- MUFG (New York, NY)
- …Vice President **Job Code:** **Job Title:** Sr . Snowflake / Power BI Developer - Vice President **Job Summary:** The Risk Technology team is responsible ... solutions using Snowflake and Power BI for the market risk platform, which includes VaR (Value-at- Risk.../ Technical Competencies:** _Essential:_ + Experience as a BI Developer or Data Engineer with a focus on Snowflake… more
- Citigroup (Jersey City, NJ)
- …Able to multi-task and prioritize tasks effectively. + Understanding of Risks (Greeks), risk calculation models like VaR /SIMM preferred and ability to work with ... join our team as Assistant Vice President, Applications Development Senior Programmer Analyst based in Jersey City, NJ. Cross...a direct bearing on how Citi Capital Markets manages risk arising from trading, including both market and counterparty… more
- Citigroup (Jersey City, NJ)
- …sensitivity (FS) records for trading units and run Monte-Carlo simulation to calculate Value-at- Risk ( VaR ) and Component Value-at- Risk (CVaR) that are used ... portal. The Applications Development Technology Lead Analyst is a senior level position in Market Risk Data...relational database and big data platform, send data to VAR calculation engine for VAR calculation. **Responsibilities:**… more