- 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 Risk Sr....Support EFR coverage of Basel 3 Endgame by executing capital calculation testing and performing review and… more
- Mizuho Corporate Bank (New York, NY)
- …facilitating clear communication with risk management and other stakeholders. + Capital Analysis : Perform the required capital impact analysis ... and experienced individual to join our Stress Testing and Capital Analysis team as a Vice President....making recommendations for improvements as needed. + Stress Test Calculation : Liaise with risk managers and … 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)
- …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 ... Sr. Associate, 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
- Aflac (New York, NY)
- …Work with existing GIRM members to advance the development of the company's risk analysis system; in particular, lead the technical development and/or ... portfolio monitoring, including credit, derivatives and alternative assets and preform relevant risk analysis . + Collaborate with team to perform second line… 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
- 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
- BlackRock (New York, NY)
- …management firms and a premier provider of global investment management, risk management and advisory services to institutional, intermediary, and individual ... efficient indexing strategies designed to gain broad exposure to the world's capital markets. Our clients can access our investment solutions through a variety… more
- City of New York (New York, NY)
- …lead the development and management of the Operation Unit's expense and capital financial plans. Conduct financial performance reporting, risk management and ... and substantive oversight of the Operations Unit's $3.3B five-year capital budget and $80M annual expense budget to ensure...in close coordination with DEM's Contracts Team and Financial Analysis and Planning Unit to ensure adherence to all… 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