- Santander US (New York, NY)
- Market Risk Model Testing & Documentation - VP / ED, Corporate & Investment Banking New York, United States of America We are seeking a Quantitative ... conceptual soundness and performance of models based on detailed model documentation and testing results (ii) perform...a modeling background. + 7-10 years of experience in market risk model development and/or… more
- Citigroup (New York, NY)
- **Enterprise Stress Testing Senior Group Manager - Liquidity Risk ** **and Non-Traded Market Risk ** **Team/Role Overview** This role sits in Enterprise ... + Conduct annual reviews of programs for liquidity and market non-trading stress testing programs, including the...or risk management fields, including liquidity, Non-traded market risk management, model validation,… more
- Morgan Stanley (New York, NY)
- … risk arising from the Firm's business activities. This role resides within the Market Risk Stress Testing team. The successful candidate should have ... from exposure to losses as a result of credit, market , liquidity, operational, model , and other risks....stress testing , with a general knowledge of Market Risk principles, Macro-economic theory and a… more
- Morgan Stanley (New York, NY)
- … (XVA/IMM), credit risk (IRB), market risk (IMA), operational risk , capital and liquidity stress tests. Model Risk Management (MRM) professionals ... from exposure to losses as a result of credit, market , liquidity, operational, model and other risks.... and other risks. This role resides within FRM's Model Risk Management Department which is dedicated… more
- Mizuho Corporate Bank (New York, NY)
- …credit portfolios. + Develop credit risk rating methodologies, algorithms, and tools for model development as well as for testing of model robustness, ... Summary As a VP-level quantitative credit risk rating model developer, you will...or validation. + Exceptional skills in quantitative methods (hypothesis testing , regressions, simulation eg, MCMC etc.) + Strong practical… more
- Morgan Stanley (New York, NY)
- … managers and financial controllers. The New York team works collaboratively with members of Model Risk Management across all model areas globally. - Support ... from exposure to losses as a result of credit, market , liquidity, operational, model and other risks....timely delivery - Work with a global team within Model Risk Management, organizing schedules of deliverables… more
- SMBC (New York, NY)
- …portfolio of benefits to its employees. **Role Description** SMBC is seeking an experienced Model Risk Audit Manager with a minimum of 8 years' experience in ... the current compensation paid in their geography and the market for similar roles at the time of hire.... validations. + Understanding of applicable regulatory standards (including Model Risk Management (SR 11-7)). + Understanding… more
- Morgan Stanley (New York, NY)
- …to drive improvements to the stress testing infrastructure by working closely with Risk Analytics, IT and Market Risk Experience: - Bachelor's degree in ... sales and trading activities. Primary Responsibilities: - Perform stress testing model runs and analyze results for...**Job:** **Credit Risk * **Title:** *Associate, Counter Party/Stress Testing Risk ( Risk Management)* **Location:**… more
- SMBC (New York, NY)
- …competitive portfolio of benefits to its employees. **Role Description** The Head of Risk Assessment, Monitoring and Testing , and Regulatory Change Management is ... the current compensation paid in their geography and the market for similar roles at the time of hire....role is tasked with leading three key functions: Compliance Risk Assessment, Monitoring and Testing , and Regulatory… more
- Santander US (New York, NY)
- …equity derivatives + Experience on buildouts and deep understanding of Market Risk metrics such as VaR, SVaR, stress testing , and sensitivity analysis across ... Market Risk Analytics Associate/ VP, Corporate...Risk assumptions, check data and calculation correctness, validate model assumptions + Collaborate with IT and other support… more
- Citigroup (New York, NY)
- The Global Rates Team within the Market Risk Management group is responsible for the oversight of this business. This role is for a Risk Manager, located in ... technical knowledge of interest rate products as well as market risk approaches. Over time there may...rate products and their risks. + Experience with portfolio risk measurement techniques including VAR and stress testing… more
- SMBC (White Plains, NY)
- …cross-functional technical (Front Office, Data Management, Architecture, Infrastructure, etc.) and business teams ( Market Risk , Model Risk etc.) to ... on buildouts and deep understanding of Market Risk metrics such as VaR, sVar, stress testing...diverse talent. SMBC's employees participate in a hybrid workforce model that provides employees with an opportunity to work… more
- JPMorgan Chase (New York, NY)
- …Pensions and BOLI COLI, Country Risk , Principal Risk , and Model Risk . **Job responsibilities** + Report and monitor market risk positions - with ... status quo and striving to be best-in-class. As a Risk Management - Market Risk ...and implement best practice methodologies + Partner with different risk teams, quantitative research, and the model … 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- ... , stress, and capital models. You will join the Risk Analytics group that partakes in model ...XVA, Banking, and Securitized Products. Responsibilities + Execute functional testing to verify correct implementation of risk … more
- Federal Reserve Bank (New York, NY)
- … risk . Broader experience assessing or analyzing financial risks or stress testing , ideally related to market risk . + Excellent collaboration skills ... the LISCC supervision program, specifically within the Capital Program on the Market Risk team. The Capital Program is led by the Capital Steering Committee… more
- Citigroup (New York, NY)
- Job Description **Role Overview:** The Global Market Risk (GMR) Fundamental Risk of the Trading Book (FRTB) Program Lead will be responsible for leading the ... on delivering a best-in-class FRTB Implementation. You will represent and support Global Market Risk as co-Sponsor of the FRTB Program ensuring active… 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)
- …relevant risk and related valuation concepts (eg VaR and stress- testing standards, counterparty exposure estimation, liquidity estimation, model assessment ... report into the Team Lead of Strategic Initiatives in Market Risk . Coverage area for the role...diverse talent. SMBC's employees participate in a hybrid workforce model that provides employees with an opportunity to work… more
- M&T Bank (Bridgeport, CT)
- … management, interest rate risk , liquidity risk , stress testing and economic capital practices. Facilitate the model development effective challenge ... of Treasury's credit, interest rate risk , liquidity risk , CCAR (Comprehensive Capital Analysis and Review)/stress testing...serve as reference source. Lead engagements with colleagues in Model Risk Management for model … more
- Bank of America (New York, NY)
- …and planning ahead for future model installations** + **Working with independent model risk management, legal and compliance teams to ensure models are fully ... updates** + **Driving model performance analytics above and beyond Model Risk Management policy requirements, including granular performance monitoring,… more