- Citigroup (Tampa, FL)
- …responsible for strengthening overall governance and controls related to Basel / Derivatives & Market Risk RWA. The strategic objectives and priorities ... include driving accountability and transparency of key Basel Derivatives / Market Risk RWA processes and remediation efforts; enabling proactive… more
- Citigroup (Queens, NY)
- …+ Participates in assessing and incorporating changing business, regulatory and market information needs into finance processes and applications + Strategic ... to senior stakeholders and /or other team members. + Appropriately assess risk when business decisions are made, demonstrating particular consideration for the… more
- Citigroup (Queens, NY)
- …develop and establish robust control processes that can effectively demonstrate US Basel III regulatory capital requirements for Derivatives RWA are applied ... role is of a senior lead in the RWA Derivatives team, which reports into the RWA Integrity ...understanding of US regulatory capital rules for counterparty credit risk both Basel III and SA-CCR rules… more
- Citigroup (Jersey City, NJ)
- …or technology groups in large investment banks. + Excellent understanding of Credit or Market Risk mechanics for derivatives products. + Understanding of ... Derivatives data related consent order initiatives for Counterparty Credit Risk and Regulatory Capital programs. extensive Derivatives product knowledge and… more
- Bank of America (New York, NY)
- …replicate results, and/or the ability to use data analytics applications. + Knowledge of market risk capital regulation ( Basel III implementation through the ... Market Risk Auditor New York, New...management principles, including exposure to Global Markets products, both derivatives and securities; a deep understanding and knowledge of… more
- Morgan Stanley (New York, NY)
- …positions and day-to-day operations. Morgan Stanley is seeking an Associate in its Market Risk Analytics group with a focus on Basel 2.5/ Basel 3 Internal ... Risk Management's Risk Analytics area. Risk Analytics develops market risk ...experience as an Associate, Analyst or equivalent in VaR/ FRTB/ Derivatives asset pricing or related quantitative fields - Proficiency… more
- Citigroup (New York, NY)
- …team to ensure capital is calculated properly based on model driven outcomes under BASEL III guidelines + Understand proprietary risk model. Each trade is ... maker in sovereign and agency securities, interest rate derivatives , structured notes and secured financing. We are a...close partnership with control functions such as Legal, Compliance, Market and Credit Risk , Audit, Finance in… more
- Mizuho Corporate Bank (New York, NY)
- …the same or a related field is preferred. + 5-10 years of experience in Market Risk and/or Stress Testing within a large institutional bank, demonstrating a ... Design: Design and implement new stress scenarios that are aligned with evolving market conditions, regulatory guidelines, and the bank's risk appetite. +… more
- Mizuho Corporate Bank (New York, NY)
- …to take an ownership role in, or actively contribute to the following activities: + Compute Risk Weighted Asset in compliance to US Basel III at both BHC and ... regulatory reports including US Capital Rules and calculation of Risk Weighted Assets per US Basel III...US GAAP in financial products (eg loans, deposits, securities, derivatives , money market products, repos and etc.)… more
- Mizuho Corporate Bank (New York, NY)
- …and trading gains. + Identify and quantify risks associated with revenue generation, including market risk , credit risk , operational risk , and liquidity ... + Develop and implement robust PPNR models, including revenue forecasting and risk assessment for banking and trading operations. + Analyze and understand the… more