- Santander US (New York, NY)
- Market Risk Model Testing & Documentation - VP / ED, Corporate & Investment Banking Country: United States of America We are seeking a Quantitative ... conceptual soundness and performance of models based on detailed model documentation and testing results (ii) perform...a modeling background. + 7-10 years of experience in market risk model development and/or… more
- PNC (Raleigh, NC)
- …related discipline with a stochastic calculus background. - Experience in market risk and counterparty risk model development and/or validation within ... company's success. As a Quantitative Analytics/Modeling Expert within PNC's Model Risk Management organization, you can be...The position reports to the Senior Validation Manager for Market Risk and Counterparty Risk … more
- Citigroup (New York, NY)
- **Enterprise Stress Testing Senior Group Manager - Liquidity Risk ** **and Non-Traded Market Risk ** **Team/Role Overview** This role sits in Enterprise ... + Conduct annual reviews of programs for liquidity and market non-trading stress testing programs, including the...or risk management fields, including liquidity, Non-traded market risk management, model validation,… more
- Federal Home Loan Bank of Boston (Boston, MA)
- Model Risk Analyst II with mortgage experience Location Boston Apply Now ... benefits, and a work-life balance. Job Profile Summary The Model Risk Analyst is responsible for validating... Analyst is responsible for validating Bank models including market risk , treasury, liquidity, accounting, credit and/or… more
- Morgan Stanley (New York, NY)
- … (XVA/IMM), credit risk (IRB), market risk (IMA), operational risk , capital and liquidity stress tests. Model Risk Management (MRM) professionals ... from exposure to losses as a result of credit, market , liquidity, operational, model and other risks.... and other risks. This role resides within FRM's Model Risk Management Department which is dedicated… more
- Morgan Stanley (New York, NY)
- …with Global MRM teams, Model Control Officers, Regulatory Capital Controllers, Finance and Risk Managers to manage model risk across the model ... from exposure to losses as a result of credit, market , liquidity, operational, model and other risks....opportunity employer committed to diversifying its workforce (M/F/Disability/Vet). **Job:** ** Model Risk * **Title:** *VP, Model … more
- Mizuho Corporate Bank (New York, NY)
- …credit portfolios. + Develop credit risk rating methodologies, algorithms, and tools for model development as well as for testing of model robustness, ... Summary As a VP-level quantitative credit risk rating model developer, you will...or validation. + Exceptional skills in quantitative methods (hypothesis testing , regressions, simulation eg, MCMC etc.) + Strong practical… more
- TD Bank (Charlotte, NC)
- … risk appetite. **The Retail Model Validation (MV) group is part of the Model Risk Manageme** **nt** **function within the Bank** . The Retail model ... validation and approval of Retail capital, allowance and stress testing models, credit risk scorecard models, Pre-Provision... validation that are compliant with the Bank's internal Model Risk Policy, adhere with industry best… more
- TD Bank (Charlotte, NC)
- …**Department Overview** **The Retail Model Validation (MV) group is part of the Model Risk Management function within the Bank.** The Retail model ... validation and approval of Retail capital, allowance and stress testing models, credit risk scorecard models, Pre-Provision...and procedures that are compliant with the Bank's internal Model Risk Policy, adhere with industry best… more
- Eastern Bank (Lynn, MA)
- …reviews and second line testing on financial areas including Capital, Liquidity, and Market Risk + Stay current on industry developments related to Model ... This position supports the Model Risk Management Program within the...the Bank. This includes but not limited to: reviewing model documentation, performing stress testing and sensitivity… more
- Morgan Stanley (Baltimore, MD)
- … managers and financial controllers. The New York team works collaboratively with members of Model Risk Management across all model areas globally. - Manage ... from exposure to losses as a result of credit, market , liquidity, operational, model and other risks....independent model review and validations, compliant with Model Risk Management policies and procedures, regulatory… more
- Citigroup (Tampa, FL)
- …and understanding of a variety of model development and validation testing techniques covering risk models. **Education:** + Bachelor's/University degree or ... of measuring and analyzing risk , for all risk types including market , credit and operational....and scoring model related policies. + Manages model risk across the model … more
- BlueCross BlueShield of North Carolina (NC)
- …for what they do and will apply it to our high-performance culture. As a Sr. Risk Advisor - Financial Audit and Model Audit Rule you will plan, coordinate, and ... (NAIC) equivalent regulation to the Sarbanes-Oxley Act (SOX). Professionals with SOX risk assessment, planning, testing , and deficiency evaluation skills will… more
- Morgan Stanley (New York, NY)
- …work, and quarterly reporting - Partner with other independent validation teams within., Model Risk Management as well as with Regulatory Reporting Quality ... from exposure to losses as a result of credit, market , liquidity, operational, model and other risks....opportunity employer committed to diversifying its workforce (M/F/Disability/Vet). **Job:** ** Model Risk * **Title:** *VP, Risk … more
- Capital One (Mclean, VA)
- …2 (19050), United States of America, McLean, Virginia Senior Manager, Quantitative Analysis - Model Risk Management At Capital One data is at the center of ... As a Senior Manager of Quantitative Analysis within the Model Risk Office, you will be part...analysis methods in relation to mortgage prepayment, interest rate market , term structure, derivatives and fixed income valuation such… more
- SMBC (New York, NY)
- …portfolio of benefits to its employees. **Role Description** SMBC is seeking an experienced Model Risk Audit Manager with a minimum of 8 years' experience in ... the current compensation paid in their geography and the market for similar roles at the time of hire.... validations. + Understanding of applicable regulatory standards (including Model Risk Management (SR 11-7)). + Understanding… more
- M&T Bank (Clanton, AL)
- …by various groups at M&T for varied purposes, including capital stress testing , risk measurement, pricing and profitability, and management decision-making. Work ... knowledge on standard concepts, practices, and procedures within the model validation/ risk analytics field. + Mine data...applicable M&T Bank is committed to fair, competitive, and market -informed pay for our employees. The pay range for… more
- US Bank (Charlotte, NC)
- …Model Risk Management team and independently through the model development cycle performing data analysis, testing , documentation verification, ... and oversees creation and usage of complex pricing and risk management models. The models cover a variety of...variety of products or services related to mortgages, capital market and wealth management areas. Works with multiple business… more
- Citigroup (Irving, TX)
- …testing program. The GSST program enables Citi to measure stress loss across all market , credit and operational risk categories aligned with Citi's risk ... risk + Integrate scenarios and portfolio data with model execution in production to produce stress test ...model execution in production to produce stress test model outputs + Interpret stress testing results… more
- Marex (New York, NY)
- … risks taken within the equities product area. + Margin models, model risk , collateral adequacy, volatility analysis, and market risk reporting. + ... www.marex.com (http://www.marex.com/) (http://www.marex.com/) (http://www.marex.com/) Purpose of Role: The Equity Market Risk Analyst relies on a thorough… more