- Citigroup (New York, NY)
- …a focus on delivering a best-in-class FRTB Implementation. You will represent and support Global Market Risk as co-Sponsor of the FRTB Program ... Job Description **Role Overview:** The Global Market Risk (GMR) Fundamental Risk of the Trading Book ( FRTB ) Program Lead will be responsible for… more
- TEKsystems (Chicago, IL)
- Description: This is an opportunity for an Quantitative Analyst within our clients Global Risk Analytics (GRA) function. GRA is a sub-line of business within ... Global Risk Management (GRM). GRA is responsible for...Role The position provides an excellent opportunity for a Market Risk Quant to be at heart of… more
- Bank of America (New York, NY)
- Global Markets Risk Manager New York, New...to the policies and procedures established by the company Market Risk Manager primarily covering FRTB ... of model risk , analysis and reporting of market risk , distributing the market ...deliverables for various Line of Businesses (LoBs), such as Global Credit, Mortgages, Rates, Equities, etc. Key responsibilities include… more
- Citigroup (New York, NY)
- Global Spread Product Credit Market Risk is one of the...provides an excellent opportunity for a market risk manager to help lead on FRTB ... + Support Global Spread Product Senior Group Market Risk manager, managing price/ market ...Update and design policies and procedures to comply with FRTB boundary regulation and market best practices.… more
- Citigroup (Irving, TX)
- …mortgage-backed securities. With the introduction of the new Basel Minimum Capital Requirement on Market Risk , also known as FRTB (Fundamental Review of the ... **About Citi:** Citi, the leading global bank, has approximately 200 million customer accounts...to develop the next generation of market risk models (sometimes referred as " FRTB models")… more
- Citigroup (Getzville, NY)
- …control framework for data inputs and outputs in the generation of valuations, market risk sensitivities, FRTB sensitivities and SACCR related calculations ... program. 'Price Risk ' includes all aspects of market risk management across First Line and...quality of Price Risk , including data quality risk . The team works closely with Global … more
- Motion Recruitment Partners (New York, NY)
- … Risk . + Experienced Project Management/Transformation/Change Management background with extensive FRTB Market Risk subject matter expertise. + ... Market Risk Project Manager New York,... Market Risk Project Manager New York, New York **Hybrid**...$120/hr Grow your career as a Market Risk Project Manager with an innovative global … more
- SMBC (New York, NY)
- …best practices (specifically risk management frameworks and regulatory requirements such as FRTB , Basel Market Risk Rule, IRBB, Basel SA-CCR, Dodd Frank ... SMBC Group is a top-tier global financial group. Headquartered in Tokyo and with...report into the Team Lead of Strategic Initiatives in Market Risk . Coverage area for the role… more
- Citigroup (Tampa, FL)
- …to all. **Description:** The successful candidate will + Support market risk analytics projects in multiple areas, including FRTB (Fundamental Review of ... difference in our success. **About Citi** Citi, the leading global bank, has approximately 200 million customer accounts and...the Trading Book, the next generation of market risk regulatory framework) CCAR (Comprehensive Review… more
- Citigroup (Queens, NY)
- …the following skills and exposure:** + 3-5 years of experience in either Market or XVA Risk Management, or Quantitative Analytics/Model development + Experience ... make a difference at one of the world's most global banks. We're fully committed to supporting your growth...to:** + Closely partner with XVA Desk and XVA Risk and contributes to the design, roll-out and governance… more
- SMBC (White Plains, NY)
- …in the US, market risk , capital related market risk models, including VaR/SVaR and FRTB , scenario simulation choices (eg, parametric, historical, ... SMBC Group is a top-tier global financial group. Headquartered in Tokyo and with... risk , capital related market risk models, including VaR/SVaR and FRTB , scenario… more
- SMBC (White Plains, NY)
- …in the US, market risk , capital related market risk models, including VaR/SVaR and FRTB , scenario simulation choices (eg, parametric, historical, ... SMBC Group is a top-tier global financial group. Headquartered in Tokyo and with...Description** The Risk Data Steward (RDS) for Market Risk in the Data Management Team… more
- JPMorgan Chase (New York, NY)
- …a Quantitative Research professional who will Build models and infrastructure used for the risk management of Market Risk . **Job Summary** As a Quantitative ... and portfolio optimization. Your role will also involve electronic trading, market making, and implementing appropriate financial risk controls. **Job… more
- Bank of America (Charlotte, NC)
- …independent market risk oversight of the Firm's trading activities. The Global Market Risk Stress Testing team within this organization is ... knowledge of financial markets and products. **Responsibilities:** + Performs end-to-end market risk stress testing including scenario design, scenario… more
- Randstad US (Chicago, IL)
- …work closely with business groups including trading, finance, technology and market risk + Experience in CVA, FVA, and FRTB SA-CVA location: Chicago, ... Management systems in Python, leveraging a strategic front-to-back cross-asset risk and trading platform used across Global ...cross-asset risk and trading platform used across Global Markets within the firm. This python platform (Quartz)… more
- ManpowerGroup (Atlanta, GA)
- …problem solving skills * Deep understanding of Capital Markets with focus on Credit Risk , Market Risk or Capital calculations * Understanding of regulations ... **Our client, a leading global banking organization, is looking for a Python/SQL...house some critical regulatory programs such as Basel IV, FRTB . Required skills: * 10+ years' experience with at… more