- 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
- Citigroup (New York, NY)
- …**Key Responsibilities** + Help facilitate partnership with internal audit team, Independent Risk Management, and external reviews for RWA, Capital and GSIB ... degree preferred + CPA preferred. + Need derivatives experience, capital experience, risk weight assets (RWA) and...skills. **Job Family Group:** Finance **Job Family:** Spot RWA Calculation and Analysis **Time Type:** Full time… 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)
- …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 (New York, NY)
- …Chief Credit Officer, senior management and regulators on the effectiveness of credit, capital and collateral risk management and the ability of the Business ... risk and operational processes and procedures and accuracy and timeliness of risk parameters used to determine regulatory capital treatment for various… more
- Santander US (New York, NY)
- …day-to-day production support from Market Risk prospective, validate Market Risk assumptions, check data and calculation correctness, validate model ... VP Market Risk Country: United States of America **Your Journey...Associate/ VP to join our team at Santander US Capital Markets. The ideal candidate shall have extensive knowledge… 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
- 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 - Senior Associate, Market Risk , Corporate and Investment Bank Country: United States...analytical skills. + Understanding of statistical methods for data analysis , especially in identifying outliers and clustering data. +… more
- Citigroup (New York, NY)
- …requirements, reporting logic, and the accuracy of specific data inputs required for risk -weighted assets (RWA) calculation and reporting. In addition, the team ... to support, monitor, and assess the accuracy of Regulatory Capital and RWA calculation and adherence to...and test scripts, executing the tests, conducting root cause analysis on identified issues, and escalating potential problems. The… more
- Citigroup (New York, NY)
- …assessment of cost of credit, the quantitative components of various risk and capital measures, and the calculation of client returns + Serve as an agile ... for the Commercial Bank and analyze new loan and capital commitments on a risk -adjusted basis +...mindset, inquisitive, and collaborative approach + Dedication to learn capital analysis and portfolio management concepts +… more
- Citigroup (New York, NY)
- DSE (DART Solution Engineering) team implements risk models to ensure that the bank's lending portfolios have adequate capital . We use mathematical modeling and ... stress testing pipelines. Our systems are responsible for calculating risk on some of the largest portfolios in Citi....forecast library, which covers both internal and regulatory reserve calculation and stress testing such as CECL, CCAR, IFRS9,… 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
- 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
- Citigroup (Jersey City, NJ)
- …+ UI tech stack knowledge will be advantage + Understanding of Risks (Greeks), risk calculation models like VaR/SIMM preferred and ability to work with Quant ... driven and have a direct bearing on how Citi Capital Markets manages risk arising from trading,...objective of this role is to lead applications systems analysis , design and programming activities. This is a senior… more