- Wells Fargo (New York, NY)
- …to strategic framework development, the opportunity will support key platform changes in both front office and risk as it relates to counterparty risk models, eg ... standard approach for CVA. The opportunity will collaborate with front office trading, risk oversight, technology, and...unified and shared modeling platform for both PFE and XVA + Develop and Lead the design,… more
- SMBC (New York, NY)
- …with supervisory expectations. + Drive discussions with Analytics, Model Validation, IT, Front Office , Operations, Risk, Legal, Compliance, and other key ... team by adding a VP to the team to lead strategy and to enhance current CCR framework. CCR...limit breaches, and following up on remediation efforts with front -line teams, and other stakeholders across derivatives and cash… more
- MUFG (New York, NY)
- …Responsibilities** : + Model coverage for Rates/Foreign Exchange/Fixed Income valuation models, XVA , SIMM, and Market Risk methodologies + Participate/ lead in ... risk and valuation models + Interface with market risk managers and front - office Sales & Trading to understand quantitative requirements and enhance models as… more