- 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
- JPMorgan Chase (New York, NY)
- …the Fundamental Review of the Trading Book ( FRTB ) and other Basel/capital related items. FRTB is the new Market Risk Capital Rule from the Basel ... build and maintain next generation of Market Risk analytics modules for explaining FRTB Standardized...strength and the diverse talents they bring to our global workforce are directly linked to our success. We… 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
- Citigroup (New York, NY)
- …project management techniques in a Markets Front Office environment preferable. + Knowledge of market risk , global markets trading products and services, eg ... will be a key member of Credit and Price Risk Execution in Citi Global Markets. Markets...among other regulatory deliverables including but not limited to FRTB . **Responsibilities:** + Responsible for the successful delivery of… more
- Motion Recruitment Partners (New York, NY)
- …and support the design and implementation of elements of the Basel III, End game, FRTB market risk capital rule requirements. + Regulatory Compliance: Ensure ... your career as a Business Analyst with an innovative global bank in New York, NY. Contract role with...of the Basel Fundamental Review of the Trading Book ( FRTB ) market risk capital rule… more
- SMBC (New York, NY)
- …Objectives** + Research on the conceptual soundness of the capital-related market risk models, including VaR/SVaR and FRTB + Scenario simulation choices (eg ... SMBC Group is a top-tier global financial group. Headquartered in Tokyo and with...portfolio of benefits to its employees. **Role Description** The Market Risk Analytics Specialist reports to the… more
- SMBC (New York, NY)
- …the firm's compliance with regulatory requirements such as CFTC, NFA, FRB, and FRTB requirements. The Market Risk Management Specialist will participate ... SMBC Group is a top-tier global financial group. Headquartered in Tokyo and with...Description** The role's primary function is to execute a Market Risk Governance framework across both Group… 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
- Morgan Stanley (New York, NY)
- …areas globally. Primary Responsibilities > Conduct model validation for market risk models (VaR/Stressed VaR/Risks not in VaR/ FRTB ) by challenging model ... and validation of models used by Morgan Stanley. These include models used to monitor market risk (IMA), counterparty credit risk (CVA/IMM), credit risk … more
- TD Bank (New York, NY)
- …+ Strong knowledge of Basel III FRTB regulations and their implications for market risk management, particularly in a US IHC context. + Proven leadership ... team responsible for the oversight and control of the market risk of TD Securities. The US...strategies and policies in alignment with US Basel III FRTB requirements, ensuring effective oversight of trading activities and… more
- US Tech Solutions (New York, NY)
- …technical subject matter expertise on key components of the Standardized Measure for Market Risk under US FRTB , including the Sensitives-Based Method, ... **Job Description:** + Global Regulatory Policy & Advisory ('GRPA') is responsible... areas eg credit risk , counterparty credit risk , securitization, market risk , etc.… 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
- Scotiabank (New York, NY)
- …corporate governance across the SBUS operations. + Represent TFRM when necessary at the global Market Risk Management Policy Committee. + Participate in, and ... limits related to all of the Structured Credit businesses, risk reporting, capital calculations under FRTB , breach... global risk committees, including business risk metrics, top and emerging market risks,… more
- Motion Recruitment Partners (New York, NY)
- …and Implementation: Support the design and implementation of the Basel III, End game, FRTB market risk capital rule requirements to classify activities as ... your career as a Data Specialist with an innovative global bank in New York, NY. Contract role with...of the Basel Fundamental Review of the Trading Book ( FRTB ) market risk capital rule… more
- Mizuho Corporate Bank (New York, NY)
- … data integrity checks and develop a roadmap that integrates the existing process with market risk data completeness efforts. + Work with credit and liquidity ... Establish risk data integrity processes across financial risk stripes ( market , liquidity, credit) that ensure...the local expertise of our employees that makes our global network so powerful. By collaborating with colleagues and… more
- Morgan Stanley (New York, NY)
- …Business Unit and desks. Review of risk metrics and results of various market risk models to ensure appropriate capture of exposures and compliance with ... assess potential losses the bank may face during a market selloff. Oversee the monitoring and enhancement of reporting...to ensure accuracy and identify drivers of changes, monitor risk limits, highlight, and resolve limit overages partnering with… more