• Market Risk / FRTB

    Citigroup (Queens, NY)
    …timelines, translating regulations into deliverables, and coordinating across multiple functions ( Market Risk , Credit Risk , Treasury, Finance, Quantitative ... implementation of the Fundamental Review of the Trading Book ( FRTB ) and Credit Valuation Adjustment ( CVA ) RWA...​Required Skills & Competencies + Experience: 10+ years in Market Risk , Quantitative Risk , Regulatory… more
    Citigroup (09/05/25)
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  • Markets Data Controls Execution Vice President

    Citigroup (Getzville, NY)
    …data controls in Price Risk , SA-CCR, FRTB (SA & CVA ). 'Price Risk ' includes all aspects of market risk management across First Line and Second ... team works closely with Global Markets Trading Businesses, In-Business Risk (IBR), Global Market Risk ...FRTB ) Standardized Approach (SA) and Credit Valuation Adjustment ( CVA ). The role requires knowledge of Price Risk more
    Citigroup (08/23/25)
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  • Front Office Lead XVA / PFE Quantitative Analytics…

    Wells Fargo (New York, NY)
    …office and risk as it relates to counterparty risk models, eg FRTB standard approach for CVA . The opportunity will collaborate with front office trading, ... customers and company. They are accountable for execution of all applicable risk programs (Credit, Market , Financial Crimes, Operational, Regulatory Compliance),… more
    Wells Fargo (09/05/25)
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