VaR Analysis & Control Senior Manager recruitment
VaR Analysis Control (VAC) is responsible for the data quality and reporting of the Basel II a components of Citigroup and other legal entities market risk weighted assets. Additionally, VAC is responsible for the daily generation of RWA components, adjustments to the Global Market Risk system (GMR), execution of the quality controls surrounding GMR. The role will require some oversight of all system enhancements and market risk feed integrations for GMR. The market risk and VaR information coming out of GMR is used in a wide array of Citigroup regulatory and internal senior management market Read more […]
Quantitative Analyst recruitment
Excellent opportunity to join a dynamic quantitative research group. Responsibilities for this role include: construct, validate and maintain models to support enterprise risk management; responsible for the creation, implementation and maintenance of pricing models for multiple asset classes; participate in the development of risk management tools by enhancing existing analytical models and focusing on the design and implementation of new models; Assist in identifying financial risk issues and providing solutions. The successful candidate will have a PhD in a Quantitative Field along with Read more […]
Statistical Modeler (PD, LGD)/Commercial & Industrial Loans- NY recruitment
The role is to build, document and support Basel II, PD, LGD models. Candidate must have deep experience with integrating Basel II models and have knowledge of credit and market risk software [KMV, RiskCalc, CMM, CreditEdge,COMPASS]. A degree in a quantitative field [econometrics] and 5+ years of relevant experience in using regression models that measure loss given default (LGD) and loss frequency for a wholesale corporate, industrial and commercial real estate loan portfolio. The Candidate must also have implemented large credit risk models and will need solid SAS programming skills. Current Read more […]
IB Risk – Credit Risk Management: Broker Dealer – Vice President – New York recruitment
The GCRM FIG – Americas Banks and Broker-Dealers Team is responsible for approving and managing credit risk exposures to banks and broker-dealer clients of JPMorgan’s Investment Bank. The team is based in NY and partners with IB coverage (IBC), Global Corporate Banking (ACB), and Syndicated and Leveraged Finance (SLF) to cover a wide portfolio of names from a risk perspective.Specifically, the banks and broker-dealers team:remains current on all aspects of the credit relationship, including credit exposure, documentation, potential problems and opportunities;provides credit expertise in structuring Read more […]
Director, Interest Rate Risk Management recruitment
• Lead roll out of enhanced Interest Rate Risk Management oversight around the firms businesses based in the Americas. • Build relationships with the various businesses while providing thought leadership and guidance around market risk practices.• Work on due diligence efforts related to acquisitions/assess market risk impact of any proposed divestiture/sale of businesses• Evaluate exception requests around market risk limits and Match Funding requests. Work with Treasury Finance and in-business Treasury teams to insure correct Transfer Pricing of Interest Rate risk.• Work with Read more […]
Quantitative Strategy Associate – Equity Risk Management recruitment
Responsibilities: • Assist in the analysis of risk minimization multi-strategy hedging frameworks for a variable annuity portfolio. • Critique and enhance various systems utilized in analyzing market risks inherent in variable and equity- indexed annuities. • Research and evaluation effectiveness of hedging strategies across a wide range of fixed income, equity, and credit derivative products • Develop a thorough understanding of equity risk management, including proficiency in risk management and pricing of exotic equity derivatives (baskets, cliquets, etc) • Keep current Read more […]
Option Trading/Risk Management recruitment
Background:Experienced risk manager currently working for a clearing firm (multi assets with a major in listed derivative products) or holding a senior trading role in equity or fixed income derivatives. Position:Key Requirements:Risk Management• Overseeing daily portfolio risk reviews and analysis, escalation of margin call and risk decisions/risk identification process. • Ensuring the team is performing appropriate risk reviews with appropriate risk metrics and actions escalated accordingly. • Ensuring appropriate focus on daily risks, market developments and improving procedures.Risk/Margin Read more […]
Senior Quantitative Risk Specialist – CMBS (4-7+ Years Experience), Global Financial, New York, NY recruitment
Senior Quantitative Risk SpecialistCMBS / Structured ProductsNew York, NYA global financial is seeking a Senior Quantitative Risk Specialist – CMBS, to join its Enterprise Risk Management Group in New York City.The Senior Risk Specialist plays an essential role by providing the firm with superior analytical skills. Sr. Risk Specialists work collaboratively with other team members and senior managers on risk analysis, risk reporting, and value added strategies.Sr. Risk Specialists are responsible for the creation of risk and product valuation models, strategy analytics, and various risk and valuation Read more […]
Top Global Consultancy firm seeks Technical Credit Risk Specialists – New York City recruitment
They are not simply looking for an analyst but those with quantitative/technical skills within such areas as Economic Capital RAROC, Basel II, ALM. If you want to get exposure to numerous Investment banks and gain invaluable experience with a Salary of up to $110k apply now The Role Establish relationships with client personnel at appropriate levels. Consistently deliver quality client services. Monitor progress, manage risk and ensure key stakeholders are kept informed about progress and expected outcomes. Stay abreast of current business and industry trends relevant to the client’s Read more […]
Director of Operational Risk & Regulatory Compliance recruitment
Global commerical bank is on the search for a director operational risk and compliance. The executive will have operational risk oversight for the firms personal and commercial banking lines. The director of operational risk and compliance will work with risk partners throughout the institution to design, develop, implement and manage the operational risk model for the group. Key areas of focus will be related to the compliance and regulatory functions within the firm, including key regulatory requirements (Basel II, OCC, AML, USA PATRIOT ACT, etc). Relationship building is key as the director Read more […]