- Citigroup (Getzville, NY)
- …Office is responsible for CCR Data Quality remediation, supporting the improvement of Counterparty Credit Risk Data Quality. Investigate and remediate DQ ... (VAR), and Capital. Work with Technology, Business, and Modelling teams to identify root cause and develop a...industry. + Familiar with the financial markets' instruments and Credit Risk - Good understanding of … more
- JPMorgan Chase (New York, NY)
- …will encompass oversight in areas such as investment, liquidity, and counterparty risks, assessed through risk sensitivities, valuation, stress tests, ... Familiarity with modelling and working knowledge of portfolio valuations and risk systems. + Strong quantitative skills, prior experience with coding and data… more
- SMBC (New York, NY)
- …a good understanding of the request, the impact of the proposed consent on the credit risk of the borrower/transaction, any mitigants to the increased risk ... of the request. * Responsible for mitigating loss by counterparty credit analysis related to a range...clients. * Responsible for creating strategy that will minimize credit risk in line with the firm's… 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 ... Description:** This job is responsible for conducting auditing activities of model risk management across the company and for specific business units or control… more