- Citigroup (Tampa, FL)
- …production process to reduce production delay and streamline the end-to-end process + To re-visit risk capital model for wholesale, DSFT, and market risk ... model accuracy and reduce model complexity + Refactor the risk capital simulation library to reduce computational demand and runtime. + Re-engineer and… more
- Eastern Bank (Lynn, MA)
- This position supports the Model Risk Management Program within the Enterprise Risk Management Division and reports to the SVP Model and Financial ... is responsible for helping ensure compliance with the Bank's Model Risk Management policies and procedures as...reviews and second line testing on financial areas including Capital , Liquidity, and Market Risk + Stay… more
- Citigroup (Tampa, FL)
- …the market risk exposures of Citi's trading book and calculating regulatory capital ; + Collaborate with other teams include Risk IT to implement new ... activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients. Citi's Mission and Value Proposition… more
- MUFG (New York, NY)
- …results to ensure any update to the models and calculators adhere to internal model risk management guidelines and regulations + Assist in both quarterly and ... has a background in investment banking products in a capital planning and/or regulatory reporting capacity. This person will...**Experience:** + BS in Financial Mathematics, Statistics, Mathematics, or Risk Management + 3 - 5 years of experience,… more
- Citigroup (Irving, TX)
- …Develop models and validate Python and PySpark codes. + Execute consistently to Model Risk Management heightened standards. + Assist others in technology issues ... models and analytics ensure that the bank has adequate capital during crisis. **About Market Risk IMA.... These efforts require higher quality historical data for model calibration and more frequent update into the … more
- Citigroup (Irving, TX)
- …* Document models and perform ongoing model maintenance to comply with the firm's model risk management policy * Work with model implementation team to ... Enterprise Risk Analytics (ERA) is a part of Citi's...market shock scenarios for all enterprise level stress testing, capital planning, and reserve adequacy usages. The AVP… more
- Aflac (New York, NY)
- AVP , Quantitative Risk Analyst The Company: Aflac Asset Mgt. LLC The Location: New York City, NY, US, 10005 The Division: Global Investment Job Id: 6375 About ... Collaborate on the development, implementation and validation of the division's investment risk and capital models. Support the enhancement of the investment… more
- Citigroup (Wilmington, DE)
- The Model Risk Management (MRM) organization provides...etc. which are used to assess the adequacy of risk capital and estimated losses for regulatory ... oversight for the Model Risk Management Framework, which consists of the policy, processes,...which Citi identifies, measures, manages, monitors, reports, and controls model risk across the firm. This position… more
- Citigroup (Wilmington, DE)
- …the firm to meet the commitments made to the regulators and to meet the Model Risk Management Policy standards for the firm. + **Responsibilities:** + Minimum of ... or CPA, etc. + We are looking for a Model Risk Validator to conduct the validation...etc. which are used to assess the adequacy of risk capital and estimated losses for regulatory… more
- Citigroup (Jersey City, NJ)
- …at a pivotal point in its evolution and journey to implement a target operating model . We take pride and are passionate about our People and our culture. We are ... People and their development. We are transforming and simplifying our operating model , creating an exciting environment which encourages diversity of thought and… more