- PNC (Pittsburgh, PA)
- … Risk Management team at PNC. The position reports to the Senior Validation Manager for Market Risk and Counterparty Risk Models and is part of the ... validation processes and contribute to the continual improvement of market and counterparty risk management...to the continual improvement of market and counterparty risk management practices within the organization.… more
- PNC (Tysons Corner, VA)
- …candidates. We are seeking an accomplished Model Developer to develop and maintain our Market Risk and Counterparty Credit Risk Models. The ... discipline with a strong stochastic calculus background. * Extensive experience in market risk and counterparty risk model development and/or validation… more
- Citigroup (New York, NY)
- …broad and comprehensive understanding of the trading eco-system include Front office, Middle Office, Market Risk , Counterparty Risk , P&L and Capital. ... (IBR) is a Front Office 1st Line of Defense team responsible for market risk across asset classes within Citi's Global Markets division. The team is missioned… more
- Bank of America (Jersey City, NJ)
- …Risk Managers and Technology teams, the candidate will provide support for the production of market risk and counterparty risk models. With a good ... working knowledge of market risk infrastructure, data flows and market risk and counterparty risk models, the candidate will be expected to play… more
- Raymond James Financial, Inc. (St. Petersburg, FL)
- …Reviews, Product Risk Management, Financial Risk Reporting, Loan Review, Market Risk Management, and Counterparty Risk Management. **Seasonal ... anticipate, identify, prioritize, and manage all material risks to business objectives. Risk organization covers both financial and non-financial risk management… more
- Huntington National Bank (Columbus, OH)
- …and Reporting team, drives development as a subject matter expert in all aspects of market risk and counterparty risk measurement, model development, ... Calypso and/or other OTC trading systems + Development and implementation of market and counterparty credit risk measurement models, P/L analysis, and model… more
- Federal Reserve Bank (New York, NY)
- …supervision, with expertise in counterparty credit risk and/or related financial risk disciplines (eg, credit or market risk ). + A strategic thinker ... supervision program, specifically within the Capital Program on the Counterparty Credit Risk team. The Capital Program...Trading Monitoring Risk & Analytics team, the Market Risk team, dedicated supervisory teams (DST),… more
- Citigroup (Tampa, FL)
- …and applications to develop analytical and simulation-based methodologies for predicting stress loss for market risk and counterparty credit risk ; Using ... risk metrics including stress loss usage and risk capital for trading book assets including market... risk capital for trading book assets including market and counterparty credit. Manage model maintenance… more
- MUFG (New York, NY)
- …in counterparty credit risk management role + Good knowledge of counterparty credit and market risk + Quantitative and analytical skills, proficient ... This role will be part of the MUFG Americas' Market Risk Management and reports to the...Risk Initiatives. The role will support the end-to-end counterparty credit risk reporting and data framework.… more
- Vanguard (Malvern, PA)
- …a liaison and subject matter expert on risk topics. + Monitors for market events that could impact counterparty , derivatives, or liquidity risk . ... the Global Risk & Security Division, the Counterparty Risk Management Team provides oversight, approvals,...purpose - and that's how we've become a global market leader. Here, we grow by doing the right… more
- Citigroup (New York, NY)
- …Underwriting (UW) is a global team responsible for measuring, monitoring and controlling counterparty risk for Funds. To facilitate the CCB's wholesale lending ... **Citi Commercial Bank - Institutional Credit Management Counterparty Credit Risk - Funds Underwriting...Influence the strategic direction of the Bank from a risk management perspective + Build solid market /credit… more
- Citigroup (Getzville, NY)
- …Underwriting (UW) is a global team responsible for measuring, monitoring and controlling counterparty risk for Funds. To facilitate the CCB's wholesale lending ... of Citi's First Line of defense for wholesale and counterparty credit risk (CCR) management. ICM works...Influence the strategic direction of the Bank from a risk management perspective + Build solid market /credit… more
- Citigroup (New York, NY)
- …Endowments, and Foundations. The role involves measuring, monitoring and controlling counterparty risk for institutional clients. Analyzing portfolios and ... to ensure that risks are controlled - primarily credit risk arising from market sensitive exposure and...teams, auditors and regulatory agencies on issues related to counterparty risk and controls. + Coaching junior… more
- Citigroup (New York, NY)
- …: + 6 or more years of directly relevant experience + Experience with managing counterparty credit and/or market risk + Demonstrated knowledge and experience ... for institutional clients. The role is focused on developing counterparty risk & stress testing analytics and...to ensure that risks are controlled - primarily credit risk arising from market sensitive exposure and… more
- JPMorgan Chase (New York, NY)
- …models used for e-trading. + CIB ex-trading and CB MRGR - Responsible for VaR and Market Risk Capital, Counterparty Credit Risk and XVA, Wholesale Loss ... financial engineering, derivatives modeling, asset and liability management and risk management. You'll help develop or validate mathematical models, methodologies… more
- Citigroup (Tampa, FL)
- …banking and prime brokerage offerings + Understanding of how firms manage Credit and Market Risk for trading book activity + Comfortable working with large data ... implementing, tracking and improving decision strategies + Appropriately assess risk when business decisions are made, demonstrating particular consideration for… more
- TEKsystems (New York, NY)
- …(GRA). It responsible for developing, maintaining, and monitoring counterparty credit risk and market risk models. GMRA also develops analytical ... quantitative field * Solid working experience (2 years +) in a related field ( Market Risk , Middle Office, Counterparty Credit Risk ). * Broad financial… more
- TD Bank (New York, NY)
- …MFA spreadsheet tool, and that they include an MRA analysis to support the risk rating assessment, where applicable. + Monitors market and client developments to ... for this role **Job Description:** The Director - Global Counterparty Credit TDS prepares and recommends high quality credit...of the credit authorization, and to ensure that the risk ratings for the assigned Borrowers are accurate. Furthermore,… more
- JPMorgan Chase (New York, NY)
- … Alternatives team, you will play a crucial role in developing and maintaining market , investment, liquidity and counterparty risk frameworks. You will have ... proactive management of investment, liquidity and counterparty risk based on ongoing, informed, and educated market...Alternatives business. This position will provide investment, liquidity and counterparty risk oversight, market … more
- Insight Global (New York, NY)
- …Basel Standardized and Advanced approaches Demonstrated knowledge to subject areas of Market Risk , CVA Risk , Counterparty Credit Risk , and Credit ... Risk Product Ownership experience - Agile/ SAFE certified Experience working with complex cross functional teams: Engineers, Architects, governance & business partners Strong understanding of Data warehousing concepts including exposure to BigData and Cloud… more