- 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
- Bank of America (New York, NY)
- Global Markets Risk Manager New York, New...to the policies and procedures established by the company Market Risk Manager primarily covering FRTB ... of model risk , analysis and reporting of market risk , distributing the market ...deliverables for various Line of Businesses (LoBs), such as Global Credit, Mortgages, Rates, Equities, etc. Key responsibilities include… 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 ... + Support Global Spread Product Senior Group Market Risk manager, managing price/ market ...Update and design policies and procedures to comply with FRTB boundary regulation and market best practices.… 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
- 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
- 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)
- …a Quantitative Research professional who will Build models and infrastructure used for the risk management of Market Risk . **Job Summary** As a Quantitative ... and portfolio optimization. Your role will also involve electronic trading, market making, and implementing appropriate financial risk controls. **Job… more