Senior Developer(SQL-Credit Risk Reporting) recruitment
(SQL) Developer – Counterparty Credit Risk Reporting TeamJob Description:Senior Reporting Analyst position within the Counterparty Credit Risk Reporting Team.A well-rounded SQL developer is required to work within a Credit Risk Reporting Team to support the development of Counterparty Credit reporting. The key projects will include reporting on counterparty portfolio exposures, sensitivities and stress testing, limit management.This role is well suited to a candidate with strong SQL skills and working knowledge of traded products.This includes OTC derivatives, securities lending and fixed income Read more […]
Director Quant Analyst – Model Validation/Model Risk – Tier 1 Investment Bank – New York recruitment
Overview of roleAnalyse models across different asset classes and lines of business to determine the characteristics and insufficiencies of models and assess their impact for measurement of model risk. In collaboration with other stakeholders and model users you will agree upon plans to monitor the performance of models throughout the model usage cycle. You will also work with technology teams in the firm to evaluate data and process synergies and improve the existing infrastructure.The responsibilityThese revolve around the measurement of model risk and the enhancement of the firms infrastructure Read more […]
Senior Manager – Operational Risk Model Validation recruitment
Responsibilities: • Lead a group in the validation of operational risk models used for general enterprise risk management as well as calculating regulatory and economic capital. • Utilizing advanced statistical, financial and economic concepts to produce analysis that can be used by management to quantify and control operational risk • Organizing complex projects associated with the work described above and presenting the result of his or her analysis to senior management • Influencing positive change through leadership, sound statistical and quantitative analysis and demonstrated Read more […]
Junior Quantitative Risk Position with a Bank recruitment
As a Quantitative Analyst you will be responsible for developing analytic methods/models to measure, forecast, and report various types of risk. Responsibilities include: -Develop quantitative models to help management better understand/manage risk. These models will cover a broad array of risk types including commercial credit, operational, business and insurance risk. -Perform quantitative analysis of large-scale data sets to extract key insights including developing presentations of findings -Develop macro-economic forecasting models for the bank’s risk and income including forecasting methodologies Read more […]
Credit Risk Regulatory Relations VP recruitment
Position Category: Risk ManagementPosition Title: Credit Risk Regulatory Relations VPJob Level: Vice PresidentLocation: USA – NY – New YorkEducation Required: Bachelors DegreePosition Description:Morgan Stanley Credit Risk Management is recruiting a Vice President for the Credit Regulatory Relations Team. This group is responsible for managing regulatory relations for Credit, including the oversight and coordination of regulatory exams and of internal audits and credit reviews, developing presentations to the regulatory agencies, fielding regulatory requests and working with Credit Officers to Read more […]
Risk Modeling- Enterprise/ Operational recruitment
Management opportunity for an experienced Risk Modeler with a strong Statistical and quantitative background. This role requires an advanced degree in a quantitative discipline from a top university as well as hands on expertise utilizing Statistical Analysis (SAS, R, or Matlab). You will lead a team that develops and validates Enterprise and Operation risk models. Responsibilities include calculating and developing working models and framework for Economic Capital requirements and a strong understanding and experience with Regulation (Basel requirements). In this position you will have Read more […]
Senior Modeling and Validation Quant recruitment
Major Firm located in New York City is seeking a Senior Modeling and Validation Quant possessing a minimum of three years of focused experience in model validation and risk management, and over seven years overall experience in the area of valuation (fixed income securities, derivatives, or other financial products), model development, implementation, and/or risk management (market risk, credit risk, asset-liability management). Candidate must possess a Masters or PhD in a quantitative related field. This individual will participate in a model validation initiative spanning valuation, portfolio Read more […]
IB Risk — Country Risk Management — VP/ED — New York recruitment
J.P. Morgan is a leader in financial services, offering innovative and intelligent solutions to clients in more than 100 countries with one of the most comprehensive global product platforms available. We have been helping our clients to do business and manage their wealth for more than 200 years and we keep their interests foremost in our minds at all times. This combination of product strength, intellectual capital and character sets us apart as an industry leader. J.P. Morgan is part of J.P. Morgan Chase Co. (NYSE: JPM), a global financial services firm with assets of $2.0 trillion.Country Read more […]
Principal Associate / Manager – Statistical Analysis / Basel II Modeling recruitment
Responsibilities: • Lead projects validating Basel-related models for commercial portfolios • Ensure defensibility of modeling results by providing effective challenge and independent review • Directly contribute to a variety of validation activities, including review of model design, data review, building internal benchmark models, evaluating stress scenarios, and sensitivity analyses • Influence the prevailing best practices for the core team of model builders • Engage with regulators as needed to showcase independent review results • Communicate important issues to Read more […]
Top Tier US Bank seeks Senior Credit Risk Methodology Quantitative Analyst – New York recruitment
The exciting opportunity will be specialising within the counterparty exposure management space. The successful candidate will have a unique chance to work with one of the world’s leading banks in a team which not only expanding but is outperforming its counterparts. The role is a senior position, allowing valuable managerial experience and a direct contact line to the Regional Head of Risk Modelling. The Role – Provide analytic support for the Basel II implementation of the Internal Models Method (IMM) – Development Read more […]