. What We Offer You A diverse and inclusive environment that embraces change, innovation, and collaboration A hybrid working model, allowing... framework documents and completing verification checks as outlined the in the annual monitoring plan Perform testing...
and analytical tools that enable the Risk function to adequately assess risk to its capital and liquidity positions. Supports model... for learning advanced quantitative techniques for risk analysis. Knowledge of financial derivatives used to hedge market risk...
Corporate Treasury Oversight (2nd Line of Defense or Independent Risk), Model Risk, and Risk Review (3rd Line of Defense... or Independent Risk), Model Risk, and Risk Review (3rd Line of Defense) . This position also works closely with other groups in...
Market Risk, Model Risk Management and Quantitative Risk & Stress Testing. Summer Analysts work closely with management teams... techniques including VaR, stress-testing and scenario analysis. Quant Risk Analysts will also learn about the risks and rewards...
+ years of experience in banking industry across treasury, liquidity risk, market risk and/or trading products... to learn Understanding of the governance and controls surrounding risk monitoring including, stress testing, limits...
is looking for a hands-on Engineer III in the Risk Decision Technology (RDT) organization for the Authorization Modernization Program (AMP...) team. The RDT team is responsible for cross-domain, configurable platforms to enable best-in-class risk management...
initiatives that include stress testing and loss forecasting, economic capital, risk ratings, portfolio valuation, optimization... processes used derivative pricing, numerical methods, and fixed income securities Experience in Market Risk, Captial Markets...
planning and stress testing, investment risk and market & credit risk management, reinsurance Familiarity with the systems... to various areas of financial risk management, such as stress testing, hedging, capital planning, collateral management, risk...
oversight and expertise in the model creation, testing and validation. Develop and integrate model strategy to support business... models, including Regression and Multivariate models. Support unit (dept.) in data analysis and model construction. Provide...
and governance; credit process optimization; risk rating model design, build and implementation; and Current Expected Credit Losses... our clients in addressing key market challenges focused on credit risk. Job Requirements and Preferences: Basic Qualifications...
perspective. Demonstrate a fundamental understanding of counterparty credit risk and current practices in the market in particular... of the current compensation paid in their geography and the market for similar roles at the time of hire. The role may...
process optimization; risk rating model design, build and implementation; credit regulatory assessments; and Current Expected... process redesign initiatives (e.g., target operating model for credit lifecycle), redesigning risk management organization...
organization in Pittsburgh, PA. This role focuses on maintaining and improving the analytical systems that drive market risk... and risk models. Lead the testing and implementation of new valuation and simulation models. Identify and address modeling...
Allocation Approach and the General Measurement Model. Keep current with Risk Integrity version upgrades and monthly patches... by participating in Moody’s Risk Integrity training and reviewing release documents. Conduct regression testing as needed and document...
Allocation Approach and the General Measurement Model. Keep current with Risk Integrity version upgrades and monthly patches... by participating in Moody’s Risk Integrity training and reviewing release documents. Conduct regression testing as needed and document...
Anticipated End Date: 2024-12-31 Position Title: Risk, Controls, and Assurance Intern Job Description: Risk..., Controls, and Assurance Intern Location: This position will work a hybrid model (remote and office). The ideal candidate...
Job Description: Overview The Risk Analyst II / Risk Analyst III Market Risk Analyst provides independent oversight... Market Risk Oversight (MRO) team, the role sits in the second line risk management function that provides independent subject...
in financial market risk management and quantitative modeling - Strong expertise in fixed income modeling, particularly..., financial, and emotional well-being. Flexible/hybrid model of 3 days onsite and 2 days remote (onsite Tuesdays, Wednesdays...
: Are you excited by the chance to create an impact and work in a dynamic flexible environment? Do you have expertise in Model Risk... Governance? If so, please consider this opportunity and apply to the Model Risk & Controls Manager role and work in conjunction...
with partners in Lines of Business, FP&A and Finance as well as second line partners in Corporate Treasury Oversight, Model Risk..., including Funding, Liquidity, Capital, and Market Strategy. IRR models and outputs include Net Interest Income at Risk...