- 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
- Wells Fargo (New York, NY)
- …ticking risk for the trading desks, a sandbox for Quants as well as FRTB , CVA , PFE and other scenario intensive simulations. The project is a joint-venture ... customers and company. They are accountable for execution of all applicable risk programs (Credit, Market , Financial Crimes, Operational, Regulatory Compliance),… more
- 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