- Citigroup (Getzville, NY)
- …efforts to demonstrate risk reduction and facilitate adherence to the Citi Data Governance Policy. This position has an impact on the business by engagement with ... will benefit end users in risk reporting and risk management. These include identify critical data elements, setup data quality monitoring scorecard and… more
- Citigroup (Getzville, NY)
- …stakeholder engagement skill , communication skills, persuasive, and have big picture of Risk and data operation, control, and Governance. . Strong business ... The Data Integration Sr Lead Analyst is responsible for.... Bachelor's/University degree, Master's degree preferred **Job Family Group:** Risk Management **Job Family:** Risk Reporting **Time… more
- SMBC (White Plains, NY)
- …and wide background exposure in the market risk , products ( trading book ) and market risk data (eg, key data elements identification, data ... portfolio of benefits to its employees. **Role Description** The Risk Data Steward (RDS) for Market ...SVAR, FFIEC 102; FRY9-C; FRY-15; Basel (III - Fundamental Trading Book ), RWA reporting requirements, + Experience… more
- JPMorgan Chase (New York, NY)
- …equity markets as a top-tier equity underwriter. Job Summary As a Trader - Program Trading Risk - Vice President within the Equities business at JP Morgan, you ... + Work as a trader on the US Program Trading (PT) Risk team + Handle ...the Equities division including High Touch, ETF and Central Risk Book teams Required qualifications, capabilities, and… more
- SMBC (New York, NY)
- …project the potential loss attributable to changes in market values on the trading book . Create scenarios across a number of timeframes. Monitor potential ... loss attributable to changes in market values on the trading book . Populate stress tests and highlight...risk . Have a working knowledge of information technology, data management and statistical analysis to create meaningful modeling… more
- JPMorgan Chase (New York, NY)
- …manage many operational duties for the desk. Together, we will set expectations on pricing, risk , hedging, and the direction of the book . You will be responsible ... JP Morgan's Short Duration trading desk is part of one of the...client trades + Hedging risks to trades and the book , including duration, curve, swap spreads, futures, and on-off… more
- Citigroup (New York, NY)
- …, processes, and technology to achieve a generational shift in Risk Management practices. Trading Book Data Transformation and Market Risk (TBT&MR) ... Risk Data and Technology (RD&T) is part... & Tech. group within RD&T is responsible for Trading Book Transformation (Counterparty Credit Risk … more
- Citigroup (Getzville, NY)
- The Non-Traded Market Risk (NTMR) Transformation team within the Treasury organization works closely with stakeholders to drive day to day progress on the NTMR ... Transformation book of work to ensure on-time delivery through well...knowledge in monitoring, assessing, analyzing and/or evaluating processes and data . Identifies policy gaps and formulates policies. Interprets … more
- Citigroup (Irving, TX)
- …Capital Requirement on Market Risk , also known as FRTB (Fundamental Review of the Trading Book ), Market Risk IMA Analytics team took on the effort to ... use of front office pricing models to measure market risk . These efforts require higher quality historical data...implement, test, and maintain quantitative models to measure market risk for trading book products… more
- Citigroup (Tampa, FL)
- …in multiple areas, including FRTB (Fundamental Review of the Trading Book , the next generation of market risk regulatory framework) CCAR (Comprehensive ... Review of the Trading Book ), and LIBOR transition; + Develop market ...a plus; + Experience with analyzing large and complex data sets; + Good verbal and written communication skills… more
- Citigroup (Getzville, NY)
- …Interest Rate Risk on Banking Book (IRRBB) and Credit Spread Risk arising from non- trading book activities (CSRBB). NTMR Operations' main ... **Department Description** The Non- Trading Market Risk (NTMR) Operations within...the financial services industry. + Experience with Interest Rate Risk and Banking Book products (deposits, loans,… more
- Morgan Stanley (Baltimore, MD)
- …new business requirements (in particular, involving change-the-bank 'Fundamental Review of the Trading Book / Basel III endgame' initiatives) > Challenge ... trading P&L versus the firms VaR measure. Key clients include the Market Risk Department (MRD) and Regulatory controllers. > Banking/ trading is a control /… more
- Citigroup (New York, NY)
- …master's degree, FRM or CFA. + Knowledge of risk appetite, limit setting, banking book / trading book products and risk management practices + ... Conduct annual reviews of programs for liquidity and market non- trading stress testing programs, including the regulatory driven stress...model analytics. + Experience in oversight on interest rate risk in the banking book (IRRBB), including… more
- Bank of America (New York, NY)
- …EU and UK jurisdictions), awareness of requirements in the Fundamental Review of the Trading Book and the wider regulatory environment (eg, Sound Practices for ... + Has a minimum 5-8+ years of experience in risk management, price verification, quant or trading ...testing and replicate results, and/or the ability to use data analytics applications. + Knowledge of market risk… more
- Citigroup (Irving, TX)
- …Capital Requirement on Market Risk , also known as FRTB (Fundamental Review of the Trading Book ), Market Risk IMA Analytics team took on the effort to ... markets on behalf of our clients. **About DART** DART is the leading risk modeling and data analytics team in Citi. We use mathematical modeling and the latest… more
- T. Rowe Price (Baltimore, MD)
- …+ Substantial experience in the asset management industry within a fixed income risk or investment/ trading department + Deep expertise in investment-grade credit ... process data and perform computations efficiently. PRINCIPAL RESPONSIBILITIES Day-to-day Risk Management Activities: + Review and interpret fixed income risk … more
- Scotiabank (New York, NY)
- …(3) supporting the implementation and ongoing enhancement of the Firm's Liquidity Risk Assessment ("LRA"); and (4) developing complex data analysis techniques ... monitor and manage the risks. + Support continuous enhancements to monitor interest rate risk (IRR) in the banking book and coordinate with Head Office Treasury… more
- SMBC (New York, NY)
- … Calculation Analysis & Reporting Group: the 'FRTB-SA (Fundamental Review of the Trading Book -Standardized Approach) Team' and 'Stress Testing Team.' The scope ... to its employees. **Role Description** SMBC seeks a Director to lead the 'Capital Risk Calculation Analysis & Reporting Group' within the Enterprise Risk Stripe… more
- Lincoln Financial Group (Radnor, PA)
- …integrated asset/liability hedge strategy analysis, developing tools and leveraging the MRM risk modeling and derivatives trading teams for support of ... add a Sr. Quantitative Derivative Associate to our Market Risk Strategy team! This team within Market Risk...support. Improve strategy to maintain its optimality as the book , markets, market experience evolves. Reduce hedge costs by… more
- Citigroup (Tampa, FL)
- …of risk capital calculations covering risk stripes including wholesale, trading , and banking book portfolios. The qualified candidate would lead several ... Risk Capital is a firm-wide metric to access...or mathematical concepts quickly. Ability to navigate through complex data and infrastructure environment a plus. **Job Family Group:**… more