- 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
- 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 Markets Risk ...and changes + Support EFR coverage of by executing capital calculation testing and performing review and… more
- Bank of America (New York, NY)
- …Transaction and Conformance Testing, (2) developing and maintaining the data dictionary for capital calculation across different areas within ECM, (3) take a ... partner relationships within ECM, eg various workstreams, ECM Technology, Quality Assurance, Capital Risk and Internal/External audit. Throughout the tenure of… 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)
- …oversight of regulatory capital management, including measurement of spot regulatory capital and Risk -Weighted Assets (RWA). This role is within Finance CRO ... Finance Chief Risk Office (Finance CRO) organization is responsible for...independent testing and monitoring of the end-to-end verification of calculation and regulatory reporting related to spot capital… more
- JPMorgan Chase (Jersey City, NJ)
- …Associate position interfaces with LOB controllers to support the computation and analysis of risk -weighted assets (RWA) for Securities Financing Transactions. ... present drivers to senior management. + Perform quantitative impact analysis on the firm's RWA and other capital...documents detailing the data, associated rule implementation for RWA calculation and reporting + Use regulatory capital … 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
- SMBC (New York, NY)
- …+ Ensure compliance with regulatory requirements and industry best practices related to market risk capital calculation . + Coordinate with Model Risk ... Mexico, Brazil, Chile, Colombia, and Peru. Backed by the capital strength of SMBC Group and the value of...be based on their individual qualifications, experiences, and an analysis of the current compensation paid in their geography… 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
- Scotiabank (New York, NY)
- …Work as part of a Global Risk Management team encompassing TFRM, Counterparty Credit Risk , Exposure and Capital Analysis , Market Risk Measurement as ... securities and loans; pulling data from multiple sources into risk calculation engines and producing detailed ...VBA, Python, and Tableau to perform data collection and risk analysis ; utilizing Excel, PowerPoint, and other… more