- Citigroup (New York, NY)
- …a focus on delivering a best-in-class FRTB Implementation. You will represent and support Global Market Risk as co-Sponsor of the FRTB Program ... Job Description **Role Overview:** The Global Market Risk (GMR) Fundamental Risk of the Trading Book ( FRTB ) Program Lead will be responsible for… more
- Citigroup (Irving, TX)
- …mortgage-backed securities. With the introduction of the new Basel Minimum Capital Requirement on Market Risk , also known as FRTB (Fundamental Review of the ... **About Citi:** Citi, the leading global bank, has approximately 200 million customer accounts...to develop the next generation of market risk models (sometimes referred as " FRTB models")… more
- Citigroup (Irving, TX)
- …mortgage-backed securities. With the introduction of the new Basel Minimum Capital Requirement on Market Risk , also known as FRTB (Fundamental Review of the ... **About Citi:** Citi, the leading global bank, has approximately 200 million customer accounts...to develop the next generation of market risk models (sometimes referred as " FRTB models")… more
- Citigroup (Getzville, NY)
- …control framework for data inputs and outputs in the generation of valuations, market risk sensitivities, FRTB sensitivities and SACCR related calculations ... program. 'Price Risk ' includes all aspects of market risk management across First Line and...quality of Price Risk , including data quality risk . The team works closely with Global … more
- SMBC (New York, NY)
- … Risk Reporting. The Director has a keen understanding of proposed FRTB Market Risk regulatory reporting requirements, including calculation methodologies ... SMBC Group is a top-tier global financial group. Headquartered in Tokyo and with...US FRTB -SA reporting processes * Enhances CUSO Market Risk stress test processes and scenario… more
- Citigroup (Tampa, FL)
- …to all. **Description:** The successful candidate will + Support market risk analytics projects in multiple areas, including FRTB (Fundamental Review of ... difference in our success. **About Citi** Citi, the leading global bank, has approximately 200 million customer accounts and...the Trading Book, the next generation of market risk regulatory framework) CCAR (Comprehensive Review… more
- SMBC (White Plains, NY)
- …in the US, market risk , capital related market risk models, including VaR/SVaR and FRTB , scenario simulation choices (eg, parametric, historical, ... SMBC Group is a top-tier global financial group. Headquartered in Tokyo and with... risk , capital related market risk models, including VaR/SVaR and FRTB , scenario… more
- SMBC (White Plains, NY)
- …in the US, market risk , capital related market risk models, including VaR/SVaR and FRTB , scenario simulation choices (eg, parametric, historical, ... SMBC Group is a top-tier global financial group. Headquartered in Tokyo and with...Description** The Risk Data Steward (RDS) for Market Risk in the Data Management Team… more
- ManpowerGroup (New York, NY)
- …program among other regulatory deliverables including but not limited to Intraday market risk monitoring framework and FRTB . **Responsibilities and ... will be a key member of Credit and Price Risk Execution in Client Global Markets. Markets...Documentation and analysis of the desks hedging strategies alongside Market Risk Management (MRM); Assessment of the… more
- Morgan Stanley (New York, NY)
- …consulting, risk management, or internal audit covering processes and controls across risk stripes (eg, Credit, Market , Liquidity, Capital and Data Risk ) ... Firm Risk Management Morgan Stanley's Firm Risk ...from exposure to losses as a result of credit, market , liquidity, operational, model and other risks. Responsibilities -… more