- USAA (Charlotte, NC)
- …ALM in collaboration with others such as Line of Business Interest Rate Risk Managers, Senior Financial Officers, Financial Planning and Analysis, ... makes us so special! **The Opportunity** As a dedicated ** Senior ALM Advisor, Asset Liability Management** , you will...the modeling, analysis, reporting, monitoring and management of USAA's interest rate risk (IRR) position.… more
- M&T Bank (Buffalo, NY)
- …develops, implements, maintains, analyzes and manages quantitative/econometric behavioral models used for credit risk , interest rate risk and liquidity ... and development of quantitative behavioral models used for credit risk , interest rate risk...+ Knowledge and familiarity with key aspects of model risk management and model validation, including SR -11-7… more
- Truist (Atlanta, GA)
- …review the following job description:** Under the general supervision of the Senior Model Validation Officer, perform advanced level model validation for the ... controls and serve as a resource for the corporation in all model risk management related tasks. ESSENTIAL DUTIES AND RESPONSIBILITIES Following is a summary of… more
- Deloitte (Jersey City, NJ)
- …Standards-Regulation YY, Basel III LCR and NSFR, FR 2052a, SR 10-1 Interagency Advisory on Interest Rate Risk , BCBS 368 - Interest Rate ... Deloitte Risk and Financial Advisory Risk , Data and Regulatory Liquidity - Senior...operational risk , compliance risk , market risk , interest rate risk… more
- Deloitte (Austin, TX)
- …Standards-Regulation YY, Basel III LCR and NSFR, FR 2052a, SR 10-1 Interagency Advisory on Interest Rate Risk , BCBS 368 - Interest Rate ... 10-6 Interagency Policy Statement on Funding and Liquidity Risk Management, and SR 16-3 Interagency Guidance...intraday liquidity and cash management, funds transfer pricing, and interest rate risk + Experience… more
- Citigroup (Getzville, NY)
- …the Citigroup Data Management Policy + Ensure delivery of Regulatory tracked Monthly Interest Rate Risk Metrics to Senior Management by T+30 + Design and ... risk challenge and mitigation of risk for capital, liquidity, interest rate risk and Treasury investments, and ensures compliance with all risk… more
- Fannie Mae (Washington, DC)
- …related to mortgage finance activities: credit risk , counterparty credit risk , and interest rate risk . * Engage in continuous model risk ... assessment. *THE IMPACT YOU WILL MAKE* The *Model Risk Audit Senior Associate* role will offer...risk policy and current industry practices in credit, interest rate or counterparty credit risk… more
- Truist (Charlotte, NC)
- …practices. 6. Play a leading role in developing, drafting and presenting the comprehensive annual Interest Rate Risk / Liquidity Risk Oversight report ... America) **Please review the following job description:** As a senior member of the Market and Liquidity Risk...relevant laws, regulations, and supervisory guidance with respect to interest rate risk and ALM.… more
- Charles Schwab (Lone Tree, CO)
- …on Market Risk Modeling, you will play a key role in the overall interest rate risk management, strategic optimization of the balance sheet, and ... fixed-income investment portfolios, off-balance sheet brokered deposit notional investments, interest rate derivatives, and income modeling associated with… more
- Citigroup (New York, NY)
- ** Senior Vice President, Market Risk Management**...and mitigation of risk for capital, liquidity, interest rate risk and Treasury ... management of non-trading market risk , including Interest Rate Risk in the...provides independent review and challenge to the first-line activities. Senior Vice President in the Non-Trading Market Risk… more
- PNC (Pittsburgh, PA)
- …pricing models, Value at Risk (VaR) models, asset and liability models measuring interest rate risk and liquidity, as well as counterparty credit ... location within PNC's footprint. We are seeking an accomplished Senior Validation Manager to lead our Market Risk...PFE, CVA, FVA, derivative pricing models, VaR models, and interest rate risk and liquidity… more
- Truist (Charlotte, NC)
- …management practices. 6. Play a leading role in developing and drafting the comprehensive annual Interest Rate Risk / Liquidity Risk Oversight report ... Management Organization (RMO), operating under the leadership of the Senior Treasury Market and Liquidity Group Risk ...relevant laws, regulations, and supervisory guidance with respect to interest rate risk and ALM.… more
- Citigroup (New York, NY)
- …the Finance CRO, the USPB CRO and Wealth CRO covering risk topics including Liquidity Risk , Interest Rate Risk , Retail Credit Risk , and ... disciplines. The position requires working closely with the senior management across risk segments to provide... risk management disciplines with experience in Liquidity, Interest Rate Risk and Retail… more
- JPMorgan Chase (Newark, DE)
- …the industry and the regulatory landscape as they apply to liquidity and interest rate risk . + Interact with senior executives and external regulators on ... the Firm in regards to both liquidity and structural interest rate risk (SIRR) reporting,... risk measures and to facilitate sign-off by senior risk stakeholders prior to report distribution… more
- Truist (Charlotte, NC)
- … Risk Oversight reports which documents MLRM's ongoing review and assessment of Truist's interest rate risk and liquidity risk management practices ... Liquidity Risk Management (MLRM) team within the Risk Management Organization (RMO), works with the Senior...relevant laws, regulations, and supervisory guidance with respect to interest rate risk , ALM, and… more
- Charles Schwab (Chicago, IL)
- …Manager will help support the risk analytics team with respect to the interest rate risk process, which includes Capital Stress Testing, Board Reporting, ... economic outcomes. The Quantitative Risk Senior ...will include, but not be limited to: + Perform interest rate , prepayment, and risk ...not be limited to: + Perform interest rate , prepayment, and risk analysis for fixed… more
- Charles Schwab (Westlake, TX)
- …and communicate market and investment risk across Charles Schwab Corporation. You'll perform Interest Rate Risk and Capital Risk analysis for Charles ... and stress scenario analyses to assess market and capital risk and scenario results to senior management....quantitative groups to enhance models for fixed income instruments, interest rate , deposit products and prepayment speeds… more
- Charles Schwab (Westlake, TX)
- …types including: Capital Stress Testing (CST), Fraud, Anti-Money Laundering (AML), Machine Learning, Credit risk , Interest Rate risk , Margin risk , ... company. The Corporate Internal Audit team is seeking a Senior Specialist, Internal Audit, Risk Analytics/Modeling. The...of model development and validations following guidelines based on SR 11-7 Guidance on Model Risk Management,… more
- Citigroup (Tampa, FL)
- …standards. + Strong understanding of regulatory requirements related to funding, liquidity and interest rate risk in the banking book **Qualifications:** + ... for the respective risk stripes, and product and regional risk managers. The Senior Audit Manager is a senior level management position responsible… more
- Commerce Bank (St. Louis, MO)
- …main purpose of this job is to support all Treasury functions with an emphasis on interest rate risk analysis. Will also be required to understand and ... guidance + Utilize ALM software to review the Bank's interest rate risk position +...some roles. This compensation range is for the Treasury Risk Analyst I, II & Senior job… more