- SMBC (New York, NY)
- …The Director of Trading Book Risk Modelling will oversee and manage Counterparty Credit Risk and stress testing framework. This role requires an ... experienced professional with a deep understanding of counterparty credit risk , market ...counterparty credit risk , market risk or stress testing modelling and analytics.… more
- MUFG (New York, NY)
- …skills, and you can expand your expertise and experience in counterparty credit risk , collateral and xVA modelling and management. **Major ... analysis, PnL forecasts and cross-gamma analysis. + Experiences in counterparty credit risk or XVA modelling and management. + Understandings of Basel… more
- Invenergy (Chicago, IL)
- …Director - Risk Management and will be responsible for performing counterparty risk assessments, credit adjudication, related onboarding activities and ... + Support Risk Management team in performing counterparty risk assessments, including credit ...such as Allegro preferred. + Excellent analytical, quantitative, and modelling skills with strong attention to detail and a… more
- Janus Henderson Investors (Denver, CO)
- …Happy Hours Must have skills + 5+ years relevant experience in market risk , credit or counterparty risk , and/or liquidity risk management, + Strong ... Advise on best practice and technical standards for market risk methodologies, including VaR modelling and backtesting,...specific requirements for US Mutual Funds (SEC regulated Funds). Counterparty Risk Management + Provide expertise to… more
- Citigroup (Getzville, NY)
- …Office is responsible for CCR Data Quality remediation, supporting the improvement of Counterparty Credit Risk Data Quality. Investigate and remediate DQ ... (VAR), and Capital. Work with Technology, Business, and Modelling teams to identify root cause and develop a...industry. + Familiar with the financial markets' instruments and Credit Risk - Good understanding of … more
- Amazon (New York, NY)
- …be responsible for developing and improving existing processes to monitor and mitigate credit and counterparty risk across our portfolios. The successful ... of our mandate, and optimize portfolio returns * Implement credit risk management framework and mitigate ...- MBA, or CPA - Familiarity with portfolio and counterparty risk management concepts and frameworks -… more
- SMBC (New York, NY)
- …a good understanding of the request, the impact of the proposed consent on the credit risk of the borrower/transaction, any mitigants to the increased risk ... **Role Objectives: Delivery Cont.** Responsible for mitigating loss by counterparty credit analysis related to a range...government clients. Responsible for creating strategy that will minimize credit risk in line with the firm's… more
- Scotiabank (New York, NY)
- …focusing on risk and mitigant analysis * Conducting detailed financial modelling and credit analyses * Create marketing materials and presentations * ... financings, including contract negotiation, due diligence and consultant management * Support credit risk and other internal approval processes for loans and… more