- SMBC (New York, NY)
- …and cross-regional coordination Knowledge and Expertise: - Demonstrate familiarity with key risk and valuation concepts (VaR, stress - testing , counterparty ... to its employees. **Role Overview** The Vice President (VP) in the Americas Market Risk Management Governance and Coordination Team will serve as a key member of… more
- SMBC (New York, NY)
- … risk management framework (eg Regulatory Capital, VaR and stress - testing standards, counterparty exposure estimation, documentation and reporting approaches) ... **Role Description** SMBC Capital Markets, Inc. is seeking a highly skilled Associate for Market Risk to join our esteemed Market Risk Strategy Team.… more
- Mizuho Corporate Bank (New York, NY)
- Summary Quantitative market risk analytics specialist responsible for developing methodologies and managing analytics for risk models including value-at- ... stress , and capital models. Candidate will join the Risk Analytics group that partakes in model development over...and governance of historical time series data + Develop Market Risk Analytics platform + Identify … more
- JPMorgan Chase (New York, NY)
- …box, challenging the status quo and striving to be best-in-class. As a part of the Risk Management - Market Risk Coverage - Equities Associate team, you are ... strategic and tactical initiatives + Perform scenario analysis and stress testing + Monitor global financial markets,...of experience in the industry, with thorough knowledge of market risk management practices. Relevant experience in… more
- JPMorgan Chase (New York, NY)
- …to historical market data to specify and implement mathematical models for Value-at- Risk , regulatory capital, and stress testing of Fixed Income ... quo, and striving to be best-in-class. As a Quantitative Analyst in the Market Risk Model Development team, you will help design and implement models that are… more
- SMBC (New York, NY)
- …is seeking a highly motivated and detail-oriented Associate to join the stress testing function within the Credit Portfolio Risk team. This role will support ... the current compensation paid in their geography and the market for similar roles at the time of hire....or coordinating complex initiatives * Strong knowledge of credit risk modeling approaches, including stress testing… more
- Bank of America (New York, NY)
- …subject matter expertise related to Capital risk management process and Capital stress testing to the Risk verticals teams, Corporate Treasury and ... as during times of market and idiosyncratic stress . **Department Overview:** Enterprise Capital Risk Management...business and legal entities, establishment of effective forecasting and stress testing processes across a range of… more
- PNC (New York, NY)
- …Structured Products, and advanced risk metrics such as VaR, CVA, and stress testing . Key Responsibilities Include: Strategic Oversight: Support the Head of ... CVA, and stress scenarios. Regulatory Engagement: Represent Market Risk Oversight in regulatory and audit...Risk Metrics Expertise: Hands-on experience with VaR, PFE, stress testing , and other advanced risk… more
- US Bank (New York, NY)
- …wide range of models including treasury, liquidity, PPNR, mortgage servicing rights, counterparty credit risk and market risk models. + Assesses model ... + Strong background and practical experience developing and/or validating market risk , counterparty credit risk ,...+ Experience working on teams that participate in bank stress testing exercises + Strong leadership qualities,… more
- Citigroup (New York, NY)
- … Risk (IBR) is a Front Office 1st Line of Defense team responsible for market risk across asset classes within Citi's Global Markets division. The team aims ... to establish a holistic understanding of market risk and capital of the aggregated... management. + Hands-on data analysis and explain VAR, Stress testing and RWA for Markets. +… more