- 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