- Morgan Stanley (New York, NY)
- …workforce (M/F/Disability/Vet). **Job:** ** Model Risk * **Title:** * VP , Model Risk - XVA Models ( Risk Management)* **Location:** *New York-New ... and other risks. This role resides within FRM's Model Risk Management Department which is dedicated...Collaborate with Global MRM teams, XVA Strategists, Model Control Officers, Valuation Control and Risk … more
- SMBC (New York, NY)
- …portfolio of benefits to its employees. **Role Description** Work as part of the XVA development team to build and maintain the XVA simulation applications, ... of supporting both the in-house and external software solutions for the daily XVA analysis. Troubleshoot any issue with the production environment to ensure the… more
- MUFG (New York, NY)
- …: + Model coverage for Rates/Foreign Exchange/Fixed Income valuation models, XVA , SIMM, and Market Risk methodologies + Participate/lead in the development ... methodology to technical implementation + Ensure models comply with the model risk management framework ( model documentation, performance monitoring, … more