- PNC (New York, NY)
- … Risk Management team at PNC. The position reports to the Senior Validation Manager for Market Risk and Counterparty Risk Models and is part of the ... validation processes and contribute to the continual improvement of market and counterparty risk management...to the continual improvement of market and counterparty risk management practices within the organization.… more
- Citigroup (New York, NY)
- …broad and comprehensive understanding of the trading eco-system include Front office, Middle Office, Market Risk , Counterparty Risk , P&L and Capital. ... (IBR) is a Front Office 1st Line of Defense team responsible for market risk across asset classes within Citi's Global Markets division. The team is missioned… more
- Bank of America (Jersey City, NJ)
- …Risk Managers and Technology teams, the candidate will provide support for the production of market risk and counterparty risk models. With a good ... working knowledge of market risk infrastructure, data flows and market risk and counterparty risk models, the candidate will be expected to play… more
- KPMG (New York, NY)
- …Assets (RWA) attribution and product strategy + Conduct RWA modeling and calculations for market risk , counterparty credit risk and credit valuation ... in Advisory. KPMG is currently seeking a Director, Modeling Risk in Market , Credit, & Liquidity for...currently seeking a Director, Modeling Risk in Market , Credit, & Liquidity for our Consulting (https://advisory.kpmg.us/) practice.… more
- SMBC (New York, NY)
- …and Skills** Minimum 4+ years of experience in either counterparty credit risk , market risk , product control, or pricing and valuation function. ... accuracy and comprehensiveness. Analyze interrelationships across risk sensitivities, market to market values, and Counterparty Credit Risk … more
- MUFG (New York, NY)
- …in counterparty credit risk management role + Good knowledge of counterparty credit and market risk + Quantitative and analytical skills, proficient ... This role will be part of the MUFG Americas' Market Risk Management and reports to the...Risk Initiatives. The role will support the end-to-end counterparty credit risk reporting and data framework.… more
- Citigroup (New York, NY)
- …Underwriting (UW) is a global team responsible for measuring, monitoring and controlling counterparty risk for Funds. To facilitate the CCB's wholesale lending ... **Citi Commercial Bank - Institutional Credit Management Counterparty Credit Risk - Funds Underwriting...Influence the strategic direction of the Bank from a risk management perspective + Build solid market /credit… more
- TD Bank (New York, NY)
- …margin financing via prime brokerage and synthetics. * Evaluates transactions and related counterparty risk to support growth of the Equities (Prime Brokerage, ... industry, and client research in support of the ongoing risk assessment process. Global Counterparty Credit, Hedge...of the credit authorization and trading documents * Monitors market and client developments to ensure client risk… more
- HSBC (New York, NY)
- …within Front Office and Markets Operations; Regulatory Compliance, Product Control/Finance, Market Risk , Model Risk , Counterparty Credit Risk and ... have at least 7 years of audit experience in risk or control aspects of, Markets and Securities Services...and cash products such as FX spot, repo, money market loans and deposits, bonds and equities, forwards and… more
- Citigroup (New York, NY)
- …: + 6 or more years of directly relevant experience + Experience with managing counterparty credit and/or market risk + Demonstrated knowledge and experience ... for institutional clients. The role is focused on developing counterparty risk & stress testing analytics and...to ensure that risks are controlled - primarily credit risk arising from market sensitive exposure and… more
- JPMorgan Chase (New York, NY)
- …models used for e-trading. + CIB ex-trading and CB MRGR - Responsible for VaR and Market Risk Capital, Counterparty Credit Risk and XVA, Wholesale Loss ... financial engineering, derivatives modeling, asset and liability management and risk management. You'll help develop or validate mathematical models, methodologies… more
- S&P Global (New York, NY)
- …the B2B financial information technology sector with a focus on credit risk /assessments, counterparty risk , traded market risk and credit ratings + ... and shape the future of marketing for the Credit & Risk Solutions business within the Market Intelligence division at S&P Global. This pivotal position involves… more
- SMBC (White Plains, NY)
- …business data needs across various RM verticals (eg, Market Risk , Credit Risk , Liquidity Risk , Counterparty Credit; Market , Distribution Risk ... of current regulatory environment covering BCBS 239, Part 30, market risk , Fundamental Review of Trading Book (FRTB), counterparty credit, liquidity, stress… more
- Bank of America (New York, NY)
- Rates and CPM Market Risk Manager New York, New York...Market Risk Management team for a risk manager within the Rates and Counterparty Portfolio ... of model risk , analysis and reporting of market risk , distributing the market ...risk functions as necessary, including operational, credit, and counterparty risks. This role requires close interaction with the… more
- Citigroup (Jersey City, NJ)
- …committees and working groups. + Help assemble and maintain detailed documentation covering Counterparty Risk data processing and calculations, to be used to ... to lead Derivatives data related consent order initiatives for Counterparty Credit Risk and Regulatory Capital programs....across functions. + 15+ years' experience in Credit or Market Risk management either with business or… more
- RGP (New York, NY)
- …private bank lending, and commercial real estate. * Evaluate counterparty credit risk , including market risk components and OTC derivatives. * Provide ... Audit for Credit Risk team, focusing on both Traditional Lending and Counterparty Credit Risk . * Perform detailed audit work across various aspects of… more
- SMBC (New York, NY)
- …Chief Risk Officer to drive strategic initiatives and governance functions among Market Risk Group. Additionally, the role will have a matrixed reporting ... line into the Head of Market Risk Governance and Strategy within ...management framework (eg Regulatory Capital, VaR and stress-testing standards, counterparty exposure estimation, documentation and reporting approaches) in the… more
- SMBC (New York, NY)
- …of benefits to its employees. **Role Description** SMBC AD is transforming its market risk coverage into a more integrated and centralized function across ... its Combined US Operations (CUSO). Specifically, the Market Risk Groups within SMBC Capital Markets, Inc. (CM) will cover market risk related matters… more
- SMBC (New York, NY)
- …potential loss across different types of risks (interest, convexity, duration, FX, counterparty , etc.). Establish thresholds, at- risk levels, and exposure limits ... the current compensation paid in their geography and the market for similar roles at the time of hire....techniques and data structures, project the potential interest rate risk on short-term earnings and longer term equity and… 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- ... + Masters Degree in a quantitative field preferred + Understanding of Value-at- Risk and counterparty exposure models preferred + Knowledge of pricing… more