- Citigroup (New York, NY)
- …be the Cross Asset Lead for Credit Risk CCAR, Resolution Planning, FRTB CVA and Capital Trading, and NAM lead for crisis management. **Responsibilities:** - ... desks which provide XVA, funding and capital pricing to sales and structuring desks and dynamically analyze and hedge...to manage Credit Risk CCAR, resolution planning and FRTB CVA outcomes, in partnership with XVA trading desk heads.… more
- Wells Fargo (New York, NY)
- …risk as it relates to counterparty risk models, eg FRTB standard approach for CVA . The candidate will have to collaborate with front office trading, risk oversight, ... need of support. **In this role, you will:** + Lead the design, implementation, and delivery of a unified... modeling development on shared C++ library platform. + Partner with technology to drive platform design across quant… more