- Bloomberg (New York, NY)
- …products across all major asset classes, including market data; counterparty credit , XVA and initial margin; value-at- risk and other Market Risk ... at the equivalent level at a vendor. + Hands-on experience in Market Risk modeling , understanding of risk measures, familiarity with financial products and… more
- Verint Systems, Inc. (Albany, NY)
- …. **Overview of Job Function:** The Vice President of Treasury and Risk Management leads and maintains stewardship for financial assets and debt including ... for capital structure, working capital, treasury operations, foreign exchange interest rate risk management, and insurance risk management. The role directs… more
- Bank of America (New York, NY)
- … in option pricing, and Credit Valuation Adjustment (CVA) impacts on counterparty risk assessment. + Analyze various risks including credit , legal, ... volatility surface modeling in option pricing, and Credit Valuation Adjustment (CVA) impacts on counterparty ...and Credit Valuation Adjustment (CVA) impacts on counterparty risk assessment; and, + Analyzing various… more
- Wells Fargo (New York, NY)
- …of business at wellsfargojobs.com . The individual will help drive our objectives in counterparty risk modeling . The candidate will implement the PFE and ... office and risk as it relates to counterparty risk models, eg FRTB standard approach...company. They are accountable for execution of all applicable risk programs ( Credit , Market, Financial Crimes, Operational,… more
- Citigroup (New York, NY)
- …and simulation-based methodologies for predicting stress loss for market risk and counterparty credit risk ; Using python statistical coding software to ... capital for trading book assets including market and counterparty credit . Manage model maintenance throughout model...Job Family Group: Risk Management Job Family: Risk Analytics, Modeling , and Validation **Job Family… more
- SMBC (New York, NY)
- … credit and risk management, with emphasis on adherence to credit policy and requirements, financial analysis/ modeling , risk evaluation, on-going ... request, the impact of the proposed consent on the credit risk of the borrower/transaction, any mitigants...with business units to Responsible for mitigating loss by counterparty credit analysis related to a range… more
- Citigroup (New York, NY)
- …Data is a critical component of Citi's first line of defense for wholesale and counterparty credit risk management and works with Independent Risk ... as well as client responsiveness. Key responsibilities of the group include credit analysis, documentation, risk identification, exposure monitoring and stress… more
- Bank of America (New York, NY)
- …and model uses, particularly in trading models, market risk models and Counterparty Credit Risk models + Familiar with regulations and regulatory ... Prior auditing background preferred **Skills:** + Critical Thinking + QuantitativeDevelopment/Validation + Risk Analytics + Risk Modeling + Technical… more