- Fidelity TalentSource LLC (Jersey City, NJ)
- …& Collateral Risk Management - Director The Team Join Fidelity's Collateral & Market Risk Management team to help protect the firm from potential losses from ... market related risks. The team develops and maintains risk models, methodologies and processes to ensure the ...a team of associates to perform ongoing assessments of risk model effectiveness, make enhancements where necessary,… more
- Fidelity TalentSource LLC (Jersey City, NJ)
- …clients trading, borrowing and custody needs. You will be responsible for routine market risk analysis while detecting deviations and resolving or intensifying ... business. The TeamThe candidate will join a nuanced, closely-knit Market Risk Team working in Jersey City....statistical information, and assists in the development, enhancement and testing of the risk management system. The… more
- Fidelity TalentSource LLC (Jersey City, NJ)
- Job Description:The Team Join the Fidelity s Collateral & Market Risk Management team to help protect the firm from potential losses from margin lending and ... market related risks. \u00A0The team develops and maintains risk models, methodologies and processes to ensure the ... risk and margin frameworks.Perform ongoing assessments of risk model effectiveness, make enhancements where necessary,… more
- Santander US (New York, NY)
- Market Risk Model Testing & Documentation - VP / ED, Corporate & Investment Banking New York, United States of America We are seeking a Quantitative ... conceptual soundness and performance of models based on detailed model documentation and testing results (ii) perform...a modeling background. + 7-10 years of experience in market risk model development and/or… more
- Citigroup (New York, NY)
- **Enterprise Stress Testing Senior Group Manager - Liquidity Risk ** **and Non-Traded Market Risk ** **Team/Role Overview** This role sits in Enterprise ... + Conduct annual reviews of programs for liquidity and market non-trading stress testing programs, including the...or risk management fields, including liquidity, Non-traded market risk management, model validation,… more
- Morgan Stanley (New York, NY)
- … risk arising from the Firm's business activities. This role resides within the Market Risk Stress Testing team. The successful candidate should have ... from exposure to losses as a result of credit, market , liquidity, operational, model , and other risks....stress testing , with a general knowledge of Market Risk principles, Macro-economic theory and a… more
- SMBC (Jersey City, NJ)
- … Risk Manager with a strong internal controls and quantitative background to join the Model Risk Controls Testing Team within the Model Risk ... the current compensation paid in their geography and the market for similar roles at the time of hire....& Validation (MVG) Group. The Model Risk Controls Testing Team will be responsible… more
- Morgan Stanley (New York, NY)
- … (XVA/IMM), credit risk (IRB), market risk (IMA), operational risk , capital and liquidity stress tests. Model Risk Management (MRM) professionals ... from exposure to losses as a result of credit, market , liquidity, operational, model and other risks.... and other risks. This role resides within FRM's Model Risk Management Department which is dedicated… more
- Mizuho Corporate Bank (New York, NY)
- …credit portfolios. + Develop credit risk rating methodologies, algorithms, and tools for model development as well as for testing of model robustness, ... Summary As a VP-level quantitative credit risk rating model developer, you will...or validation. + Exceptional skills in quantitative methods (hypothesis testing , regressions, simulation eg, MCMC etc.) + Strong practical… more
- Morgan Stanley (New York, NY)
- … managers and financial controllers. The New York team works collaboratively with members of Model Risk Management across all model areas globally. - Support ... from exposure to losses as a result of credit, market , liquidity, operational, model and other risks....timely delivery - Work with a global team within Model Risk Management, organizing schedules of deliverables… more
- SMBC (New York, NY)
- …portfolio of benefits to its employees. **Role Description** SMBC is seeking an experienced Model Risk Audit Manager with a minimum of 8 years' experience in ... the current compensation paid in their geography and the market for similar roles at the time of hire.... validations. + Understanding of applicable regulatory standards (including Model Risk Management (SR 11-7)). + Understanding… more
- TEKsystems (Jersey City, NJ)
- …the VaR as well as FRTB models * Development, testing , documentation and maintenance of market risk models * Supporting of the market risk platform, ... Role The position provides an excellent opportunity for a Market Risk Quant to be at heart...Submission of Model Development Documentation to Independent Model Risk Management team Required Education, Skills,… more
- Morgan Stanley (New York, NY)
- …to drive improvements to the stress testing infrastructure by working closely with Risk Analytics, IT and Market Risk Experience: - Bachelor's degree in ... sales and trading activities. Primary Responsibilities: - Perform stress testing model runs and analyze results for...**Job:** **Credit Risk * **Title:** *Associate, Counter Party/Stress Testing Risk ( Risk Management)* **Location:**… more
- Bank of America (New York, NY)
- …taken within a specific product area. Key responsibilities include analysis of model risk , analysis and reporting of market risk , distributing the ... Global Equities. Key responsibilities include analysis and reporting of market risk , stress testing , designing...informed of developments in the portfolio. + Analyze and model transactions, review and approve pricing and VaR models… more
- Bank of America (New York, NY)
- Market Risk Auditor New York, New...the Corporate Audit organization, including the Global Markets Audit, Model Risk Audit and Technology Audit teams. ... power to make a difference. Join us! **Job Description:** Market Risk Audit is a global team...and the wider regulatory environment (eg, Sound Practices for Model Risk Management, SR 11-7). **Minimum Education… more
- SMBC (New York, NY)
- …competitive portfolio of benefits to its employees. **Role Description** The Head of Risk Assessment, Monitoring and Testing , and Regulatory Change Management is ... the current compensation paid in their geography and the market for similar roles at the time of hire....role is tasked with leading three key functions: Compliance Risk Assessment, Monitoring and Testing , and Regulatory… more
- Santander US (New York, NY)
- …equity derivatives + Experience on buildouts and deep understanding of Market Risk metrics such as VaR, SVaR, stress testing , and sensitivity analysis across ... Market Risk Analytics Associate/ VP, Corporate...Risk assumptions, check data and calculation correctness, validate model assumptions + Collaborate with IT and other support… more
- Citigroup (New York, NY)
- The Global Rates Team within the Market Risk Management group is responsible for the oversight of this business. This role is for a Risk Manager, located in ... technical knowledge of interest rate products as well as market risk approaches. Over time there may...rate products and their risks. + Experience with portfolio risk measurement techniques including VAR and stress testing… more
- JPMorgan Chase (New York, NY)
- …Pensions and BOLI COLI, Country Risk , Principal Risk , and Model Risk . **Job responsibilities** + Report and monitor market risk positions - with ... status quo and striving to be best-in-class. As a Risk Management - Market Risk ...and implement best practice methodologies + Partner with different risk teams, quantitative research, and the model … more
- Mizuho Corporate Bank (New York, NY)
- Summary Quantitative market risk analytics specialist responsible for developing methodologies and managing analytics for risk models including value-at- ... , stress, and capital models. You will join the Risk Analytics group that partakes in model ...XVA, Banking, and Securitized Products. Responsibilities + Execute functional testing to verify correct implementation of risk … more
