- Citigroup (New York, NY)
- …a focus on delivering a best-in-class FRTB Implementation. You will represent and support Global Market Risk as co-Sponsor of the FRTB Program ... Job Description **Role Overview:** The Global Market Risk (GMR) Fundamental Risk of the Trading Book ( FRTB ) Program Lead will be responsible for… more
- SMBC (New York, NY)
- … Risk Reporting. The Director has a keen understanding of proposed FRTB Market Risk regulatory reporting requirements, including calculation methodologies ... SMBC Group is a top-tier global financial group. Headquartered in Tokyo and with...US FRTB -SA reporting processes * Enhances CUSO Market Risk stress test processes and scenario… more
- SMBC (New York, NY)
- …the firm's compliance with regulatory requirements such as CFTC, NFA, FRB, and FRTB requirements. The Market Risk Management Specialist will participate ... SMBC Group is a top-tier global financial group. Headquartered in Tokyo and with...Description** The role's primary function is to execute a Market Risk Governance framework across both Group… more
- ManpowerGroup (New York, NY)
- …program among other regulatory deliverables including but not limited to Intraday market risk monitoring framework and FRTB . **Responsibilities and ... will be a key member of Credit and Price Risk Execution in Client Global Markets. Markets...Documentation and analysis of the desks hedging strategies alongside Market Risk Management (MRM); Assessment of the… more
- Morgan Stanley (New York, NY)
- …consulting, risk management, or internal audit covering processes and controls across risk stripes (eg, Credit, Market , Liquidity, Capital and Data Risk ) ... Firm Risk Management Morgan Stanley's Firm Risk ...from exposure to losses as a result of credit, market , liquidity, operational, model and other risks. Responsibilities -… more
- Bank of America (New York, NY)
- …Enterprise Model Risk Policy. The MRM Market Risk team validates risk models for the Global Markets business, which includes models for FRTB , ... Strong written and oral communication + Experience with market risk models such as VaR, IRC/CRM or FRTB ; knowledge of market risk regulations +… more
- JPMorgan Chase (New York, NY)
- …a Quantitative Research professional who will Build models and infrastructure used for the risk management of Market Risk . **Job Summary** As a Quantitative ... and portfolio optimization. Your role will also involve electronic trading, market making, and implementing appropriate financial risk controls. **Job… more
- Bank of America (Jersey City, NJ)
- …Bank of America has an opportunity for a Senior Quantitative Finance Analyst within our Global Risk Analytics (GRA) function. Global Risk Analytics (GRA) ... Enterprise Independent Testing (EIT) are sub-lines of business within Global Risk Management (GRM). Collectively, they are...It responsible for developing, maintaining, and monitoring counterparty credit risk and market risk models.… more
- Scotiabank (New York, NY)
- …Scotiabank's strong US presence provides our clients an important bridge to this key global market for trade and investment flows across the Americas and the ... responsibilities under the Operational Risk Management Framework, Regulatory Compliance Risk Management Framework, AML/ATF Global Handbook and the Guidelines… more
- JPMorgan Chase (Jersey City, NJ)
- …models, and design efficient numerical algorithms to deliver advanced solutions for market risk management. Implement new and maintain existing components of ... solutions for calculation of VaR, Stress and Regulatory Capital ( FRTB SA and IMA). Employ various technologies and quantitative...Provide support and assistance to peer MRQR, Technology and Market Risk Coverage teams. Liaise and collaborate… more
- Capco, a Wipro Company (New York, NY)
- …functional knowledge across all areas of the front office, operations, technology, risk , finance and compliance. Our clients include the largest investment banks, ... global universal banks and capital markets divisions from regional...with some of the leading financial institutions in the market achieve compliance within tight deadlines against a variety… more