- PNC (Pittsburgh, PA)
- …calculus background. *Extensive experience (10+ years) in market risk and counterparty risk model development and/or validation within the financial ... an accomplished Senior Validation Manager to lead our Market Risk Model and Counterparty Credit...important business decisions and policies. Oversees robust and comprehensive model review testing and analysis in accordance… more
- SMBC (New York, NY)
- …requirements (SR 11-10). The candidate will perform ongoing counterparty surveillance, risk exposure monitoring, ad-hoc analysis on various risk ... functional groups - Credit Risk Group, Market Risk and Analytics Group, Model Risk...and committees (GRMC, RMC etc.) + Perform Wrong Way Risk analysis for counterparties and enhance existing… more
- SMBC (New York, NY)
- …with policies and procedures. Within Credit Risk Group, counterparty credit risk team performs risk exposure analysis /analytics and risk ... functional groups - Credit Risk Group, Market Risk and Analytics Group, Model Risk...monitoring. **Role Objectives** + Perform and maintain gap analysis of firm's counterparty credit risk… more
- Bank of America (Chicago, IL)
- Risk Analysis Specialist I Chicago, Illinois **Job Description:** At Bank of America, we are guided by a common purpose to help make financial lives better ... Analytics** Bank of America has an opportunity for a Risk Analysis Specialist I within our Global...development, GRA conducts model implementation, data management, model execution and analysis , forecast administration, and… more
- Bank of America (Chicago, IL)
- Risk Analysis Specialist I Chicago, Illinois **Job Description:** At Bank of America, we are guided by a common purpose to help make financial lives better ... Analytics** Bank of America has an opportunity for a Risk Analysis Specialist I within our Global...development, GRA conducts model implementation, data management, model execution and analysis , forecast administration, and… more
- SMBC (White Plains, NY)
- …background to join the Market & Liquidity Model Validation Team within the Model Risk & Validation Group. The Market & Liquidity Model Validation ... of derivative pricing, e-trading, market risk , liquidity risk and xVA/CCR models + Apply robust model...pricing (particularly interest rate and FX products), interest rate, counterparty credit risk , market risk ,… more
- PNC (Tysons Corner, VA)
- …to the company's success. As a Quantitative Analytics/Modeling Consultant within PNC's Model Risk Management organization, you can be based in Pittsburgh, ... and liquidity, term structure models, securities valuation and sensitivity models, and counterparty credit risk measurement models such as Potential Future… more
- Morgan Stanley (New York, NY)
- …on the Position The role will reside within the Firm Risk Management's Credit Risk Management department, on the Counterparty Credit Risk team which is ... responsible for the independent identification, evaluation, monitoring, and management of Counterparty Credit Risk associated with various sales and trading… more
- Citigroup (New York, NY)
- …(ICM) group and be responsible for measuring, monitoring and controlling counterparty risk for institutional clients. Analyzing portfolios and businesses, ... team within ICM responsible for measuring, monitoring and controlling counterparty risk . To fulfill this role, a...liquidity risk + Perform daily and weekly risk analysis and reporting on existing client… more
- JPMorgan Chase (Brooklyn, NY)
- …qualifications, capabilities, and skills** + Experience as an economist/financial economist in risk analysis division of OCC, supervision division of FRB (Bank ... or more of the core regulatory capital frameworks: Market Risk , Counterparty Credit Risk , CVA...Risk , CVA + Experience in quantitative modeling or model review/validation in one or more of the core… more
- PNC (Pittsburgh, PA)
- …analyses in the areas of balance sheet management, capital markets, counterparty risk , liquidity and/or investments, utilizing mathematic and/or statistical ... related to market risk , liquidity risk , investment risk , capital adequacy, regulatory reporting requirements and/or credit/ counterparty exposures; (ii)… more
- Mizuho Corporate Bank (New York, NY)
- …which can enhance and improve the risk analysis . + Conduct analysis on existing model short-comings and design remediation plans + Maintain, update, ... , stress, and capital models. Candidate will join the Risk Analytics group that partakes in model ...improve and back-test risk models + Analysis and governance of… more
- Bank of America (New York, NY)
- …which the portfolio could incur material losses. Provide regular point of weakness and concentration risk analysis of the portfolio + Assist in ad-hoc risk ... risk functions as necessary, including operational, credit, and counterparty risks. This role requires close interaction with the...related queries and projects; Specific risk analysis , reports and analysis for regulators. +… more
- SMBC (New York, NY)
- …finance, compliance, legal and IT. Work cooperatively with industry specialists, country risk managers, credit review / analysis staff and relationship managers ... concepts and related valuation concepts (eg VaR and stress-testing standards, counterparty exposure estimation, liquidity estimation, model assessment and… more
- JPMorgan Chase (New York, NY)
- …Analyst may include: performing analysis /due diligence on a counterparty /product, monitoring risk sensitivities across individual counterparties and the ... finance, economics, equity capital markets, debt capital markets and risk analysis . As a 2025 Summer Analyst...Reputational Risk , Country Risk , Principal Risk , and Model Risk . CTC… more
- Motion Recruitment Partners (New York, NY)
- …skills in at least one programming language, Python. + Expert in topics related to Model Development Lifecycle and Model Risk Management. **What You Will Be ... Risk Management + Consumer or Wealth Management Risk Analytics & Reporting + Experience in model...eg VaR and Monte Carlo Simulation and/or experience in Counterparty Credit Risk eg CVA, exposure profile… more
- SMBC (New York, NY)
- … and related valuation concepts (eg VaR and stress-testing standards, counterparty exposure estimation, liquidity estimation, model assessment and validation, ... be based on their individual qualifications, experiences, and an analysis of the current compensation paid in their geography...Description** CM is seeking a Vice President within its Risk Management Department. The role will report into the… more
- Morgan Stanley (New York, NY)
- …credit due diligence and approval of credit limits, comprised of credit analysis on counterparties via financial statements, determining risk ratings, and ... Firm Risk Management (FRM) supports Morgan Stanley to achieve...losses as a result of credit, market, liquidity, operational, model and other risks. Background on the Position The… more
- SMBC (New York, NY)
- …areas (Credit Risk , Market Risk and Capital Requirements preferred) + Counterparty Credit Risk (CCR), simulation model and credit exposure (PFE, MPE, ... be based on their individual qualifications, experiences, and an analysis of the current compensation paid in their geography...VaR, risk limits + Derivative pricing and risk sensitivities + Margin, collateral, central clearing counterparty… more
- SMBC (New York, NY)
- …+ Scope of analysis and review includes, but not limited to, counterparty credit risk , deal structure, facility terms and conditions, transaction background, ... be based on their individual qualifications, experiences, and an analysis of the current compensation paid in their geography...markets credit and ability to understand/analyze elements of credit risk in various Counterparty Credit Risk… more