- Citigroup (Queens, NY)
- The Model /Anlys/ValidExec Grp Mgr role resides in Citi's Global Model Risk Management ( MRM ) group and manages multiple teams of highly specialized ... of the different theories and practices relevant to the Model Risk Management function. In-depth knowledge of...framework and manage related reporting + Ensure that all MRM deliverables, including model validation, MRM… more
- Morgan Stanley (New York, NY)
- …committees - Collaborate with Global MRM teams, XVA Strategists, Model Control Officers, Valuation Control and Risk Managers to manage model ... risk (IMA), operational risk , capital and liquidity stress tests. Model Risk Management ( MRM ) professionals in New York, London, Budapest, Frankfurt,… more
- Citigroup (Wilmington, DE)
- The Model Risk Management ( MRM )...how the models are developed and validated in a global bank. Citi's Mission and Value Proposition explains what ... organization provides oversight for the Model Risk Management Framework, which consists of the policy, processes,...which Citi identifies, measures, manages, monitors, reports, and controls model risk across the firm. This position… more
- Citigroup (Irving, TX)
- …responsible for documenting, reviewing, and assessing qualitative models as part of Citi's Model Risk Management framework. The main objectives are to ensure ... the fraud analytics models supporting Citi's North American and global credit card and retail bank businesses. The Fraud...inherit risk . + Key partner managing Fraud Model Risk including managing stakeholder interaction with… more
- Bank of America (New York, NY)
- …a portfolio of several Very High and High risk rated models with global portfolio exposure covering several model purposes requiring compliance with US and ... matter expert and the second line of defense overseeing model performance, model risk and...stress testing). The MVL provides direct oversight to a global team of model validators and reports… more
- Bank of America (Charlotte, NC)
- … model impact analysis, and model management. + Integrate with partners in Model Risk Management ( MRM ), Enterprise Credit and Operational Risk , ... Currency (OCC). + Develop regression and simulation wholesale credit risk models which support risk rating process,...onto Hadoop database by running SQL queries. + Produce model technical documentation as well as model … more