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Strong knowledge of liquidity/ treasury, financial risk management areas (e.g., counterparty credit, market, interest rate) model risk management, and audit functions. Maintain strong knowledge of capital market risk management practices, policies and procedures and local regulations.
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Prior experience with Asset Liability Management, Liquidity Risk, or Market Risk (Term structure, prepayment, risk metrics of fixed income, derivative hedging. 5+ years of work experience in quantitative modeling or validation of Asset Liability Management (ALM), market risk or liquidity risk models.
$101,000 - $224,400 a yearFull-timeExpandApply NowActive JobUpdated Today - UpvoteDownvoteShare Job
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Our group is responsible for identifying, analyzing, monitoring State Street’s key financial risks including liquidity risk, interest rate risk, portfolio mark-to-market risk.
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The review process includes holding meetings with firm personnel in areas such as Risk Management (Market, Credit and Liquidity), Product Controllers, Treasury, Operations, Trading, Legal & Compliance, Internal Audit and Regulatory Reporting.
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Identify and develop internal and external fundamental and ESG research of credit trends and sophisticated quantitative tools and data sources with market-based analytics to aid in risk management, investment idea generation, and portfolio construction.
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Additionally, demonstrate a sound working knowledge of credit, third party, resiliency, technology, and compliance risks; and outline market, liquidity, and model risk to identify where it arises.
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Evaluate property cash flows, market trends, property location, tenant credit quality, and other relevant factors to assess credit risk. The CMBS / CRE Credit Analyst will be responsible for conducting in-depth analysis of commercial real estate properties and assessing credit risk associated with CMBS and CRE-related transactions.
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Position Overview:Freddie Mac’s Enterprise Model Risk Management group is currently seeking a Quantitative Analytics Senior Director to lead the model validation group that performs effective challenge of House Price Appreciation (HPA) and market risk models that support key business and risk decisions.
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Minimum of 8 years of total work experience with 10-12 years of experience in market or liquidity risk preferred. The Interest Rate Risk in the Banking Book (IRRBB) oversight function is the second line of defense responsible for the oversight of the Asset and Liability Management on IRRBB at BNY Mellon.
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Services include: freshwater and marine ecology, marine resource management, water planning and management, wetland and waterway restoration, ecosystem restoration and rehabilitation, arborist assessments, biodiversity offset and compensation strategies, construction oversight, offshore marine baseline surveys, flora and fauna impact assessments, natural resource damage assessment, ecological risk assessment and compliance monitoring.
$149,000 - $223,500ExpandApply NowActive JobUpdated Today - UpvoteDownvoteShare Job
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The candidate will use various tools and data analysis to identify, escalate and mitigate risks associated with Anti-Money Laundering (“AML”), such as insider trading, market manipulation and other specified unlawful activities under the Bank Secrecy Act (“BSA.
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A strong understanding of cash management, FX, Debt capital markets, and interest rate risk management. A hands-on expert in SAP Treasury core components, spanning Cash management, Transaction manager, In-house cash, Risk analyzers, Liquidity planner, Hedge management and accounting, SWIFT integration, BCM, and integration with financial accounting and other applications.
$128,235 - $213,725 a yearFull-timeExpandApply NowActive JobUpdated Today - UpvoteDownvoteShare Job
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Deep understanding of market risk measures, concepts, and regulatory rules: VaR, stress testing, greeks, Volcker rule, CCAR. Approximately 2-5 years’ experience in market risk management or a similar role with transferable skills (such as product controller or counterparty risk manager with Credit business experience.
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Prepare credit risk opinions, market & financial analyses of clients in the Americas with respect to the transactions proposed by the front office groups in the bank (business lines: Corporate and Structured Finance transactions in the Americas: Infrastructure Finance, Aviation Finance, Corporate and Trade Finance.
$145,000 - $175,000 a yearFull-timeExpandApply NowActive JobUpdated Today - UpvoteDownvoteShare Job
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5+ years of direct, related experience in Internal Audit, corporate treasury, liquidity risk, capital planning and market risk. Certified Internal Auditor or Certified Public Accountant or Certified Regulatory Compliance Manager or Certified Anti-Money Laundering Specialist or Credit Risk Certification (RMA) or Certification in Control Self-Assessment (IIA) or Certification in Risk Management Assurance (IIA) is preferred.
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