- Citigroup (Jersey City, NJ)
- …understanding of Derivatives Products and Processes and regulatory calculations including Basel III /IV or other relevant Risk regulations, IMM, SA-CCR, SLR, ... Exposure, PSE, EAD/ RWA, Margin (ISDA MNA and CSA), Collateral Haircut, Liquidity and Period of Risk , Settlement Risk . + Comprehensive experience with Agile… more
- Citigroup (New York, NY)
- …(ALCO), to meet various regulatory liquidity requirements, manage the firm's interest rate risk and improve returns in accordance with the Non-Trading Market Risk ... improved data, calculation and management processes related to capital, collateral and liquidity. **Responsibilities:** + Generate capital and liquidity optimization… more