- SMBC (New York, NY)
- …of benefits to its employees. **Role Description** SMBC seeks a Director to lead the ' Capital Risk Calculation Analysis & Reporting Group' within the ... Department Americas Division (RMDAD). The Director will manage 2 teams within the Capital Risk Calculation Analysis & Reporting Group: the 'FRTB-SA… more
- SMBC (New York, NY)
- …Head Office in Tokyo, are also in scope. This role reports to the Team Lead of ' Capital Risk Calculation Analysis & Reporting' and will have the ... Mexico, Brazil, Chile, Colombia, and Peru. Backed by the capital strength of SMBC Group and the value of...or related field + Prior experience in a Market Risk analysis and monitoring role + Preferred:… more
- Bank of America (New York, NY)
- …independent review and risk assessment of front line owned processes (eg capital calculation , capital forecasting, etc.) + Conduct and ensure appropriate ... Enterprise Financial Risk Capital Markets Risk ...and changes + Support EFR coverage of by executing capital calculation testing and performing review and… more
- Bank of America (New York, NY)
- …Transaction and Conformance Testing, (2) developing and maintaining the data dictionary for capital calculation across different areas within ECM, (3) take a ... partner relationships within ECM, eg various workstreams, ECM Technology, Quality Assurance, Capital Risk and Internal/External audit. Throughout the tenure of… more
- Santander US (New York, NY)
- …responsible for strategic planning, assessment, with a particular focus in regulatory capital including Risk Weighted Assets (RWA) optimization. The candidate ... CDS) and liquidity optimization initiatives: Identify opportunities to optimize RWA calculation methodologies, review exposure types, and assess risk mitigation… more
- Citigroup (New York, NY)
- …oversight of regulatory capital management, including measurement of spot regulatory capital and Risk -Weighted Assets (RWA). This role is within Finance CRO ... Finance Chief Risk Office (Finance CRO) organization is responsible for...independent testing and monitoring of the end-to-end verification of calculation and regulatory reporting related to spot capital… more
- Citigroup (New York, NY)
- …in cross-business and cross-functional working groups to deliver improved data, calculation and management processes related to capital , collateral and ... The Loan Portfolio Mitigation (LPM) - Capital Solutions (CS) Team within Citi Treasury Investments...various regulatory liquidity requirements, manage the firm's interest rate risk and improve returns in accordance with the Non-Trading… more
- JPMorgan Chase (Jersey City, NJ)
- …Associate position interfaces with LOB controllers to support the computation and analysis of risk -weighted assets (RWA) for Securities Financing Transactions. ... present drivers to senior management. + Perform quantitative impact analysis on the firm's RWA and other capital...documents detailing the data, associated rule implementation for RWA calculation and reporting + Use regulatory capital … more
- Citigroup (Jersey City, NJ)
- …Enterprise Risk Technology team which will lead regulatory driven Counterparty Credit Risk 'CCR' and Regulatory Capital initiatives focusing on full end to ... organizations, and external Market Regulators to assemble business requirements for Counterparty Risk and Regulatory Capital Technology projects to enable smooth… more
- SMBC (New York, NY)
- …+ Ensure compliance with regulatory requirements and industry best practices related to market risk capital calculation . + Coordinate with Model Risk ... Mexico, Brazil, Chile, Colombia, and Peru. Backed by the capital strength of SMBC Group and the value of...be based on their individual qualifications, experiences, and an analysis of the current compensation paid in their geography… more
- Citigroup (New York, NY)
- …of the production derivatives credit risk application, used for internal risk management and regulatory capital purposes. The Counterparty Credit Risk ... tests. Performance and memory profiling. Assisting in the execution of impact analysis testing runs. + Identifying and developing calculation optimization… more
- Scotiabank (New York, NY)
- …Work as part of a Global Risk Management team encompassing TFRM, Counterparty Credit Risk , Exposure and Capital Analysis , Market Risk Measurement as ... securities and loans; pulling data from multiple sources into risk calculation engines and producing detailed ...VBA, Python, and Tableau to perform data collection and risk analysis ; utilizing Excel, PowerPoint, and other… more
- Bank of America (New York, NY)
- …challenging all critical models and assumptions within the firm's Interest Rate Risk calculation framework. **Required Qualifications:** + Background in Finance, ... capital , liquidity and interest rate risks, including price risk in the CFO managed securities portfolio. As the...**Skills:** + Analytical Thinking + Critical Thinking + Portfolio Analysis + Risk Analytics + Data and… more
- Santander US (New York, NY)
- …Years Market Risk Management/Product Control including proven experience in the calculation of Fair & Additional Valuation Adjustments (FVAs & AVAs) under Market ... VP, Market Risk , Product Control Senior Associate Country: United States...analytical skills. + Understanding of statistical methods for data analysis , especially in identifying outliers and clustering data. +… more
- Citigroup (New York, NY)
- …for measuring and analyzing risk metrics including stress loss usage and risk capital for trading book assets including market and counterparty credit. ... Citibank, NA seeks a Model/ Analysis /Validation Officer for its New York, NY location....and tools and collaborating to build end-to-end infrastructure for risk metric calculation in production environment. 40… more
- JPMorgan Chase (New York, NY)
- …and mitigating the risks associated with complex models used for valuation, risk measurement, capital calculation , and decision-making purposes. This ... Bring your expertise to JPMorganChase. As part of Risk Management and Compliance, you play a crucial...theory, stochastic processes, statistics, partial differential equations, and numerical analysis + MSc, PhD or equivalent in a quantitative… more
- JPMorgan Chase (Jersey City, NJ)
- …and mitigating the risks associated with complex models used for valuation, risk measurement, capital calculation , and decision-making purposes. This ... Bring your expertise to JPMorgan Chase. As part of Risk Management and Compliance, you are at the center...theory, stochastic processes, statistics, partial differential equations, and numerical analysis + MSc, PhD + Inquisitive nature, ability to… more
- Citigroup (Jersey City, NJ)
- …+ In-depth knowledge of Market Risk concepts such as Stress Testing, Value at Risk (VaR), capital calculation . + Ability to understand risk models ... feed processing engines to process factor sensitivities and market data, pricing calculation engines to calculate Value at Risk (VaR), Stress Testing… more
- Citigroup (Queens, NY)
- …of rules and interpretations across different US regulations & reports - Regulatory Capital (eg Risk Weighted Assets, Capital Ratios, Leverage Ratios), ... Skills** Accounting Liquidity, Financial Liquidity, Liquidity Management, Liquidity Ratio Analysis , Liquidity Reporting, Liquidity Risk . **Anticipated Posting… more
- Mizuho Corporate Bank (New York, NY)
- …on any questions brought up from the testing. Testing procedures include risk ranking, data analysis / profiling, transaction testing, control testing and ... rogram with various regulatory reports, especially focus on credit risk RWA and Market Risk RWA, and...in depth knowledge on Basel rules and 15C3- 1 calculation + Operate independently of the day-to-day regulatory report… more