- Citigroup (New York, NY)
- …to serve as a critical component of our First Line of defense for wholesale and counterparty credit risk management and also with our Independent Risk ... to the calibration of alerts, metrics and indicators for maximum efficacy. The Counterparty Credit Risk (CCR), Credit Portfolio Senior Officer is a… more
- Citigroup (New York, NY)
- **Citi Commercial Bank - Institutional Credit Management Counterparty Credit Risk - Funds Underwriting Credit Officer, Asset Management Companies, ... is a critical component of Citi's First Line of defense for wholesale and counterparty credit risk (CCR) management. ICM works with the CCB and Independent … more
- Federal Reserve System (New York, NY)
- …Group supports the LISCC supervision program, specifically within the Capital Program on the Counterparty Credit Risk team. The Capital Program is led by ... of all capital-related supervisory activities for the LISCC supervision program. The Counterparty Credit Risk Team within the LISCC Capital program is… more
- SMBC (New York, NY)
- …options, etc. Based on the growth in the CM business, CM is looking to expand Counterparty Credit Risk Analytics function. CM is searching for a candidate ... as a VP within CCR team. The role's primary function is to lead counterparty credit risk analytics with core focus on understanding PFE modeling and… more
- SMBC (New York, NY)
- …+ Expert knowledge of risk related regulatory expectations (Leveraged Lending (SR 13-3), Counterparty Credit Risk (SR 11-10), Stress Testing (SR 12-7), ... a team of auditors to execute high quality reviews of Credit , Counterparty Credit , and Enterprise Risk related processes and controls within a prescribed… more
- HSBC (New York, NY)
- …ratios, and leverage ratios, across all relevant risk areas eg credit risk , counterparty credit risk , securitization, and Credit Valuation ... the establishment of interpretations and governance processes to mitigate regulatory risk . GRPA also monitors new rule developments and other ongoing changes… more
- Citigroup (New York, NY)
- …The Agency Lending Disclosure (ALD) Credit Underwriter will be part of the Counterparty Credit Risk team (CCR), within the global Institutional Credit ... is a critical component of Citi's First Line of defense for wholesale and counterparty credit risk management and works with Independent Risk teams to… more
- Morgan Stanley (New York, NY)
- …, and securitized products. This is in addition to oversight of models used to monitor counterparty credit risk (XVA/IMM), credit risk (IRB), market ... Firm Risk Management (FRM) supports Morgan Stanley to achieve...Firm from exposure to losses as a result of credit , market, liquidity, operational, model and other risks. This… more
- Citigroup (New York, NY)
- Financial Institutions and Counterparty Credit ("FICC") within Wholesale Credit Risk (WCR) is responsible for proactively managing Citi's credit ... suitable candidate to join our FICC NAM Insurance team as a Senior Vice President/ Credit Risk Officer graded C14, based in New York, New York. The position will… more
- MUFG (New York, NY)
- … Reporting and Risk Initiatives. The role will support the end-to-end counterparty credit risk reporting and data framework. **Major Responsibilities:** ... + Analysis and reporting of daily/weekly/monthly counterparty credit risk + Limit monitoring and breach remediation of counterparty credit risk -… more
- Bank of America (New York, NY)
- …authority and reporting of capital markets credit risk . The Counterparty Credit Risk Specialist will primarily interface with the traders/marketers ... to aid in either the underwriting of structured financing transactions or counterparty risk . Additional responsibilities include proactive evaluation of Problem… more
- Bank of America (New York, NY)
- …authority and reporting of capital markets credit risk . The Counterparty Credit Risk Specialist will primarily interface with the traders/marketers ... to aid in either the underwriting of structured financing transactions or counterparty risk . Additional responsibilities include proactive evaluation of Problem… more
- JPMorgan Chase (New York, NY)
- We are seeking an Executive Director role within the Quantitative Research - Counterparty Credit Risk team. You will lead a team of quantitative developers ... risks. **Job Summary** As an Executive Director on the Quantitative Research - Counterparty Credit Risk team, you will lead a team of quantitative developers… more
- Citigroup (New York, NY)
- …wholesale credit management platform. This position will be part of the Counterparty Credit Risk (CCR) Real Money Funds (RMF) Underwriting Team ... + Strong understanding of portfolio risk and its impacts on counterparty credit risk , across multiples asset classes including rates, equities, credit… more
- Citigroup (New York, NY)
- …bank + Solid understanding of risk management and control frameworks related to Counterparty Credit Risk management or another Financial Risk ... associated with analysts and risk approval. + Good grasp of counterparty credit risk covered process, to evaluate findings within the Quality Assurance… more
- Citigroup (New York, NY)
- … management & the businesses, using in house models and tools to calculate counterparty credit exposure (eg Potential Future Exposure ). The role will also ... exposure and capital related projects, solutions and issues. **Job Background/context:** Counterparty Risk Valuation and Advisory is part of the Quantitative… more
- TD Bank (New York, NY)
- …Delivery at TDS. **Job Description:** + Accountable for the end-to-end delivery of the Counterparty Credit Risk (CCR) and XVA roadmaps across TD Securities ... credit risk , and experience with Derivatives + Experience with Counterparty Credit Risk (ie: PFE - Potential Future Exposure) + Experience with… more
- Santander US (New York, NY)
- VP, Counterparty Credit Risk - Corporate & Investment Banking New York, United States of America This is an excellent opportunity to participate in this fast ... products, build product skills and cross-train with other areas of the Credit Risk Management team. **Responsibilities:** + Serves as a daily contact and ensures… more
- Neuberger Berman (New York, NY)
- …will be responsible for driving Neuberger Berman's program and framework in the areas of Counterparty Risk and Third Party Risk Management ("TPRM"). As it ... relates to Counterparty Risk , the scope of this role includes the review...counterparties, which includes performing financial analysis to determine the credit -worthiness of potential trading counterparties + Monitor counterparties daily… more
- PNC (New York, NY)
- …models, derivative pricing models, interest rate models, securities valuation models, and counterparty credit risk measurement models, such as Potential ... services industry. *Knowledge of regulatory requirements related to market and counterparty credit risk models, including PFE, CVA, FVA, derivative pricing… more