- 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
- Bloomberg (New York, NY)
- …products across all major asset classes, including market data; counterparty credit , XVA and initial margin; value-at- risk and other Market Risk ... Finance. + Work experience at VP level or above (4+ years) at a Market Risk modelling team of a buy-side or sell-side institution, or at the equivalent level at… more
- Bloomberg (New York, NY)
- …products, which include Multi-Asset Risk System (MARS) Front Office Risk , Market Risk , Credit Risk , Counterparty Risk , Hedge accounting, ... Risk (VaR), Fundamental Review Trading Book (FRTB), Standard Initial Margin Model (SIMM), Counterparty Risk (XVA), and Multi-asset class Market Risk space… more
- JPMorgan Chase (New York, NY)
- …will encompass oversight in areas such as investment, liquidity, and counterparty risks, assessed through risk sensitivities, valuation, stress tests, ... Familiarity with modelling and working knowledge of portfolio valuations and risk systems. + Strong quantitative skills, prior experience with coding and data… more
- Bank of America (Wilmington, DE)
- … and model uses, particularly in trading models, market risk models and Counterparty Credit Risk models + Familiar with regulations and regulatory ... Description:** This job is responsible for conducting auditing activities of model risk management across the company and for specific business units or control… more
- Citigroup (New York, NY)
- …Adhere to risk & control guidelines specifically as it relates to counterparty credit limits, best execution, and fiduciary obligations. + Identify and ... Citi's key strengths include unsurpassed global branch network, robust risk management, real-time controls, product innovation, dynamic reporting, and market… more