- MUFG (Tampa, FL)
- …in the Documentation group for OTC Interest Rate Derivatives and Credit Derivatives, ensuring all relevant processing and maintenance functions are completed ... for Interest Rate Derivatives Markitwire trades. + Process confirmations for Credit Derivatives including uploading trades to TradeServ. + Ensure all documentation… more
- Citigroup (Tampa, FL)
- …for overall determination of Risk Weighted Assets (Standardized Approach to Counterparty Credit Risk (SA-CCR)) and Supplementary Leverage Exposure for ... The SVP, Derivatives (SA-CCR RWA/TLE) Senior Lead Analyst will be part of the RWA Controllers... Counterparty Credit Risk (CCR) exposures. This includes (i) performing the… more
- Citigroup (Tampa, FL)
- …the methods of measuring and analyzing risk and addresses deficiency of current counterparty credit risk models. + Performs rigorous ongoing model performance ... bank, has approximately 200 million customer accounts and does business in more than 160 countries and jurisdictions. Citi...tests for all counterparty credit risk models in production regularly… more
- Citigroup (Tampa, FL)
- …its Tampa, FL location. Duties: Develop and implement quantitative models of Counterparty Credit Risk (CCR). Simulate stochastic market factor evolution across ... Two (2) years of experience must include: Identifying sources and mitigants of counterparty credit risk (CCR); Integration of exchange-traded STIR and Government… more
- ManpowerGroup (Tampa, FL)
- …eg knowledge of Basel 3 Derivatives , Basel End Game/ SA-CCR) + Understanding of credit Risk and or counterparty Risk + Previous experience with Client systems ... **Role: Data Integration Sr Lead Analyst /PM** **Location: NYC, NY -10013 (Hybrid - 3...cases through collaboration with functions, regions and lines of business . This role partners with a range of stakeholders,… more
- Citigroup (Tampa, FL)
- …processes including pre-settlement exposure, risk weighted assets, initial/variation margin; Counterparty Credit Risk Model lifecycle; Project Manager experience ... ABS Fixed income and cash securities. Liaise with various business and technology partners to develop, manage and assist...and 3 years of experience as a Financial Risk Analyst , Computational Risk Analyst , Counterparty … more