracy and reduce ... model complexity + Refactor the risk capital simulation library to reduce computational demand and...tools for enhanced support for what-if, ad-hoc, and sensitivity analysis . + To work with IT for integrating new… more
- Citigroup (Irving, TX)
- …risk and/or operational risk + Integrate scenarios and portfolio data with model execution in production to produce stress test model outputs + Interpret ... measure stress loss across all market, credit and operational risk categories aligned with Citi's risk taxonomy....analysis to test variables, assumptions, and other relevant model performance metrics + Serve as connection point between… more
- Citigroup (Irving, TX)
- …* Document models and perform ongoing model maintenance to comply with the firm's model risk management policy * Work with model implementation team to ... Enterprise Risk Analytics (ERA) is a part of Citi's Risk ...facilitate production run * Monitor model output and perform ad hoc analysis as needed *… more
- Bank of America (New York, NY)
- …the portfolio could incur material losses. Provide regular point of weakness and concentration risk analysis of the portfolio Assist in ad-hoc risk related ... Global Markets Risk Manager ( AVP /VP) - Mortgages and...queries and projects; specific risk analysis , reports and analysis for regulators. Ensure… more
- Citigroup (Irving, TX)
- …Develop models and validate Python and PySpark codes. + Execute consistently to Model Risk Management heightened standards. + Assist others in technology issues ... of our clients. **About DART** DART is the leading risk modeling and data analytics team in Citi. We.... These efforts require higher quality historical data for model calibration and more frequent update into the … more
- Aflac (New York, NY)
- AVP , Quantitative Risk Analyst The Company:...into production + Provide support for Market and Credit risk analysis + Participate in the production ... desirable + CFA, FRM, Actuarial credentials or similar investment risk management credentials a plus + Strong model... risk management credentials a plus + Strong model development experience in programming languages such as C#,… more
- Citigroup (Irving, TX)
- The Personal Banking & Wealth Management (PB&WM) Data Risk and Control team is a critical function within the Chief Data Office (CDO) and is responsible for and ... providing data governance and oversight, data risk management, and controls leadership across the global PB&WM... and Control - Data Governance Foundation Sr. Analyst ( AVP ) will be responsible for driving the implementation of… more
- Citigroup (Wilmington, DE)
- The Model Risk Management (MRM) organization provides oversight for the Model Risk Management Framework, which consists of the policy, processes, and ... which Citi identifies, measures, manages, monitors, reports, and controls model risk across the firm. This position...FRM, or CPA + Sound knowledge of Calculus, Numerical Analysis , Statistics, and Linear Algebra + Strong communication skills… more
- Citigroup (Wilmington, DE)
- …the firm to meet the commitments made to the regulators and to meet the Model Risk Management Policy standards for the firm. + **Responsibilities:** + Minimum of ... or CPA, etc. + We are looking for a Model Risk Validator to conduct the validation...and business applications. + Sound knowledge of Calculus, Numerical Analysis , Statistics, and Linear Algebra. + Strong communication skills.… more
- Citigroup (Tampa, FL)
- …enhances, and validates the loss severity models for Citi's wholesale portfolio. + Manages model risk across the model life-cycle including model ... and packages it into detailed technical documentation in accordance with model risk management policy and regulatory guidelines. + Identifies modeling… more
- Citigroup (Irving, TX)
- …scoring models and scoring model related policies. + Conducts statistical analysis for risk related projects and data modeling/validation. + Applies ... + The Model /Anlys/Valid Sr Analyst is a seasoned professional role....enhances, and validates the methods of measuring and analyzing risk , for all risk types including market,… more
- The Hartford (Hartford, CT)
- AVP Strategic Initiatives - NS05AE We're determined to make a difference and are proud to be an insurance company that goes well beyond coverages and policies. ... agent (GA) relationships, and creating a presale and acquisition modernization model leveraging The Hartford's Priority Benefits technology platform. This includes… more
- Citigroup (New York, NY)
- …both day-to-day issues such as running risk reports, providing data and analysis , addressing incorrect model projections and data issues, as well as longer ... for a Quantitative Analyst to join the Markets Quantitative Analysis team in New York City. The team is...on. + Work with various other groups including internal risk management group, technology team, model validation… more
- Citigroup (Jersey City, NJ)
- …at a pivotal point in its evolution and journey to implement a target operating model . We take pride and are passionate about our People and our culture. We are ... People and their development. We are transforming and simplifying our operating model , creating an exciting environment which encourages diversity of thought and… more
- Manulife (Boston, MA)
- **Job Description** **The AVP , Digital Platforms and Global Capabilities,** is a key member of the Global Wealth and Asset Management (GWAM) Digital Experience team, ... a suite of global shared capabilities and services. The AVP will report into the VP of Global Digital...enterprise's digital and customer ambitions while also reducing operational risk and cost. + Develop and keep best digital… more
- Morgan Stanley (New York, NY)
- …in the process supported. -Running test plans, test execution, and communication risk or concerns to key stakeholder. -Anticipating risks that could impact the ... take action to avoid them. -Completing full life cycle analysis to determine change impacts, risks, and required controls...the Firm's core values and acting as a role model -Strong interpersonal skills and ability to communicate effectively… more
- Citigroup (Tampa, FL)
- …Analytics team, within the Capital Planning group, is responsible for the RWA ( Risk Weighted Asset), forecasting and analysis processes. It is accountable for ... developing a sustainable operating model , leading the Global Process for RWA in order...a crisp and concise manner + Performing advanced quantitative analysis and assess relevancy of the key risk… more
- Citigroup (Tampa, FL)
- … models and results in written documentation and live presentations. + Conduct statistical analysis , quantitative modeling, and model risk controls. + Work ... credit loss models in Python or other languages for model execution, testing, and analytical support. + Prepare detailed...and analytical support. + Prepare detailed quantitative modeling and analysis for risk managers and senior management.… more