- SMBC (New York, NY)
- …portfolio of benefits to its employees. **Role Description** Work as part of the XVA development team to build and maintain the XVA simulation applications, ... of supporting both the in-house and external software solutions for the daily XVA analysis. Troubleshoot any issue with the production environment to ensure the… more
- MUFG (New York, NY)
- …: + Model coverage for Rates/Foreign Exchange/Fixed Income valuation models, XVA , SIMM, and Market Risk methodologies + Participate/lead in the development ... methodology to technical implementation + Ensure models comply with the model risk management framework ( model documentation, performance monitoring, … more
- Mizuho Corporate Bank (New York, NY)
- …models including value-at- risk , stress, and capital models. You will join the Risk Analytics group that partakes in model development over the full ... development process + Create tools and dashboards which can enhance and improve the risk analysis. + Conduct analysis on existing model short-comings and design… more
- Bank of America (New York, NY)
- …feedback on technical documentation, and effective challenges on modeldevelopment/validation + Supports model development and model risk management in ... ASO/ VP - Quant Strategist, Credit New York, New...and tactical approaches ofdevelopment/validationprojects and identify areas of potential risk + Works closely with model stakeholders… more