- Citigroup (New York, NY)
- …a focus on delivering a best-in-class FRTB Implementation. You will represent and support Global Market Risk as co-Sponsor of the FRTB Program ... Job Description **Role Overview:** The Global Market Risk (GMR) Fundamental Risk of the Trading Book ( FRTB ) Program Lead will be responsible for… more
- Citigroup (New York, NY)
- Global Spread Product Credit Market Risk is one of the...provides an excellent opportunity for a market risk manager to help lead on FRTB ... to support Global Spread Product Senior Group Market Risk manager, managing price/ market ... market best practices. Responsibilities: + Support Senior Market Risk Manager to lead FRTB… more
- Bank of America (New York, NY)
- Global Markets Risk Manager New York, New...to the policies and procedures established by the company Market Risk Manager primarily covering FRTB ... of model risk , analysis and reporting of market risk , distributing the market ...deliverables for various Line of Businesses (LoBs), such as Global Credit, Mortgages, Rates, Equities, etc. Key responsibilities include… more
- SMBC (New York, NY)
- …best practices (specifically risk management frameworks and regulatory requirements such as FRTB , Basel Market Risk Rule, IRBB, Basel SA-CCR, Dodd Frank ... SMBC Group is a top-tier global financial group. Headquartered in Tokyo and with...report into the Team Lead of Strategic Initiatives in Market Risk . Coverage area for the role… more
- JPMorgan Chase (New York, NY)
- …mission is to build the models and infrastructure used for the risk management of Market Risk such as of VaR/Stress/ FRTB . We also work closely with Front ... Office and Market Risk functions to develop tools and...analytics algorithms and develop and enhance mathematical models for VaR/Stress/ FRTB ; + Assess the appropriateness of quantitative models and… more