- 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
- TEKsystems (Jersey City, NJ)
- Description: This is an opportunity for an Quantitative Analyst within our clients Global Risk Analytics (GRA) function. GRA is a sub-line of business within ... Global Risk Management (GRM). GRA is responsible for...Role The position provides an excellent opportunity for a Market Risk Quant to be at heart of… 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
- 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 ... + Support Global Spread Product Senior Group Market Risk manager, managing price/ market ...Update and design policies and procedures to comply with FRTB boundary regulation and market best practices.… 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
- Citigroup (Queens, NY)
- …the following skills and exposure:** + 3-5 years of experience in either Market or XVA Risk Management, or Quantitative Analytics/Model development + Experience ... make a difference at one of the world's most global banks. We're fully committed to supporting your growth...to:** + Closely partner with XVA Desk and XVA Risk and contributes to the design, roll-out and governance… 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 ... who will Build models and infrastructure used for the risk management of Market Risk ....analytics algorithms and develop and enhance mathematical models for VaR/Stress/ FRTB ; + Assess the appropriateness of quantitative models and… more