- 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
- 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)
- … + Ensures adherence to the policies and procedures established by the company Market Risk Manager primarily covering FRTB deliverables for various Line ... and/or global management and direction of applicable market related risk management functions within a...not limited to) the following: - Review and challenge FRTB sensitivities (such as delta, vega and curvature) to… 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
- SMBC (White Plains, NY)
- …in the US, market risk , capital related market risk models, including VaR/SVaR and FRTB , scenario simulation choices (eg, parametric, historical, ... SMBC Group is a top-tier global financial group. Headquartered in Tokyo and with... risk , capital related market risk models, including VaR/SVaR and FRTB , scenario… more
- Bank of America (Jersey City, NJ)
- …include having a broad knowledge of financial markets and products. The Market Risk Quants (MRQ) team within Global Risk Analytics (GRA) organization is ... and remediate potential model weakness. + Closely work with Global Markets Risk (GMR) and Front-Line Units...data, time series information. **Desired Qualifications:** + Experience in market risk models such as FRTB… more
- SMBC (White Plains, NY)
- …in the US, market risk , capital related market risk models, including VaR/SVaR and FRTB , scenario simulation choices (eg, parametric, historical, ... SMBC Group is a top-tier global financial group. Headquartered in Tokyo and with...Description** The Risk Data Steward (RDS) for Market Risk in the Data Management Team… 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