- 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 (Jersey City, NJ)
- …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
- 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
- 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
- Bank of America (Jersey City, NJ)
- …challenging all critical models and assumptions within the firm's Interest Rate Risk calculation framework. **Required Qualifications:** + Background in Finance, ... capital , liquidity and interest rate risks, including price risk in the CFO managed securities portfolio. As the...**Skills:** + Analytical Thinking + Critical Thinking + Portfolio Analysis + Risk Analytics + Data and… 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
- JPMorgan Chase (New York, NY)
- …and mitigating the risks associated with complex models used for valuation, risk measurement, capital calculation , and decision-making purposes. This ... Bring your expertise to JPMorganChase. As part of Risk Management and Compliance, you play a crucial...theory, stochastic processes, statistics, partial differential equations, and numerical analysis + MSc, PhD or equivalent in a quantitative… more
- JPMorgan Chase (New York, NY)
- …and mitigating the risks associated with complex models used for valuation, risk measurement, capital calculation , and decision-making purposes. This ... Bring your expertise to JPMorgan Chase. As part of Risk Management and Compliance, you are at the center...theory, stochastic processes, statistics, partial differential equations, and numerical analysis + MSc, PhD + Inquisitive nature, ability to… more
- Citigroup (Jersey City, NJ)
- …+ In-depth knowledge of Market Risk concepts such as Stress Testing, Value at Risk (VaR), capital calculation . + Ability to understand risk models ... feed processing engines to process factor sensitivities and market data, pricing calculation engines to calculate Value at Risk (VaR), Stress Testing… more
- Mizuho Corporate Bank (New York, NY)
- …on any questions brought up from the testing. Testing procedures include risk ranking, data analysis / profiling, transaction testing, control testing and ... rogram with various regulatory reports, especially focus on credit risk RWA and Market Risk RWA, and...in depth knowledge on Basel rules and 15C3- 1 calculation + Operate independently of the day-to-day regulatory report… more