Model Validation Team Leader – Credit and Payments Risk recruitment
Description The Federal Reserve Bank of New York is seeking an experienced professional to join the Risk Analytics team as a Model Validation Team Leader. The Model Validation Team Leader will design, lead, and implement validations of the Bank’s financial risk and valuation models and lead a staff of several Model Validation Analysts. The Model Validation Team Leader will report to the Risk Analytics Function Head. Responsibilities Validation responsibilities Designing, leading, and implementing validations of the Bank’s financial risk and valuation models used to support the Bank’s Read more […]
Investment Officer – 8383/JH recruitment
The Investment Officer II (IO II) will support the Placement Agent, Conflict of Interest Form 700, Travel and Gift Policies, and other external investment advisor and manager reporting compliance and regulatory requirements. In addition, the IO II will support a proactive, comprehensive, and consistent approach to a centralized internal operational investment controls and compliance function within the Investment Office (INVO).Investment Officer (IO) II Minimum qualifications (MQs)• Equivalent to graduation from college preferably with major work in business administration, economics, finance, Read more […]
Senior Quantitative Risk Analyst | New York City recruitment
My client is searching for an exceptional individual to come on board and join their thriving Quantitative Market Risk team. The successful candidate will have a great deal of responsibility from day one and should be able to make an immediate contribution. The group are planning to expand the team further through the year, so there will be great opportunities to progress and move up through the team quickly. This role will require a high level of mathematical finance ability including the validation of complex derivative pricing models and needs a highly experienced individual. Therefore compensation Read more […]
Chief Risk Officer recruitment
Key objectives of the role will be to identify and manage market, operational, and credit risk and to integrate risk management across trading, clearing, treasury and finance. This role will work with risk team associates, including a developer and a quantitative risk modeler to implement risk management practices throughout the firm. Candidates should have a strong knowledge of options, as well as an understanding of new-paradigm electronic and algorithmic trading. The firm’s key risks involve ensuring that constantly evolving technology platforms, based at the world’s exchanges, are accurately Read more […]
Risk Manager, Fixed Income recruitment
Responsibilities Include: Responsible for the risk management of the Fixed Income asset class Direct oversight of one risk analyst; ensure proper training and guidance is provided Assist in the monitoring of other businesses, including knowledge of processes, limits, and guidelines Help develop and vet the tools needed to monitor the Fixed Income business, including reporting requirements Work with IT to create and define new reports to monitor client risk, limits and limit overruns; streamline and automate processes when possible Monitor the market Read more […]
Supervisory Manager – Complex Financial Institutions – Financial Institution Supervision Group recruitment
The FRBNY has an opening for a Supervisory Manager (SM) for a Large Banking Organization (LBO) headquartered in New York City. This organization is the bank holding company for two credit card banks and major nonbank subsidiaries Responsibilities The SM is responsible for the overall continuous supervision of the firms operations and for managing a team of dedicated examiners onsite. In this role, the SM must understand this organization’s financial condition, business model, strategic plans, vulnerabilities, corporate governance and risk management processes, and material risk exposures. The Read more […]
Director-Quantitative Market Risk-New York recruitment
The candidate will be the subject matter expert in: trading room risk for one or more of these products [FX, Rates, Credit, Commodities]. The Candidate must be experienced in advanced stochastic processes [VaR, Monte Carlo, Finite Differential Techniques] used for pricing exotic derivatives such as barrier options, callable bonds, Bermuda Swaptions]. Additionally, contacts in the industry are also needed in order to identify new clients and to help build business relationships. Candidates must have advanced quantitative degree, current hands on programming expertise (C++, Matlab) and the ability Read more […]
Regulatory Reporting & Exam Coordinator recruitment
A position is available in the Enterprise Risk Department for a Regulatory Reporting Exam Coordinator. DUTIES INCLUDE:-Coordinate all reporting and examination activity including:Review and coordinate all regulatory requests and First Day Exam LettersGather documentation across the organization in response to the examiner’s requests and organize it in advance of exam.Prepare presentations for regulators in support of exams/requests.Schedule and participate in meetings with functional area managers prior to exam to coordinate requests and communicate scope of the exam.Schedule and participate Read more […]
NY Bank: MBS,Prepayment, CMO quantitative risk opportunity (CESR) recruitment
Responsibilities: • This team is under the limelight of the CRO and CEO at the moment and is responsible designing, testing, and maintaining models used for trading limits management. • Various functions such as the model design and testing requires candidates with excellent eye for detail and intensive theoretical work and implementation of models using various software. • The Modelling Analyst team is responsible for maintaining model review and validation and performing all benchmarking and back testing of the financial models to assess their effectiveness. • The team work Read more […]
VP – Team Head of Quantitative Credit Risk Modelling Group recruitment
A leading US investment Bank is looking for a director to head up a group within their risk methodology group. The role will have 8-10 direct reports and have dotted reporting lines from several other groups. The role obviously encompasses hands on modelling with senior management, allowing a huge amount of exposure for successful candidates. The position also reports directly into the Head of Risk Analytics with a dotted line into the CRO. This will mean that there will be ample senior management facing and therefore excellent opportunity for fast career progression. Ideal Candidate… • 7+ Read more […]