- 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