- 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
- PNC (Tysons Corner, VA)
- …We are seeking an accomplished Model Developer to develop and maintain our Market Risk and Counterparty Credit Risk Models. The role involves developing ... risk measurement models such as Potential Future Exposure (PFE) and Standard Initial Margin Model (SIMM), market risk Value at Risk (VaR) models on… 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
- SMBC (Jersey City, NJ)
- … Risk Manager with a strong internal controls and quantitative background to join the Model Risk Controls Testing Team within the Model Risk ... the current compensation paid in their geography and the market for similar roles at the time of hire....& Validation (MVG) Group. The Model Risk Controls Testing Team will be responsible… more
- Navy Federal Credit Union (Vienna, VA)
- …+ Appropriateness of the implementation testing plan scope in context of associated model risk , testing metrics, and user acceptance testing (UAT) ... Overview Model risk is the potential for...and data quality + Model specification + Model development and performance testing , which may… more
- PenFed Credit Union (Mclean, VA)
- …risk ; capital markets management; capital planning and stress testing ; quantitative risk management; and/or model risk management in a financial ... leadership to the department by maintaining awareness of evolving market trends which could impact efficacy of modeling efforts...Deep understanding and working experience in regulatory capital stress testing , and model risk management… 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
- Eastern Bank (Lynn, MA)
- …reviews and second line testing on financial areas including Capital, Liquidity, and Market Risk + Stay current on industry developments related to Model ... This position supports the Model Risk Management Program within the...the Bank. This includes but not limited to: reviewing model documentation, performing stress testing and sensitivity… more
- Citigroup (Irving, TX)
- …and understanding of a variety of model development and validation testing techniques covering risk models. **Education:** + Bachelor's/University degree or ... of measuring and analyzing risk , for all risk types including market , credit and operational....and scoring model related policies. + Manages model risk across the model … more
- Citigroup (Tampa, FL)
- …banking book credit risk and interest rate risk , trading book counterparty credit risk and market risk , and retail credit risk . The role to ... products, and regions. The hiring team consists of lead model developers responsible for developing risk capital...PD/LGD/EAD methods for retail is preferred. + Knowledge of risk capital and stress testing concepts is… 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
- M&T Bank (Marcellus, NY)
- … validation activities. Interact with internal and external stakeholders/vendors to manage Model Risk and maximize shareholder return. Will interact with ... ensure compliance with SR 11-07. + Responsible for assessing model 's conceptual soundness, performance testing , theorical foundation,...place. + Compose validation reports that comply with M&T's model risk policy and standard. + Maintain… more
- Regions Bank (Birmingham, AL)
- …member of a key strategic team that is responsible for performing independent model risk oversight activities, including model identification, determination, ... the areas of fraud monitoring, cybersecurity, credit scoring, marketing, BSA/AML/OFAC compliance, market risk , capital markets, operational risk , finance and… more
- USAA (Charlotte, NC)
- …and execution of advanced quality assurance programs across actuarial, financial, and banking model risk , ensuring rigorous testing , and adherence to ... for various models, implementing controls to monitor and manage model risk effectively in alignment with regulatory...**Compensation** : USAA has an effective process for assessing market data and establishing ranges to ensure we remain… 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
- TEKsystems (Jersey City, NJ)
- …the VaR as well as FRTB models * Development, testing , documentation and maintenance of market risk models * Supporting of the market risk platform, ... Role The position provides an excellent opportunity for a Market Risk Quant to be at heart...Submission of Model Development Documentation to Independent Model Risk Management team Required Education, Skills,… 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